From 0887867d4b41afb2d11405ed364d6aaa7b61d52d Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Thu, 20 Aug 2020 09:05:13 +0200
Subject: [PATCH] adding comments
---
src/kalman_base.jl | 2 ++
1 file changed, 2 insertions(+)
diff --git a/src/kalman_base.jl b/src/kalman_base.jl
index eaca018..fd1f0b6 100644
--- a/src/kalman_base.jl
+++ b/src/kalman_base.jl
@@ -182,12 +182,14 @@ function get_K!(K::AbstractArray{T}, ZP::AbstractArray{T}, cholF::AbstractArray{
LAPACK.potrs!('U', cholF, K)
end
+# Kstar = iFinf*(Z*Pstar - Fstar*Kinf) %(5.12) DK(2012);
function get_Kstar!(Kstar::AbstractArray{T}, Z::AbstractArray{T}, Pstar::AbstractArray{T}, Fstar::AbstractArray{T}, K::AbstractArray{T}, cholF::AbstractArray{T}) where T <: AbstractFloat
mul!(Kstar, Z, Pstar)
gemm!('N', 'N', -1.0, Fstar, K, 1.0, Kstar)
LAPACK.potrs!('U', cholF, Kstar)
end
+# Kstar = iFinf*(Pstar[z,:] - Fstar*Kinf) %(5.12) DK(2012);
function get_Kstar!(Kstar::AbstractArray{T}, z::AbstractVector{U}, Pstar::AbstractArray{T}, Fstar::AbstractArray{T}, K::AbstractArray{T}, cholF::AbstractArray{T}) where {T <: AbstractFloat, U <: Integer}
Kstar .= view(Pstar, z, :)
gemm!('N', 'N', -1.0, Fstar, K, 1.0, Kstar)
--
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