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[91] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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[33] | 27 | </div> |
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[91] | 28 | <div class="contents"> |
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[219] | 29 | <h1>ldmat Class Reference<br> |
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| 30 | <small> |
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| 31 | [<a class="el" href="group__math.html">Auxiliary math functions</a>]</small> |
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[270] | 32 | </h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" --><code>#include <<a class="el" href="libDC_8h-source.html">libDC.h</a>></code> |
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[33] | 33 | <p> |
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| 34 | <div class="dynheader"> |
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| 35 | Inheritance diagram for ldmat:</div> |
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| 36 | <div class="dynsection"> |
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| 37 | <p><center><img src="classldmat__inherit__graph.png" border="0" usemap="#ldmat__inherit__map" alt="Inheritance graph"></center> |
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| 38 | <map name="ldmat__inherit__map"> |
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[91] | 39 | <area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="5,7,61,31"></map> |
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[33] | 40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 41 | |
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| 42 | <p> |
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[270] | 43 | <a href="classldmat-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 44 | Matrix stored in LD form, (commonly known as UD). |
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| 45 | <p> |
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| 46 | Matrix is decomposed as follows: <p class="formulaDsp"> |
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| 47 | <img class="formulaDsp" alt="\[M = L'DL\]" src="form_5.png"> |
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| 48 | <p> |
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| 49 | where only <img class="formulaInl" alt="$L$" src="form_21.png"> and <img class="formulaInl" alt="$D$" src="form_22.png"> matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <table border="0" cellpadding="0" cellspacing="0"> |
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[33] | 50 | <tr><td></td></tr> |
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| 51 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 52 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="968113788422e858da23a477e98fd3a1"></a><!-- doxytag: member="ldmat::ldmat" ref="968113788422e858da23a477e98fd3a1" args="(const mat &L, const vec &D)" --> |
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| 53 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#968113788422e858da23a477e98fd3a1">ldmat</a> (const mat &<a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a>, const vec &<a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a>)</td></tr> |
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| 54 | |
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| 55 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by copy of L and D. <br></td></tr> |
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| 56 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f21785358072d36892d538eed1d1ea5"></a><!-- doxytag: member="ldmat::ldmat" ref="5f21785358072d36892d538eed1d1ea5" args="(const mat &V)" --> |
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| 57 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f21785358072d36892d538eed1d1ea5">ldmat</a> (const mat &V)</td></tr> |
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| 58 | |
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| 59 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by decomposition of full matrix V. <br></td></tr> |
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[181] | 60 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e88c818f9605bc726e52c4136c71cc5"></a><!-- doxytag: member="ldmat::ldmat" ref="8e88c818f9605bc726e52c4136c71cc5" args="(const ldmat &V0, const ivec &perm)" --> |
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| 61 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#8e88c818f9605bc726e52c4136c71cc5">ldmat</a> (const <a class="el" href="classldmat.html">ldmat</a> &V0, const ivec &perm)</td></tr> |
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| 62 | |
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| 63 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by restructuring of V0 accordint to permutation vector perm. <br></td></tr> |
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[33] | 64 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abe16e0f86668ef61a9a4896c8565dee"></a><!-- doxytag: member="ldmat::ldmat" ref="abe16e0f86668ef61a9a4896c8565dee" args="(vec D0)" --> |
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| 65 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#abe16e0f86668ef61a9a4896c8565dee">ldmat</a> (vec D0)</td></tr> |
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| 66 | |
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| 67 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct diagonal matrix with diagonal D0. <br></td></tr> |
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| 68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a12dda6f529580b0377cc45226b43303"></a><!-- doxytag: member="ldmat::ldmat" ref="a12dda6f529580b0377cc45226b43303" args="()" --> |
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| 69 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a12dda6f529580b0377cc45226b43303">ldmat</a> ()</td></tr> |
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| 70 | |
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| 71 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="163ee002a7858d104da1c59dd11f016d"></a><!-- doxytag: member="ldmat::ldmat" ref="163ee002a7858d104da1c59dd11f016d" args="(const int dim0)" --> |
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| 73 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#163ee002a7858d104da1c59dd11f016d">ldmat</a> (const int dim0)</td></tr> |
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| 74 | |
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| 75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default initialization with proper size. <br></td></tr> |
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| 76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e2734c0164ce5233c4d709679555138"></a><!-- doxytag: member="ldmat::~ldmat" ref="1e2734c0164ce5233c4d709679555138" args="()" --> |
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| 77 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#1e2734c0164ce5233c4d709679555138">~ldmat</a> ()</td></tr> |
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| 78 | |
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| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">opupdt</a> (const vec &v, double w)</td></tr> |
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| 81 | |
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[171] | 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c1ebc071de4bafbba55b80afd8a7e8e"></a><!-- doxytag: member="ldmat::to_mat" ref="2c1ebc071de4bafbba55b80afd8a7e8e" args="() const " --> |
