Function lupnt::UDUReconstruct

• Defined in File udu_utils.cc

Function Documentation

MatXd lupnt::UDUReconstruct(const MatXd &U, const VecXd &D)

Reconstruct the covariance matrix P = U diag(D) U^T from a UDU factorization.

Used by UDUEKF::Predict/CarlsonUpdate to recover the dense covariance from U_/D_diag_ when needed (e.g. before propagation, or to report P_).

Parameters:

• U – Unit-upper-triangular factor, size [n x n]

• D – Diagonal factor, size [n]

Returns:

Reconstructed covariance matrix P, size [n x n]