/**
* Performs a matrix inversion operations that takes advantage of the special
* properties of a covariance matrix.
*
* @param cov A covariance matrix. Not modified.
* @param cov_inv The inverse of cov. Modified.
* @return true if it could invert the matrix false if it could not.
*/
public static bool invert(DMatrixRMaj cov, DMatrixRMaj cov_inv)
{
if (cov.numCols <= 4)
{
if (cov.numCols != cov.numRows)
{
throw new ArgumentException("Must be a square matrix.");
}
if (cov.numCols >= 2)
{
UnrolledInverseFromMinor_DDRM.inv(cov, cov_inv);
}
else
{
cov_inv.data[0] = 1.0 / cov_inv.data[0];
}
}
else
{
LinearSolverDense <DMatrixRMaj> solver = LinearSolverFactory_DDRM.symmPosDef(cov.numRows);
// wrap it to make sure the covariance is not modified.
solver = new LinearSolverSafe <DMatrixRMaj>(solver);
if (!solver.setA(cov))
{
return(false);
}
solver.invert(cov_inv);
}
return(true);
}
//@Override
public void invert(DMatrixRMaj A_inv)
{
if (A.numRows == 1)
{
A_inv.set(0, 1.0 / A.get(0));
}
UnrolledInverseFromMinor_DDRM.inv(A, A_inv);
}
