LCSL/GURLS — pull request #15 by Ommac (2014-09-15 23:28:00+00:00)
Title: Origin/recursive cholesky

This pull request introduces a recursive RLS wrapper implementing the update of the Cholesky decomposition of the covariance matrix in gurls++. Utility functions have been added to the cholupdateutils.h file and to blas_lapack.h. The functionalities have been tested in a inverse dynamics nonparametric estimation application for robotics, showing results comparable to the state of the art.