5 template <
typename Scalar>
7 Matrix< Scalar, Dynamic, Dynamic > &r,
9 Scalar tol =
sqrt(NumTraits<Scalar>::epsilon()) )
11 typedef DenseIndex Index;
14 Index i, j, k, l, ii, jj;
19 const Index n = r.cols();
20 const Scalar tolr = tol *
abs(r(0,0));
21 Matrix< Scalar, Dynamic, 1 > wa(n);
22 assert(ipvt.size()==n);
26 for (k = 0; k < n; ++k)
27 if (
abs(r(k,k)) > tolr) {
29 for (j = 0; j <= k-1; ++j) {
30 temp = r(k,k) * r(j,k);
32 r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
39 for (k = 0; k <= l; ++k) {
40 for (j = 0; j <= k-1; ++j)
41 r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
42 r.col(k).head(k+1) *= r(k,k);
47 for (j = 0; j < n; ++j) {
50 for (i = 0; i <= j; ++i) {
63 r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();