/usr/include/openturns/CovarianceMatrix.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file CovarianceMatrix.hxx
* @brief The class CovarianceMatrix implements covariance matrices
*
* Copyright (C) 2005-2013 EDF-EADS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-02-17 19:35:43 +0100 (Fri, 17 Feb 2012)
*/
#ifndef OPENTURNS_COVARIANCEMATRIX_HXX
#define OPENTURNS_COVARIANCEMATRIX_HXX
#include "OTprivate.hxx"
#include "SymmetricMatrix.hxx"
#include "SquareMatrix.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class CovarianceMatrix
*/
class CovarianceMatrix
: public SymmetricMatrix
{
CLASSNAME;
public:
typedef Collection<NumericalScalar> NumericalScalarCollection;
/** Default constructor */
CovarianceMatrix();
/** Constructor with size */
CovarianceMatrix(const UnsignedLong dim);
/** Constructor from external collection */
CovarianceMatrix(const UnsignedLong dim,
const NumericalScalarCollection & elementsValues);
/** String converter */
virtual String __repr__() const;
/** CovarianceMatrix transpose */
CovarianceMatrix transpose () const ;
/** CovarianceMatrix addition (must have the same dimensions) */
CovarianceMatrix operator + (const CovarianceMatrix & m) const;
using SymmetricMatrix::operator +;
/** CovarianceMatrix multiplication (must have consistent dimensions) */
CovarianceMatrix operator * (const IdentityMatrix & m) const;
using SymmetricMatrix::operator *;
/** Check if the matrix is SPD */
virtual Bool isPositiveDefinite(const Bool keepIntact = true);
/** Build the Cholesky factorization of the matrix */
virtual SquareMatrix computeCholesky(const Bool keepIntact = true);
/** Constructor with implementation */
CovarianceMatrix(const Implementation & i);
/** Resolution of a linear system */
NumericalPoint solveLinearSystem(const NumericalPoint & b,
const Bool keepIntact = true);
Matrix solveLinearSystem(const Matrix & b,
const Bool keepIntact = true);
protected:
private:
}; /* class CovarianceMatrix */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_COVARIANCEMATRIX_HXX */
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