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| 83 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e">to_mat</a> () const </td></tr> |
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[33] | 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
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| 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &C)</td></tr> |
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| 87 | |
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[79] | 88 | <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="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr> |
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[33] | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &C)</td></tr> |
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| 90 | |
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[79] | 91 | <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="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr> |
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[33] | 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &ld2, double w=1.0)" --> |
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| 93 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &ld2, double w=1.0)</td></tr> |
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| 94 | |
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| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add another matrix in LD form with weight w. <br></td></tr> |
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| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b42750ba4962d439aa52a77ae12949b"></a><!-- doxytag: member="ldmat::logdet" ref="2b42750ba4962d439aa52a77ae12949b" args="() const " --> |
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| 97 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b">logdet</a> () const </td></tr> |
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| 98 | |
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| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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| 100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d64f331b781903e913cb2ee836886f3f"></a><!-- doxytag: member="ldmat::qform" ref="d64f331b781903e913cb2ee836886f3f" args="(const vec &v) const " --> |
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| 101 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &v) const </td></tr> |
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| 102 | |
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[79] | 103 | <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> |
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| 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &v) const " --> |
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| 105 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &v) const </td></tr> |
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| 106 | |
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| 107 | <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> |
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[33] | 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" --> |
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| 109 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr> |
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| 110 | |
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| 111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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[219] | 112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g0fceb6b5b637cec89bb0a3d2e6be1306"></a><!-- doxytag: member="ldmat::cols" ref="g0fceb6b5b637cec89bb0a3d2e6be1306" args="() const " --> |
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| 113 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306">cols</a> () const </td></tr> |
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[33] | 114 | |
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| 115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[219] | 116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g96dfb21865db4f5bd36fa70f9b0b1163"></a><!-- doxytag: member="ldmat::rows" ref="g96dfb21865db4f5bd36fa70f9b0b1163" args="() const " --> |
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| 117 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163">rows</a> () const </td></tr> |
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[33] | 118 | |
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| 119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 120 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &v) const </td></tr> |
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| 121 | |
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[79] | 122 | <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="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr> |
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[33] | 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &Inv) const </td></tr> |
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| 124 | |
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| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix inversion preserving the chosen form. <a href="#2c160cb123c1102face7a50ec566a031"></a><br></td></tr> |
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| 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> |
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| 127 | |
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[79] | 128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. <a href="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr> |
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[33] | 129 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> |
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| 130 | |
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[79] | 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. <a href="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr> |
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[33] | 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &A, const vec &D0)</td></tr> |
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| 133 | |
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[79] | 134 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. <a href="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr> |
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[33] | 135 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &nD)" --> |
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| 136 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &nD)</td></tr> |
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| 137 | |
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| 138 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7619922b4de18830ce5351c6b5667e60"></a><!-- doxytag: member="ldmat::setD" ref="7619922b4de18830ce5351c6b5667e60" args="(const vec &nD, int i)" --> |
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| 140 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#7619922b4de18830ce5351c6b5667e60">setD</a> (const vec &nD, int i)</td></tr> |
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| 141 | |
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| 142 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32ff66296627ff5341d7c0b973249614"></a><!-- doxytag: member="ldmat::setL" ref="32ff66296627ff5341d7c0b973249614" args="(const vec &nL)" --> |
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| 144 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#32ff66296627ff5341d7c0b973249614">setL</a> (const vec &nL)</td></tr> |
