[37] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
---|
| 2 | <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> |
---|
| 3 | <title>mixpp: chmat Class Reference</title> |
---|
| 4 | <link href="doxygen.css" rel="stylesheet" type="text/css"> |
---|
| 5 | <link href="tabs.css" rel="stylesheet" type="text/css"> |
---|
| 6 | </head><body> |
---|
[139] | 7 | <!-- Generated by Doxygen 1.5.6 --> |
---|
[91] | 8 | <div class="navigation" id="top"> |
---|
| 9 | <div class="tabs"> |
---|
| 10 | <ul> |
---|
| 11 | <li><a href="index.html"><span>Main Page</span></a></li> |
---|
| 12 | <li><a href="pages.html"><span>Related Pages</span></a></li> |
---|
[219] | 13 | <li><a href="modules.html"><span>Modules</span></a></li> |
---|
[261] | 14 | <li><a href="namespaces.html"><span>Namespaces</span></a></li> |
---|
| 15 | <li class="current"><a href="classes.html"><span>Classes</span></a></li> |
---|
[91] | 16 | <li><a href="files.html"><span>Files</span></a></li> |
---|
| 17 | </ul> |
---|
| 18 | </div> |
---|
| 19 | <div class="tabs"> |
---|
| 20 | <ul> |
---|
[261] | 21 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> |
---|
[91] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
---|
| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
---|
| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
---|
| 25 | </ul> |
---|
| 26 | </div> |
---|
[37] | 27 | </div> |
---|
[91] | 28 | <div class="contents"> |
---|
[37] | 29 | <h1>chmat Class Reference</h1><!-- doxytag: class="chmat" --><!-- doxytag: inherits="sqmat" -->Symmetric matrix stored in square root decomposition using upper cholesky. |
---|
| 30 | <a href="#_details">More...</a> |
---|
| 31 | <p> |
---|
| 32 | <code>#include <<a class="el" href="chmat_8h-source.html">chmat.h</a>></code> |
---|
| 33 | <p> |
---|
| 34 | <div class="dynheader"> |
---|
| 35 | Inheritance diagram for chmat:</div> |
---|
| 36 | <div class="dynsection"> |
---|
| 37 | <p><center><img src="classchmat__inherit__graph.png" border="0" usemap="#chmat__inherit__map" alt="Inheritance graph"></center> |
---|
| 38 | <map name="chmat__inherit__map"> |
---|
[261] | 39 | <area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="5,7,67,33"></map> |
---|
[37] | 40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
---|
| 41 | <div class="dynheader"> |
---|
| 42 | Collaboration diagram for chmat:</div> |
---|
| 43 | <div class="dynsection"> |
---|
| 44 | <p><center><img src="classchmat__coll__graph.png" border="0" usemap="#chmat__coll__map" alt="Collaboration graph"></center> |
---|
| 45 | <map name="chmat__coll__map"> |
---|
[261] | 46 | <area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="5,7,67,33"></map> |
---|
[37] | 47 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
---|
| 48 | |
---|
| 49 | <p> |
---|
| 50 | <a href="classchmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
---|
| 51 | <tr><td></td></tr> |
---|
| 52 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
---|
[79] | 53 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> (const vec &v, double w)</td></tr> |
---|
[37] | 54 | |
---|
[171] | 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="045addd685f8d978efda232d7dcb070e"></a><!-- doxytag: member="chmat::to_mat" ref="045addd685f8d978efda232d7dcb070e" args="() const " --> |
---|
| 56 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#045addd685f8d978efda232d7dcb070e">to_mat</a> () const </td></tr> |
---|
[37] | 57 | |
---|
| 58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
---|
[79] | 59 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">mult_sym</a> (const mat &C)</td></tr> |
---|
[37] | 60 | |
---|
[79] | 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">. <a href="#66f509f92b0ccf020e2a2a32566e0777"></a><br></td></tr> |
---|
| 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d558ab63475a2f2ebc0c0e149796dcc6"></a><!-- doxytag: member="chmat::mult_sym" ref="d558ab63475a2f2ebc0c0e149796dcc6" args="(const mat &C, chmat &U) const " --> |
---|
| 63 | void </td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &C, <a class="el" href="classchmat.html">chmat</a> &U) const </td></tr> |
---|
[37] | 64 | |
---|
[79] | 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">mult_sym_t</a> (const mat &C)</td></tr> |
---|
| 66 | |
---|
| 67 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">. <a href="#07f50d1332b901eee962e8b1913102f7"></a><br></td></tr> |
