@Override
public void save(final int t, final AugmentedPredictionErrors pe) {
DataBlock U = pe.getTransformedPredictionErrors();
Matrix L = pe.getCholeskyFactor();
DataBlock D = L.diagonal();
Matrix E = pe.E();
int nvars = E.getColumnsCount();
n += nvars;
LogSign sld = D.sumLog();
det += sld.value;
Q.subMatrix(0, nd, nd + 1, nd + 1 + nvars).copy(E.subMatrix());
Q.row(nd).range(nd + 1, nd + 1 + nvars).copy(U);
ec.tstoolkit.maths.matrices.ElementaryTransformations.fastGivensTriangularize(Q.subMatrix());
}
private DataBlock b() {
return Q.row(nd).range(0, nd);
}