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| 145 | |
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| 146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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[99] | 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="282c879f50aa9ef934e7f46d86881582"></a><!-- doxytag: member="ldmat::_D" ref="282c879f50aa9ef934e7f46d86881582" args="() const " --> |
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| 148 | const vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#282c879f50aa9ef934e7f46d86881582">_D</a> () const </td></tr> |
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| 149 | |
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| 150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f44f100248c6627314afaa653b9e5bd"></a><!-- doxytag: member="ldmat::_L" ref="5f44f100248c6627314afaa653b9e5bd" args="() const " --> |
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| 152 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd">_L</a> () const </td></tr> |
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| 153 | |
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| 154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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[219] | 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#gca445ee152a56043af946ea095b2d8f8">operator+=</a> (const <a class="el" href="classldmat.html">ldmat</a> &ldA)</td></tr> |
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[33] | 156 | |
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[219] | 157 | <tr><td class="mdescLeft"> </td><td class="mdescRight">add another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix <a href="group__math.html#gca445ee152a56043af946ea095b2d8f8"></a><br></td></tr> |
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| 158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb">operator-=</a> (const <a class="el" href="classldmat.html">ldmat</a> &ldA)</td></tr> |
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[33] | 159 | |
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[219] | 160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">subtract another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix <a href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb"></a><br></td></tr> |
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[91] | 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="875b7e6dcf73ae7001329099019fdb1d"></a><!-- doxytag: member="ldmat::operator*=" ref="875b7e6dcf73ae7001329099019fdb1d" args="(double x)" --> |
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| 162 | <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#875b7e6dcf73ae7001329099019fdb1d">operator*=</a> (double x)</td></tr> |
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[33] | 163 | |
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| 164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">multiply by a scalar <br></td></tr> |
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| 165 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cce04824539c4a8d062d9a36d6e014e"></a><!-- doxytag: member="ldmat::D" ref="4cce04824539c4a8d062d9a36d6e014e" args="" --> |
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| 167 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr> |
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| 168 | |
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[79] | 169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_22.png">. <br></td></tr> |
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[33] | 170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" --> |
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| 171 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr> |
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| 172 | |
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[79] | 173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_21.png">. <br></td></tr> |
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[33] | 174 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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| 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaaa0baa6026b84cfcbced41c84599d1"></a><!-- doxytag: member="ldmat::operator<<" ref="eaaa0baa6026b84cfcbced41c84599d1" args="(std::ostream &os, const ldmat &sq)" --> |
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| 176 | std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#eaaa0baa6026b84cfcbced41c84599d1">operator<<</a> (std::ostream &os, const <a class="el" href="classldmat.html">ldmat</a> &sq)</td></tr> |
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| 177 | |
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| 178 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print both <code>L</code> and <code>D</code> <br></td></tr> |
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| 179 | </table> |
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[270] | 180 | <hr><h2>Member Function Documentation</h2> |
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[33] | 181 | <a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &v, double w)" --> |
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| 182 | <div class="memitem"> |
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| 183 | <div class="memproto"> |
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| 184 | <table class="memname"> |
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| 185 | <tr> |
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| 186 | <td class="memname">void ldmat::opupdt </td> |
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| 187 | <td>(</td> |
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| 188 | <td class="paramtype">const vec & </td> |
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| 189 | <td class="paramname"> <em>v</em>, </td> |
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| 190 | </tr> |
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| 191 | <tr> |
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| 192 | <td class="paramkey"></td> |
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| 193 | <td></td> |
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| 194 | <td class="paramtype">double </td> |
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| 195 | <td class="paramname"> <em>w</em></td><td> </td> |
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| 196 | </tr> |
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| 197 | <tr> |
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| 198 | <td></td> |
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| 199 | <td>)</td> |
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[139] | 200 | <td></td><td></td><td><code> [virtual]</code></td> |
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[33] | 201 | </tr> |
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| 202 | </table> |
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| 203 | </div> |
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| 204 | <div class="memdoc"> |
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| 205 | |
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| 206 | <p> |
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[79] | 207 | 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> |
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[33] | 208 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 209 | <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> |
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| 210 | <tr><td valign="top"></td><td valign="top"><em>w</em> </td><td>weight of updating; can be negative</td></tr> |
