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Frédéric Karamé
dynare
Commits
fbd4e08c
Commit
fbd4e08c
authored
12 years ago
by
Sébastien Villemot
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Document why I don't use Eigen's QR decomposition
parent
a4e40340
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mex-GetPowerDeriv
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mex/sources/estimation/libmat/QRDecomposition.hh
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fbd4e08c
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@@ -23,9 +23,12 @@
using
namespace
Eigen
;
#include
<dynlapack.h>
/* Note that Eigen provides built-in QR decomposers (classes *HouseHolderQR).
However, we need to have our own because we need the ability to
left-multiply arbitrary matrices by Q, and this is not offered in a
convenient way by the Eigen classes. */
class
QRDecomposition
{
private:
...
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