class HKalMatrixTools: public TObject

 Mind the meaning of the return value!

 Checks if input matrix M is (close to) symmetric.
 Returns the amount of off-diagonal elements that were not
 symmetric. Therefore a return value of 0 means the matrix
 is symmetric!
 For non quadratic matrices -1 will be returned.

 Input:
 M:   The matrix to check.
 tol: The allowed relative difference between diagonal
      elements so that the matrix is still seen as symmetric.

 Calculate matrix condition using singular values.

 A matrix can be written as the product M = U*D*U^T where
 U is an upper triangular and D a diagonal matrix.
 This function calculates the U and D factors of the input
 matrix M. Both U and D can be stored in a single matrix.
 Since the diagonal elements of U are always 1, they are
 not explicitly stored and replaced by the elements of D.

 The input matrix M will be overwritten.

 Returns true if matrix is positive definite, i.e. all eigenvalues are
 real and greater than zero.

 Check for INFs and NaNs in matrix.

 Produce a valid symmetric matrix out of an almost symmetric TMatrixD
 Input matrix M will be overwritten!

 Input is a matrix where the U and D factors are stored in a single
 matrix.

 Extracts the U and D matrices as two separate objects from the input
 matrix.
 output:
 U: upper triangular matrix.
 D: diagonal matrix.
 input:
 UD: The U and D factors are stored in this single matrix.