fsqmat Class Reference

Fake sqmat. This class maps sqmat operations to operations on full matrix. More...

#include <libDC.h>

Inheritance diagram for fsqmat:

[legend]

Collaboration diagram for fsqmat:

[legend]

List of all members.

Public Member Functions
void	opupdt (const vec &v, double w)
mat	to_mat ()
	Conversion to full matrix.
void	mult_sym (const mat &C, bool trans=false)
	Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
void	mult_sym (const mat &C, fsqmat &U, bool trans=false)
void	inv (fsqmat &Inv)
void	clear ()
	Clearing matrix so that it corresponds to zeros.
	fsqmat (const mat &M)
	Constructor.
virtual void	inv (fsqmat *Inv)
	Matrix inversion preserving the chosen form.
double	logdet ()
	Logarithm of a determinant.
double	qform (vec &v)
	Evaluates quadratic form $x= v'*V*v$;.
vec	sqrt_mult (vec &v)
	Multiplies square root of $V$ by vector $x$.
fsqmat &	operator+= (const fsqmat &A)
fsqmat &	operator-= (const fsqmat &A)
fsqmat &	operator *= (double x)
Protected Attributes
mat	M

---

Detailed Description

Fake sqmat. This class maps sqmat operations to operations on full matrix.

This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices;

---

Member Function Documentation

void fsqmat::opupdt	(	const vec &	v,
		double	w
	)			[virtual]

Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$.

Parameters:

	v	Vector forming the outer product to be added
	w	weight of updating; can be negative

BLAS-2b operation.

Implements sqmat.

void fsqmat::mult_sym	(	const mat &	C,
		bool	trans = false
	)			[virtual]

Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.

Parameters:

	C	multiplying matrix,
	trans	if true, product $V = C'*V*C$ will be computed instead;

Implements sqmat.

virtual void fsqmat::inv

(

fsqmat *

Inv

)

[virtual]

Matrix inversion preserving the chosen form.

Parameters:

Inv

a space where the inverse is stored.

vec fsqmat::sqrt_mult

(

vec &

v

)

[inline, virtual]

Multiplies square root of $V$ by vector $x$.

Used e.g. in generating normal samples.

Implements sqmat.

---

The documentation for this class was generated from the following file:

• work/mixpp/bdm/math/libDC.h

---