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26 | <h1>ldmat Class Reference</h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" -->Matrix stored in LD form, (typically known as UD). |
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27 | <a href="#_details">More...</a> |
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28 | <p> |
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29 | <code>#include <<a class="el" href="libDC_8h-source.html">libDC.h</a>></code> |
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30 | <p> |
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31 | <div class="dynheader"> |
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32 | Inheritance diagram for ldmat:</div> |
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33 | <div class="dynsection"> |
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34 | <p><center><img src="classldmat__inherit__graph.png" border="0" usemap="#ldmat__inherit__map" alt="Inheritance graph"></center> |
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35 | <map name="ldmat__inherit__map"> |
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36 | <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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37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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38 | <div class="dynheader"> |
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39 | Collaboration diagram for ldmat:</div> |
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40 | <div class="dynsection"> |
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41 | <p><center><img src="classldmat__coll__graph.png" border="0" usemap="#ldmat__coll__map" alt="Collaboration graph"></center> |
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42 | <map name="ldmat__coll__map"> |
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43 | <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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44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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45 | |
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46 | <p> |
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47 | <a href="classldmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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48 | <tr><td></td></tr> |
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49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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50 | <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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51 | </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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52 | |
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53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by copy of L and D. <br></td></tr> |
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54 | <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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55 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f21785358072d36892d538eed1d1ea5">ldmat</a> (const mat &V)</td></tr> |
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56 | |
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57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by decomposition of full matrix V. <br></td></tr> |
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58 | <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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59 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#abe16e0f86668ef61a9a4896c8565dee">ldmat</a> (vec D0)</td></tr> |
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60 | |
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61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct diagonal matrix with diagonal D0. <br></td></tr> |
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62 | <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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63 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a12dda6f529580b0377cc45226b43303">ldmat</a> ()</td></tr> |
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64 | |
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65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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66 | <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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67 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#163ee002a7858d104da1c59dd11f016d">ldmat</a> (const int dim0)</td></tr> |
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68 | |
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69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default initialization with proper size. <br></td></tr> |
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70 | <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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71 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#1e2734c0164ce5233c4d709679555138">~ldmat</a> ()</td></tr> |
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72 | |
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73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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74 | <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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75 | |
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76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b0515da8dc2293d9e4360b74cc26c9e"></a><!-- doxytag: member="ldmat::to_mat" ref="5b0515da8dc2293d9e4360b74cc26c9e" args="()" --> |
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77 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5b0515da8dc2293d9e4360b74cc26c9e">to_mat</a> ()</td></tr> |
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78 | |
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79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <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#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &C)</td></tr> |
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81 | |
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82 | <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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83 | <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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84 | |
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85 | <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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86 | <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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87 | 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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88 | |
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89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add another matrix in LD form with weight w. <br></td></tr> |
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90 | <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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91 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b">logdet</a> () const </td></tr> |
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92 | |
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93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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94 | <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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95 | 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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96 | |
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97 | <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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98 | <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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99 | 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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100 | |
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101 | <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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102 | <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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103 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fceb6b5b637cec89bb0a3d2e6be1306"></a><!-- doxytag: member="ldmat::cols" ref="0fceb6b5b637cec89bb0a3d2e6be1306" args="() const " --> |
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107 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0fceb6b5b637cec89bb0a3d2e6be1306">cols</a> () const </td></tr> |
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108 | |
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109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96dfb21865db4f5bd36fa70f9b0b1163"></a><!-- doxytag: member="ldmat::rows" ref="96dfb21865db4f5bd36fa70f9b0b1163" args="() const " --> |
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111 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#96dfb21865db4f5bd36fa70f9b0b1163">rows</a> () const </td></tr> |
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112 | |
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113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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114 | <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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115 | |
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116 | <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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117 | <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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118 | |
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119 | <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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120 | <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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121 | |
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122 | <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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123 | <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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124 | |
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125 | <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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126 | <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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127 | |