---|
| 68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31c3b985214a150b2a6b4be3b0fd40e3"></a><!-- doxytag: member="chmat::mult_sym_t" ref="31c3b985214a150b2a6b4be3b0fd40e3" args="(const mat &C, chmat &U) const " --> |
---|
| 69 | void </td><td class="memItemRight" valign="bottom"><b>mult_sym_t</b> (const mat &C, <a class="el" href="classchmat.html">chmat</a> &U) const </td></tr> |
---|
| 70 | |
---|
[37] | 71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b504ca818203b13e667cb3c503980382"></a><!-- doxytag: member="chmat::logdet" ref="b504ca818203b13e667cb3c503980382" args="() const " --> |
---|
[79] | 72 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b504ca818203b13e667cb3c503980382">logdet</a> () const </td></tr> |
---|
[37] | 73 | |
---|
| 74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
---|
[79] | 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</a> (const vec &v) const </td></tr> |
---|
[37] | 76 | |
---|
[79] | 77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. <a href="#b22aa239dbaca33e3fb93b4f674d7051"></a><br></td></tr> |
---|
[37] | 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6807737c7ffdb7041256b51db7592248"></a><!-- doxytag: member="chmat::qform" ref="6807737c7ffdb7041256b51db7592248" args="(const vec &v) const " --> |
---|
[79] | 79 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6807737c7ffdb7041256b51db7592248">qform</a> (const vec &v) const </td></tr> |
---|
[37] | 80 | |
---|
[79] | 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_29.png">;. <br></td></tr> |
---|
| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b49427cff186c62f5df3724e5d2c34b4"></a><!-- doxytag: member="chmat::invqform" ref="b49427cff186c62f5df3724e5d2c34b4" args="(const vec &v) const " --> |
---|
| 83 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b49427cff186c62f5df3724e5d2c34b4">invqform</a> (const vec &v) const </td></tr> |
---|
| 84 | |
---|
| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr> |
---|
[37] | 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d0a995d312ecc11d3b43693f5e224ba9"></a><!-- doxytag: member="chmat::clear" ref="d0a995d312ecc11d3b43693f5e224ba9" args="()" --> |
---|
[79] | 87 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9">clear</a> ()</td></tr> |
---|
[37] | 88 | |
---|
| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
---|
[79] | 90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3921e3e5e31337cdbda40a3a5467257"></a><!-- doxytag: member="chmat::add" ref="f3921e3e5e31337cdbda40a3a5467257" args="(const chmat &A2, double w=1.0)" --> |
---|
[99] | 91 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#f3921e3e5e31337cdbda40a3a5467257">add</a> (const <a class="el" href="classchmat.html">chmat</a> &A2, double w=1.0)</td></tr> |
---|
[37] | 92 | |
---|
[99] | 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">add another <a class="el" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> <code>A2</code> with weight <code>w</code>. <br></td></tr> |
---|
[79] | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ce4e21a9012a4e98c1f0ed1ca5669bd"></a><!-- doxytag: member="chmat::inv" ref="5ce4e21a9012a4e98c1f0ed1ca5669bd" args="(chmat &Inv) const " --> |
---|
| 95 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#5ce4e21a9012a4e98c1f0ed1ca5669bd">inv</a> (<a class="el" href="classchmat.html">chmat</a> &Inv) const </td></tr> |
---|
[37] | 96 | |
---|
[79] | 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inversion in the same form, i.e. cholesky. <br></td></tr> |
---|
[37] | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba62fbf7cb8e065a4f3d24457824e89b"></a><!-- doxytag: member="chmat::~chmat" ref="ba62fbf7cb8e065a4f3d24457824e89b" args="()" --> |
---|
| 99 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">~chmat</a> ()</td></tr> |
---|
| 100 | |
---|
| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
---|
| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdd73b0c596161637fd25bdf2c670c39"></a><!-- doxytag: member="chmat::chmat" ref="fdd73b0c596161637fd25bdf2c670c39" args="(const int dim0)" --> |
---|
| 103 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39">chmat</a> (const int dim0)</td></tr> |
---|
| 104 | |
---|
| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
---|
