ip_matrix_ecL.h

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#ifndef MATRIX_ECL_IP_H
#define MATRIX_ECL_IP_H


/****************************************
 * INCLUDES 
 ****************************************/

#include "smpc_common.h"
#include "ip_problem_param.h"

using namespace std;


namespace IP
{

/****************************************
 * DEFINES
 ****************************************/

#define MATRIX_SIZE_6x6 36


/****************************************
 * TYPEDEFS 
 ****************************************/
    class matrix_ecL
    {
        public:
            /*********** Constructors / Destructors ************/
            matrix_ecL(const int);
            ~matrix_ecL();

            void form (const problem_parameters&, const double *);

            void solve_backward (const int, double *);
            void solve_forward (const int, double *);

            double *ecL;



        private:
            void chol_dec (double *);
            void form_M (const double, const double, const double*, const double*);
            void form_MAT (const double, const double);
            void form_AMATMBiPB(const double, const double, const double *, const double, double *);

            void form_L_non_diag(const double *, double *);
            void form_L_diag(const double *, const double, double *);
            void form_L_diag(const double *, double *);


            // intermediate results used in computation of L
            double M[MATRIX_SIZE_6x6];         
            double MAT[MATRIX_SIZE_6x6];       
    };
}

#endif /*MATRIX_ECL_IP_H*/