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| 211 | </table> |
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| 212 | </dl> |
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| 213 | BLAS-2b operation. |
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| 214 | <p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> |
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| 215 | |
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[270] | 216 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, <a class="el" href="libDC_8cpp-source.html#l00319">dydr()</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
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[91] | 217 | |
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[255] | 218 | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00104">add()</a>, <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00025">bdm::ARX::logpred()</a>.</p> |
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[91] | 219 | |
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[33] | 220 | </div> |
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| 221 | </div><p> |
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| 222 | <a class="anchor" name="e967b9425007f0cb6cd59b845f9756d8"></a><!-- doxytag: member="ldmat::mult_sym" ref="e967b9425007f0cb6cd59b845f9756d8" args="(const mat &C)" --> |
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| 223 | <div class="memitem"> |
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| 224 | <div class="memproto"> |
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| 225 | <table class="memname"> |
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| 226 | <tr> |
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| 227 | <td class="memname">void ldmat::mult_sym </td> |
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| 228 | <td>(</td> |
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| 229 | <td class="paramtype">const mat & </td> |
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| 230 | <td class="paramname"> <em>C</em> </td> |
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| 231 | <td> ) </td> |
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[139] | 232 | <td><code> [virtual]</code></td> |
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[33] | 233 | </tr> |
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| 234 | </table> |
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| 235 | </div> |
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| 236 | <div class="memdoc"> |
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| 237 | |
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| 238 | <p> |
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[79] | 239 | 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">. |
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[33] | 240 | <p> |
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| 241 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 242 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 243 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 244 | </table> |
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| 245 | </dl> |
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| 246 | |
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| 247 | <p>Implements <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>.</p> |
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| 248 | |
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[270] | 249 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
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[91] | 250 | |
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[33] | 251 | </div> |
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| 252 | </div><p> |
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| 253 | <a class="anchor" name="4fd155f38eb6dd5af4bdf9c98a7999a9"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="4fd155f38eb6dd5af4bdf9c98a7999a9" args="(const mat &C)" --> |
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| 254 | <div class="memitem"> |
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| 255 | <div class="memproto"> |
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| 256 | <table class="memname"> |
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| 257 | <tr> |
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| 258 | <td class="memname">void ldmat::mult_sym_t </td> |
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| 259 | <td>(</td> |
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| 260 | <td class="paramtype">const mat & </td> |
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| 261 | <td class="paramname"> <em>C</em> </td> |
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| 262 | <td> ) </td> |
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[139] | 263 | <td><code> [virtual]</code></td> |
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[33] | 264 | </tr> |
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| 265 | </table> |
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| 266 | </div> |
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| 267 | <div class="memdoc"> |
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| 268 | |
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| 269 | <p> |
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[79] | 270 | 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">. |
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[33] | 271 | <p> |
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| 272 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 273 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 274 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 275 | </table> |
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| 276 | </dl> |
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| 277 | |
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| 278 | <p>Implements <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>.</p> |
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| 279 | |
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[270] | 280 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
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[91] | 281 | |
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[33] | 282 | </div> |
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| 283 | </div><p> |
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| 284 | <a class="anchor" name="fc380626ced6f9244fb58c5f0231174d"></a><!-- doxytag: member="ldmat::sqrt_mult" ref="fc380626ced6f9244fb58c5f0231174d" args="(const vec &v) const " --> |
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| 285 | <div class="memitem"> |
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| 286 | <div class="memproto"> |
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| 287 | <table class="memname"> |
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| 288 | <tr> |
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| 289 | <td class="memname">vec ldmat::sqrt_mult </td> |
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| 290 | <td>(</td> |
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| 291 | <td class="paramtype">const vec & </td> |
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| 292 | <td class="paramname"> <em>v</em> </td> |
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| 293 | <td> ) </td> |
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[139] | 294 | <td> const<code> [virtual]</code></td> |
