#ifndef __CPEXTENSIONS__ALGORITHMS__KALMANFILTER__HXX__
#define __CPEXTENSIONS__ALGORITHMS__KALMANFILTER__HXX__

// -------------------------------------------------------------------------
template< typename T >
template< class M >
void cpExtensions::Algorithms::KalmanFilter< T >::
Kronecker( M& AkB, const M& A, const M& B )
{
  unsigned int m = A.rows( ); unsigned int n = A.cols( );
  unsigned int p = B.rows( ); unsigned int q = B.cols( );
  AkB.set_size( m * p, n * q );

  for( unsigned int i = 1; i <= m; ++i )
  {
    for( unsigned int j = 1; j <= n; ++j )
    {
      for( unsigned int k = 1; k <= p; ++k )
      {
        for( unsigned int l = 1; l <= q; ++l )
        {
          unsigned int al = ( ( p * ( i - 1 ) ) + k ) - 1;
          unsigned int be = ( ( q * ( j - 1 ) ) + l ) - 1;
          AkB[ al ][ be ] = A[ i - 1 ][ j - 1 ] * B[ k - 1 ][ l - 1 ];

        } // rof

      } // rof

    } // rof

  } // rof
}

#endif // __CPEXTENSIONS__ALGORITHMS__KALMANFILTER__HXX__

// eof - $RCSfile$