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128 | <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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129 | <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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130 | 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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131 | |
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132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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133 | <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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134 | 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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135 | |
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136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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137 | <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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138 | 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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139 | |
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140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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141 | <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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142 | const vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#282c879f50aa9ef934e7f46d86881582">_D</a> () const </td></tr> |
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143 | |
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144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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145 | <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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146 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd">_L</a> () const </td></tr> |
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147 | |
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148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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149 | <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="classldmat.html#ca445ee152a56043af946ea095b2d8f8">operator+=</a> (const <a class="el" href="classldmat.html">ldmat</a> &ldA)</td></tr> |
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150 | |
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151 | <tr><td class="mdescLeft"> </td><td class="mdescRight">add another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> matrix <a href="#ca445ee152a56043af946ea095b2d8f8"></a><br></td></tr> |
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152 | <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="classldmat.html#e3f4d2d85ab1ba384c852329aa31d0fb">operator-=</a> (const <a class="el" href="classldmat.html">ldmat</a> &ldA)</td></tr> |
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153 | |
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154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">subtract another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> matrix <a href="#e3f4d2d85ab1ba384c852329aa31d0fb"></a><br></td></tr> |
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155 | <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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156 | <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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157 | |
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158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">multiply by a scalar <br></td></tr> |
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159 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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160 | <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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161 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr> |
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162 | |
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163 | <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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164 | <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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165 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr> |
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166 | |
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167 | <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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168 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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169 | <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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170 | 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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171 | |
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172 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print both <code>L</code> and <code>D</code> <br></td></tr> |
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173 | </table> |
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174 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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175 | Matrix stored in LD form, (typically known as UD). |
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176 | <p> |
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177 | Matrix is decomposed as follows: <p class="formulaDsp"> |
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178 | <img class="formulaDsp" alt="\[M = L'DL\]" src="form_5.png"> |
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179 | <p> |
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180 | 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. <hr><h2>Member Function Documentation</h2> |
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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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200 | <td></td><td></td><td width="100%"><code> [virtual]</code></td> |
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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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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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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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216 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00099">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00266">L</a>.</p> |
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217 | |
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218 | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00104">add()</a>, <a class="el" href="arx_8cpp-source.html#l00005">ARX::bayes()</a>, and <a class="el" href="libDC_8cpp-source.html#l00118">inv()</a>.</p> |
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219 | |
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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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232 | <td width="100%"><code> [virtual]</code></td> |
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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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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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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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249 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00266">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00209">ldform()</a>.</p> |
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250 | |
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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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263 | <td width="100%"><code> [virtual]</code></td> |
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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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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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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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280 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00266">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00209">ldform()</a>.</p> |
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281 | |
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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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294 | <td width="100%"> const<code> [virtual]</code></td> |
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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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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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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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306 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00099">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00266">L</a>.</p> |
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307 | |
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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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320 | <td width="100%"> const<code> [virtual]</code></td> |
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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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335 | <p>References <a class="el" href="libDC_8cpp-source.html#l00116">clear()</a>, <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00099">sqmat::dim</a>, <a class="el" href="libDC_8h-source.html#l00266">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00058">opupdt()</a>.</p> |
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336 | |
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337 | </div> |
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338 | </div><p> |
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339 | <a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &C, ldmat &U) const " --> |
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340 | <div class="memitem"> |
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341 | <div class="memproto"> |
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342 | <table class="memname"> |
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343 | <tr> |