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[33] | 295 | </tr> |
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| 296 | </table> |
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| 297 | </div> |
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| 298 | <div class="memdoc"> |
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| 299 | |
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| 300 | <p> |
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[79] | 301 | Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. |
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[33] | 302 | <p> |
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| 303 | Used e.g. in generating normal samples. |
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| 304 | <p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p> |
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| 305 | |
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[270] | 306 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
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[91] | 307 | |
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[33] | 308 | </div> |
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| 309 | </div><p> |
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| 310 | <a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &Inv) const " --> |
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| 311 | <div class="memitem"> |
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| 312 | <div class="memproto"> |
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| 313 | <table class="memname"> |
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| 314 | <tr> |
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| 315 | <td class="memname">void ldmat::inv </td> |
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| 316 | <td>(</td> |
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| 317 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
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| 318 | <td class="paramname"> <em>Inv</em> </td> |
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| 319 | <td> ) </td> |
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[139] | 320 | <td> const<code> [virtual]</code></td> |
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[33] | 321 | </tr> |
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| 322 | </table> |
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| 323 | </div> |
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| 324 | <div class="memdoc"> |
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| 325 | |
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| 326 | <p> |
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| 327 | Matrix inversion preserving the chosen form. |
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| 328 | <p> |
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| 329 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 330 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 331 | <tr><td valign="top"></td><td valign="top"><em>Inv</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 332 | </table> |
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| 333 | </dl> |
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| 334 | |
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[270] | 335 | <p>References <a class="el" href="libDC_8cpp-source.html#l00116">clear()</a>, <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>, and <a class="el" href="libDC_8cpp-source.html#l00298">ltuinv()</a>.</p> |
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[91] | 336 | |
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[261] | 337 | <p>Referenced by <a class="el" href="libEF_8cpp-source.html#l00090">bdm::egiw::variance()</a>.</p> |
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| 338 | |
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[33] | 339 | </div> |
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| 340 | </div><p> |
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| 341 | <a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &C, ldmat &U) const " --> |
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| 342 | <div class="memitem"> |
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| 343 | <div class="memproto"> |
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| 344 | <table class="memname"> |
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| 345 | <tr> |
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| 346 | <td class="memname">void ldmat::mult_sym </td> |
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| 347 | <td>(</td> |
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| 348 | <td class="paramtype">const mat & </td> |
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| 349 | <td class="paramname"> <em>C</em>, </td> |
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| 350 | </tr> |
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| 351 | <tr> |
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| 352 | <td class="paramkey"></td> |
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| 353 | <td></td> |
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| 354 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
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| 355 | <td class="paramname"> <em>U</em></td><td> </td> |
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| 356 | </tr> |
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| 357 | <tr> |
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| 358 | <td></td> |
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| 359 | <td>)</td> |
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[139] | 360 | <td></td><td></td><td> const</td> |
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[33] | 361 | </tr> |
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| 362 | </table> |
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| 363 | </div> |
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| 364 | <div class="memdoc"> |
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| 365 | |
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| 366 | <p> |
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[79] | 367 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
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[33] | 368 | <p> |
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| 369 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 370 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 371 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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| 372 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 373 | </table> |
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| 374 | </dl> |
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| 375 | |
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[270] | 376 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
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[91] | 377 | |
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[33] | 378 | </div> |
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| 379 | </div><p> |
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| 380 | <a class="anchor" name="f94dc3a233f3d40fc853d8d4ac3b8eab"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="f94dc3a233f3d40fc853d8d4ac3b8eab" args="(const mat &C, ldmat &U) const " --> |
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| 381 | <div class="memitem"> |
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| 382 | <div class="memproto"> |
