root/bdm/math/chmat.cpp @ 39

#include <itpp/itbase.h>
#include "chmat.h"

using namespace itpp;

//using std::endl;


void chmat::opupdt ( const vec &v, double w ) {
//TODO see cholupdt in lhotse
        mat Z;
        mat R;
        mat Q;
        Z = concat_vertical ( Ch,mat(w*v) );
         qr ( Z,Q,R );
        Ch = R ( 0, Ch.rows()-1, 0, Ch.cols()-1 );
};
inline mat chmat::to_mat(){mat F=Ch.T()*Ch;return F;};
void chmat::mult_sym ( const mat &C ) {
it_error("not implemented");
};
void chmat::mult_sym ( const mat &C , chmat &U) const {
it_error("not implemented");
};
void chmat::mult_sym_t ( const mat &C ) {
it_error("not implemented");
};
void chmat::mult_sym_t ( const mat &C, chmat &U ) const {
it_error("not implemented");
};
double chmat::logdet() const {
        double ldet=0.0; int i;
        //sum of logs of (possibly negative!) diagonal entries
        for (i=0;i<Ch.rows();i++ ) {ldet+=log ( std::fabs(Ch ( i,i )) );}
        return 2*ldet; //compensate for Ch being sqrt()
};
//TODO can be done more efficiently using BLAS, see triangular matrices
inline vec chmat::sqrt_mult ( const vec &v ) const {vec pom; pom = Ch*v; return pom;};
inline double chmat::qform ( const vec &v ) const {vec pom; pom = Ch*v; return pom*pom;};
inline void chmat::clear() {Ch.clear();};