36 #ifndef _MATRIXOPERATIONS_H_
37 #define _MATRIXOPERATIONS_H_
47 template<
class T>
class SGVector;
48 template<
class C>
class SGMatrix;
60 Eigen::MatrixXd eigen_kernel,
float64_t scale);
66 Eigen::VectorXd eigen_sW, Eigen::MatrixXd eigen_V,
float64_t scale);
72 Eigen::VectorXd eigen_sW,
float64_t scale);
static SGMatrix< float64_t > get_choleksy(SGVector< float64_t > W, SGVector< float64_t > sW, SGMatrix< float64_t > kernel, float64_t scale)
static SGMatrix< float64_t > get_inverse(SGMatrix< float64_t > L, SGMatrix< float64_t > kernel, SGVector< float64_t > sW, SGMatrix< float64_t > V, float64_t scale)
The helper class is used for Laplace and KL methods.