Navigation
Unreal Engine C++ API Reference > Runtime > Chaos > Chaos > FDenseMatrixSolver
References
Module | Chaos |
Header | /Engine/Source/Runtime/Experimental/Chaos/Public/Chaos/DenseMatrix.h |
Include | #include "Chaos/DenseMatrix.h" |
template<int32 T_EA, int32 T_EB, int32 T_EX>
static bool SolvePositiveDefinite
(
const TDenseMatrix < T_EA > & A,
const TDenseMatrix < T_EB > & B,
TDenseMatrix < T_EX > & X
)
Remarks
Solve AX = B, for positive-definite NxN matrix A, and Nx1 column vectors B and X.
For positive definite A, A = GGt, where G is the Cholesky factor and lower triangular. We can solve GGtX = B by first solving GY = B, and then GtX = Y.
E.g., this can be used to solve constraint equations of the form J.I.Jt.X = B where J is a Jacobian (Jt its transpose), I is an Inverse mas matrix, and B the residual. In this case, I is symmetric positive definite, and therefore so is JIJt.