[79] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f0a94e81279295e60e72812130f9d4"></a><!-- doxytag: member="chmat::chmat" ref="d4f0a94e81279295e60e72812130f9d4" args="(const vec &v)" --> |
---|
| 107 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">chmat</a> (const vec &v)</td></tr> |
---|
| 108 | |
---|
| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
---|
| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92f3bd9a727b8c88a8c7385feb3449a"></a><!-- doxytag: member="chmat::chmat" ref="d92f3bd9a727b8c88a8c7385feb3449a" args="(const chmat &Ch0)" --> |
---|
| 111 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">chmat</a> (const <a class="el" href="classchmat.html">chmat</a> &Ch0)</td></tr> |
---|
| 112 | |
---|
| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
---|
[37] | 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8334a00f30f0a05f893c2aeec395ef10"></a><!-- doxytag: member="chmat::chmat" ref="8334a00f30f0a05f893c2aeec395ef10" args="(const mat &M)" --> |
---|
| 115 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">chmat</a> (const mat &M)</td></tr> |
---|
| 116 | |
---|
| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor (m3k:cholform). <br></td></tr> |
---|
[210] | 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="24de7f42e0a86bb270588cd0dd9d60b4"></a><!-- doxytag: member="chmat::chmat" ref="24de7f42e0a86bb270588cd0dd9d60b4" args="(const chmat &M, const ivec &perm)" --> |
---|
| 119 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#24de7f42e0a86bb270588cd0dd9d60b4">chmat</a> (const <a class="el" href="classchmat.html">chmat</a> &M, const ivec &perm)</td></tr> |
---|
| 120 | |
---|
| 121 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> |
---|
[37] | 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9c50d31c999d85d8e9d8cf2b69b6ac8c"></a><!-- doxytag: member="chmat::_Ch" ref="9c50d31c999d85d8e9d8cf2b69b6ac8c" args="()" --> |
---|
| 123 | mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c">_Ch</a> ()</td></tr> |
---|
| 124 | |
---|
| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> |
---|
[79] | 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4fc7f9b0539b97c414442a22f3db6e8"></a><!-- doxytag: member="chmat::setD" ref="a4fc7f9b0539b97c414442a22f3db6e8" args="(const vec &nD)" --> |
---|
| 127 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8">setD</a> (const vec &nD)</td></tr> |
---|
| 128 | |
---|
| 129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
---|
| 130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b9271097d8317d9514c5d0d62cccb39"></a><!-- doxytag: member="chmat::setD" ref="4b9271097d8317d9514c5d0d62cccb39" args="(const vec &nD, int i)" --> |
---|
| 131 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">setD</a> (const vec &nD, int i)</td></tr> |
---|
| 132 | |
---|
| 133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
---|
| 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb">operator+=</a> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> |
---|
| 135 | |
---|
| 136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Operators. <a href="#6a8b39fe3a28d2c8e3fc0d74141229fb"></a><br></td></tr> |
---|
| 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8c3628a8c15eb0009e57c66fcac1a76"></a><!-- doxytag: member="chmat::operator-=" ref="a8c3628a8c15eb0009e57c66fcac1a76" args="(const chmat &A2)" --> |
---|
| 138 | <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76">operator-=</a> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> |
---|
| 139 | |
---|
| 140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">mapping of negative add operation to operators <br></td></tr> |
---|
[234] | 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64f1eec40946d3abad7762899c9f933a"></a><!-- doxytag: member="chmat::operator*" ref="64f1eec40946d3abad7762899c9f933a" args="(const chmat &A2)" --> |
---|
| 142 | <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> |
---|
| 143 | |
---|
| 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0404bcb998f0b82d25f5fc386cc4fa5"></a><!-- doxytag: member="chmat::operator*" ref="e0404bcb998f0b82d25f5fc386cc4fa5" args="(const double &d)" --> |
---|
| 145 | <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const double &d)</td></tr> |
---|
| 146 | |
---|
| 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cdb54c921d7b93ac1a04d58cae7a9618"></a><!-- doxytag: member="chmat::operator=" ref="cdb54c921d7b93ac1a04d58cae7a9618" args="(const chmat &A2)" --> |
