// IWYU pragma: private #include "./InternalHeaderCheck.h" namespace Eigen { namespace internal { template void covar(Matrix &r, const VectorXi &ipvt, Scalar tol = std::sqrt(NumTraits::epsilon())) { using std::abs; typedef DenseIndex Index; /* Local variables */ Index i, j, k, l, ii, jj; bool sing; Scalar temp; /* Function Body */ const Index n = r.cols(); const Scalar tolr = tol * abs(r(0, 0)); Matrix wa(n); eigen_assert(ipvt.size() == n); /* form the inverse of r in the full upper triangle of r. */ l = -1; for (k = 0; k < n; ++k) if (abs(r(k, k)) > tolr) { r(k, k) = 1. / r(k, k); for (j = 0; j <= k - 1; ++j) { temp = r(k, k) * r(j, k); r(j, k) = 0.; r.col(k).head(j + 1) -= r.col(j).head(j + 1) * temp; } l = k; } /* form the full upper triangle of the inverse of (r transpose)*r */ /* in the full upper triangle of r. */ for (k = 0; k <= l; ++k) { for (j = 0; j <= k - 1; ++j) r.col(j).head(j + 1) += r.col(k).head(j + 1) * r(j, k); r.col(k).head(k + 1) *= r(k, k); } /* form the full lower triangle of the covariance matrix */ /* in the strict lower triangle of r and in wa. */ for (j = 0; j < n; ++j) { jj = ipvt[j]; sing = j > l; for (i = 0; i <= j; ++i) { if (sing) r(i, j) = 0.; ii = ipvt[i]; if (ii > jj) r(ii, jj) = r(i, j); if (ii < jj) r(jj, ii) = r(i, j); } wa[jj] = r(j, j); } /* symmetrize the covariance matrix in r. */ r.topLeftCorner(n, n).template triangularView() = r.topLeftCorner(n, n).transpose(); r.diagonal() = wa; } } // end namespace internal } // end namespace Eigen