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| 383 | <table class="memname"> |
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| 384 | <tr> |
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| 385 | <td class="memname">void ldmat::mult_sym_t </td> |
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| 386 | <td>(</td> |
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| 387 | <td class="paramtype">const mat & </td> |
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| 388 | <td class="paramname"> <em>C</em>, </td> |
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| 389 | </tr> |
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| 390 | <tr> |
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| 391 | <td class="paramkey"></td> |
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| 392 | <td></td> |
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| 393 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
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| 394 | <td class="paramname"> <em>U</em></td><td> </td> |
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| 395 | </tr> |
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| 396 | <tr> |
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| 397 | <td></td> |
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| 398 | <td>)</td> |
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[139] | 399 | <td></td><td></td><td> const</td> |
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[33] | 400 | </tr> |
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| 401 | </table> |
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| 402 | </div> |
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| 403 | <div class="memdoc"> |
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| 404 | |
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| 405 | <p> |
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[79] | 406 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
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[33] | 407 | <p> |
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| 408 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 409 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 410 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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| 411 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 412 | </table> |
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| 413 | </dl> |
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| 414 | |
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[270] | 415 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
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[91] | 416 | |
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[33] | 417 | </div> |
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| 418 | </div><p> |
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| 419 | <a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &A, const vec &D0)" --> |
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| 420 | <div class="memitem"> |
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| 421 | <div class="memproto"> |
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| 422 | <table class="memname"> |
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| 423 | <tr> |
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| 424 | <td class="memname">void ldmat::ldform </td> |
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| 425 | <td>(</td> |
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| 426 | <td class="paramtype">const mat & </td> |
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| 427 | <td class="paramname"> <em>A</em>, </td> |
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| 428 | </tr> |
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| 429 | <tr> |
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| 430 | <td class="paramkey"></td> |
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| 431 | <td></td> |
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| 432 | <td class="paramtype">const vec & </td> |
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| 433 | <td class="paramname"> <em>D0</em></td><td> </td> |
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| 434 | </tr> |
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| 435 | <tr> |
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| 436 | <td></td> |
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| 437 | <td>)</td> |
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[139] | 438 | <td></td><td></td><td></td> |
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[33] | 439 | </tr> |
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| 440 | </table> |
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| 441 | </div> |
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| 442 | <div class="memdoc"> |
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| 443 | |
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| 444 | <p> |
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[79] | 445 | Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. |
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[33] | 446 | <p> |
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[79] | 447 | The new decomposition fullfills: <img class="formulaInl" alt="$A'*diag(D)*A = self.L'*diag(self.D)*self.L$" src="form_34.png"> <dl compact><dt><b>Parameters:</b></dt><dd> |
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[33] | 448 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 449 | <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> |
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| 450 | <tr><td valign="top"></td><td valign="top"><em>D0</em> </td><td>general vector </td></tr> |
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| 451 | </table> |
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| 452 | </dl> |
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| 453 | |
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[270] | 454 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
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[91] | 455 | |
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[270] | 456 | <p>Referenced by <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00132">bdm::egiw_bestbelow()</a>, <a class="el" href="libDC_8cpp-source.html#l00118">inv()</a>, <a class="el" href="libDC_8cpp-source.html#l00046">ldmat()</a>, <a class="el" href="libDC_8cpp-source.html#l00125">mult_sym()</a>, and <a class="el" href="libDC_8cpp-source.html#l00130">mult_sym_t()</a>.</p> |
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[91] | 457 | |
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[33] | 458 | </div> |
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| 459 | </div><p> |
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| 460 | <hr>The documentation for this class was generated from the following files:<ul> |
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[261] | 461 | <li><a class="el" href="libDC_8h-source.html">libDC.h</a><li>libDC.cpp</ul> |
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[91] | 462 | </div> |
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[270] | 463 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:01 2009 for mixpp by |
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[33] | 464 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 465 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[33] | 466 | </body> |
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| 467 | </html> |
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