---|
| 148 | <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> |
---|
| 149 | |
---|
[37] | 150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="chmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> |
---|
| 151 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> |
---|
| 152 | |
---|
| 153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
---|
| 154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="chmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " --> |
---|
| 155 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr> |
---|
| 156 | |
---|
| 157 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
---|
| 158 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
---|
| 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95158bb150f5e7f939168abcd577fd9c"></a><!-- doxytag: member="chmat::Ch" ref="95158bb150f5e7f939168abcd577fd9c" args="" --> |
---|
| 160 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c">Ch</a></td></tr> |
---|
| 161 | |
---|
[79] | 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Upper triangle of the cholesky matrix. <br></td></tr> |
---|
[37] | 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="chmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> |
---|
| 164 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> |
---|
| 165 | |
---|
| 166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
---|
| 167 | </table> |
---|
| 168 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
---|
| 169 | Symmetric matrix stored in square root decomposition using upper cholesky. |
---|
| 170 | <p> |
---|
[79] | 171 | This matrix represent <img class="formulaInl" alt="$A=Ch' Ch$" src="form_19.png"> where only the upper triangle <img class="formulaInl" alt="$Ch$" src="form_20.png"> is stored; <hr><h2>Member Function Documentation</h2> |
---|
[37] | 172 | <a class="anchor" name="bbc2d98d7455b1f38828907d442836bf"></a><!-- doxytag: member="chmat::opupdt" ref="bbc2d98d7455b1f38828907d442836bf" args="(const vec &v, double w)" --> |
---|
| 173 | <div class="memitem"> |
---|
| 174 | <div class="memproto"> |
---|
| 175 | <table class="memname"> |
---|
| 176 | <tr> |
---|
| 177 | <td class="memname">void chmat::opupdt </td> |
---|
| 178 | <td>(</td> |
---|
| 179 | <td class="paramtype">const vec & </td> |
---|
| 180 | <td class="paramname"> <em>v</em>, </td> |
---|
| 181 | </tr> |
---|
| 182 | <tr> |
---|
| 183 | <td class="paramkey"></td> |
---|
| 184 | <td></td> |
---|
| 185 | <td class="paramtype">double </td> |
---|
| 186 | <td class="paramname"> <em>w</em></td><td> </td> |
---|
| 187 | </tr> |
---|
| 188 | <tr> |
---|
| 189 | <td></td> |
---|
| 190 | <td>)</td> |
---|
[139] | 191 | <td></td><td></td><td><code> [virtual]</code></td> |
---|
[37] | 192 | </tr> |
---|
| 193 | </table> |
---|
| 194 | </div> |
---|
| 195 | <div class="memdoc"> |
---|
| 196 | |
---|
| 197 | <p> |
---|
[79] | 198 | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_23.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
---|
[37] | 199 | <table border="0" cellspacing="2" cellpadding="0"> |
---|
| 200 | <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> |
---|
| 201 | <tr><td valign="top"></td><td valign="top"><em>w</em> </td><td>weight of updating; can be negative</td></tr> |
---|
| 202 | </table> |
---|
| 203 | </dl> |
---|
| 204 | BLAS-2b operation. |
---|
| 205 | <p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> |
---|
| 206 | |
---|
[261] | 207 | <p>References <a class="el" href="chmat_8h-source.html#l00027">Ch</a>.</p> |
---|
[91] | 208 | |
---|
[37] | 209 | </div> |
---|
| 210 | </div><p> |
---|
| 211 | <a class="anchor" name="66f509f92b0ccf020e2a2a32566e0777"></a><!-- doxytag: member="chmat::mult_sym" ref="66f509f92b0ccf020e2a2a32566e0777" args="(const mat &C)" --> |
---|
| 212 | <div class="memitem"> |
---|
| 213 | <div class="memproto"> |
---|
| 214 | <table class="memname"> |
---|
| 215 | <tr> |
---|
| 216 | <td class="memname">void chmat::mult_sym </td> |
---|
| 217 | <td>(</td> |
---|
| 218 | <td class="paramtype">const mat & </td> |
---|
| 219 | <td class="paramname"> <em>C</em> </td> |
---|
| 220 | <td> ) </td> |
---|
[139] | 221 | <td><code> [virtual]</code></td> |
---|
[37] | 222 | </tr> |
---|
| 223 | </table> |
---|
| 224 | </div> |
---|
| 225 | <div class="memdoc"> |
---|
| 226 | |
---|
| 227 | <p> |
---|
[79] | 228 | Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">. |
---|
[37] | 229 | <p> |
---|
| 230 | <dl compact><dt><b>Parameters:</b></dt><dd> |
---|
| 231 | <table border="0" cellspacing="2" cellpadding="0"> |
---|
| 232 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
---|
| 233 | </table> |
---|
| 234 | </dl> |
---|
| 235 | |
---|
| 236 | <p>Implements <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>.</p> |
---|
| 237 | |
---|
| 238 | </div> |
---|
| 239 | </div><p> |
---|
| 240 | <a class="anchor" name="07f50d1332b901eee962e8b1913102f7"></a><!-- doxytag: member="chmat::mult_sym_t" ref="07f50d1332b901eee962e8b1913102f7" args="(const mat &C)" --> |
---|
| 241 | <div class="memitem"> |
---|
| 242 | <div class="memproto"> |
---|
| 243 | <table class="memname"> |
---|
| 244 | <tr> |
---|
| 245 | <td class="memname">void chmat::mult_sym_t </td> |
---|
| 246 | <td>(</td> |
---|
| 247 | <td class="paramtype">const mat & </td> |
---|
| 248 | <td class="paramname"> <em>C</em> </td> |
---|
| 249 | <td> ) </td> |
---|
[139] | 250 | <td><code> [virtual]</code></td> |
---|
[37] | 251 | </tr> |
---|
| 252 | </table> |
---|
| 253 | </div> |
---|
| 254 | <div class="memdoc"> |
---|
| 255 | |
---|
| 256 | <p> |
---|
[79] | 257 | Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">. |
---|
[37] | 258 | <p> |
---|
| 259 | <dl compact><dt><b>Parameters:</b></dt><dd> |
---|
| 260 | <table border="0" cellspacing="2" cellpadding="0"> |
---|
| 261 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
---|
| 262 | </table> |
---|
| 263 | </dl> |
---|
| 264 | |
---|
| 265 | <p>Implements <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>.</p> |
---|
| 266 | |
---|
| 267 | </div> |
---|
| 268 | </div><p> |
---|
| 269 | <a class="anchor" name="b22aa239dbaca33e3fb93b4f674d7051"></a><!-- doxytag: member="chmat::sqrt_mult" ref="b22aa239dbaca33e3fb93b4f674d7051" args="(const vec &v) const " --> |
---|
| 270 | <div class="memitem"> |
---|
| 271 | <div class="memproto"> |
---|
| 272 | <table class="memname"> |
---|
| 273 | <tr> |
---|
| 274 | <td class="memname">vec chmat::sqrt_mult </td> |
---|
| 275 | <td>(</td> |
---|
| 276 | <td class="paramtype">const vec & </td> |
---|
| 277 | <td class="paramname"> <em>v</em> </td> |
---|
| 278 | <td> ) </td> |
---|
[139] | 279 | <td> const<code> [virtual]</code></td> |
---|
[37] | 280 | </tr> |
---|
| 281 | </table> |
---|
| 282 | </div> |
---|
| 283 | <div class="memdoc"> |
---|
| 284 | |
---|
| 285 | <p> |
---|
[79] | 286 | Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. |
---|
[37] | 287 | <p> |
---|
| 288 | Used e.g. in generating normal samples. |
---|
| 289 | <p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p> |
---|
| 290 | |
---|
[261] | 291 | <p>References <a class="el" href="chmat_8h-source.html#l00027">Ch</a>.</p> |
---|
[91] | 292 | |
---|
[37] | 293 | </div> |
---|
| 294 | </div><p> |
---|
[79] | 295 | <a class="anchor" name="6a8b39fe3a28d2c8e3fc0d74141229fb"></a><!-- doxytag: member="chmat::operator+=" ref="6a8b39fe3a28d2c8e3fc0d74141229fb" args="(const chmat &A2)" --> |
---|
| 296 | <div class="memitem"> |
---|
| 297 | <div class="memproto"> |
---|
| 298 | <table class="memname"> |
---|
| 299 | <tr> |
---|
| 300 | <td class="memname"><a class="el" href="classchmat.html">chmat</a> & chmat::operator+= </td> |
---|
| 301 | <td>(</td> |
---|
| 302 | <td class="paramtype">const <a class="el" href="classchmat.html">chmat</a> & </td> |
---|
| 303 | <td class="paramname"> <em>A2</em> </td> |
---|
| 304 | <td> ) </td> |
---|
[139] | 305 | <td><code> [inline]</code></td> |
---|
[79] | 306 | </tr> |
---|
| 307 | </table> |
---|
| 308 | </div> |
---|
| 309 | <div class="memdoc"> |
---|
| 310 | |
---|
| 311 | <p> |
---|
| 312 | Operators. |
---|
| 313 | <p> |
---|
| 314 | Operations: mapping of add operation to operators |
---|
| 315 | </div> |
---|
| 316 | </div><p> |
---|
[37] | 317 | <hr>The documentation for this class was generated from the following files:<ul> |
---|
[261] | 318 | <li><a class="el" href="chmat_8h-source.html">chmat.h</a><li>chmat.cpp</ul> |
---|
[91] | 319 | </div> |
---|
[269] | 320 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:22 2009 for mixpp by |
---|
[37] | 321 | <a href="http://www.doxygen.org/index.html"> |
---|
[139] | 322 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
[37] | 323 | </body> |
---|
| 324 | </html> |
---|