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344 | <td class="memname">void ldmat::mult_sym </td> |
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345 | <td>(</td> |
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346 | <td class="paramtype">const mat & </td> |
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347 | <td class="paramname"> <em>C</em>, </td> |
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348 | </tr> |
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349 | <tr> |
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350 | <td class="paramkey"></td> |
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351 | <td></td> |
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352 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
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353 | <td class="paramname"> <em>U</em></td><td> </td> |
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354 | </tr> |
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355 | <tr> |
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356 | <td></td> |
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357 | <td>)</td> |
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358 | <td></td><td></td><td width="100%"> const</td> |
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359 | </tr> |
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360 | </table> |
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361 | </div> |
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362 | <div class="memdoc"> |
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363 | |
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364 | <p> |
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365 | 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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366 | <p> |
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367 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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368 | <table border="0" cellspacing="2" cellpadding="0"> |
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369 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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370 | <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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371 | </table> |
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372 | </dl> |
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373 | |
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374 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00266">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00209">ldform()</a>.</p> |
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375 | |
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376 | </div> |
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377 | </div><p> |
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378 | <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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379 | <div class="memitem"> |
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380 | <div class="memproto"> |
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381 | <table class="memname"> |
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382 | <tr> |
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383 | <td class="memname">void ldmat::mult_sym_t </td> |
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384 | <td>(</td> |
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385 | <td class="paramtype">const mat & </td> |
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386 | <td class="paramname"> <em>C</em>, </td> |
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387 | </tr> |
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388 | <tr> |
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389 | <td class="paramkey"></td> |
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390 | <td></td> |
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391 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
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392 | <td class="paramname"> <em>U</em></td><td> </td> |
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393 | </tr> |
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394 | <tr> |
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395 | <td></td> |
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396 | <td>)</td> |
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397 | <td></td><td></td><td width="100%"> const</td> |
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398 | </tr> |
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399 | </table> |
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400 | </div> |
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401 | <div class="memdoc"> |
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402 | |
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403 | <p> |
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404 | 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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405 | <p> |
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406 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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407 | <table border="0" cellspacing="2" cellpadding="0"> |
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408 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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409 | <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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410 | </table> |
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411 | </dl> |
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412 | |
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413 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00266">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00209">ldform()</a>.</p> |
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414 | |
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415 | </div> |
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416 | </div><p> |
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417 | <a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &A, const vec &D0)" --> |
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418 | <div class="memitem"> |
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419 | <div class="memproto"> |
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420 | <table class="memname"> |
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421 | <tr> |
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422 | <td class="memname">void ldmat::ldform </td> |
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423 | <td>(</td> |
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424 | <td class="paramtype">const mat & </td> |
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425 | <td class="paramname"> <em>A</em>, </td> |
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426 | </tr> |
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427 | <tr> |
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428 | <td class="paramkey"></td> |
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429 | <td></td> |
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430 | <td class="paramtype">const vec & </td> |
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431 | <td class="paramname"> <em>D0</em></td><td> </td> |
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432 | </tr> |
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433 | <tr> |
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434 | <td></td> |
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435 | <td>)</td> |
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436 | <td></td><td></td><td width="100%"></td> |
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437 | </tr> |
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438 | </table> |
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439 | </div> |
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440 | <div class="memdoc"> |
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441 | |
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442 | <p> |
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443 | 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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444 | <p> |
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445 | 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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446 | <table border="0" cellspacing="2" cellpadding="0"> |
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447 | <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> |
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448 | <tr><td valign="top"></td><td valign="top"><em>D0</em> </td><td>general vector </td></tr> |
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449 | </table> |
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450 | </dl> |
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451 | |
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452 | <p>References <a class="el" href="libDC_8h-source.html#l00264">D</a>, <a class="el" href="libDC_8h-source.html#l00099">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00266">L</a>.</p> |
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453 | |
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454 | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00046">ldmat()</a>, <a class="el" href="libDC_8cpp-source.html#l00130">mult_sym()</a>, and <a class="el" href="libDC_8cpp-source.html#l00135">mult_sym_t()</a>.</p> |
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455 | |
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456 | </div> |
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457 | </div><p> |
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458 | <a class="anchor" name="ca445ee152a56043af946ea095b2d8f8"></a><!-- doxytag: member="ldmat::operator+=" ref="ca445ee152a56043af946ea095b2d8f8" args="(const ldmat &ldA)" --> |
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459 | <div class="memitem"> |
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460 | <div class="memproto"> |
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461 | <table class="memname"> |
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462 | <tr> |
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463 | <td class="memname"><a class="el" href="classldmat.html">ldmat</a> & ldmat::operator+= </td> |
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464 | <td>(</td> |
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465 | <td class="paramtype">const <a class="el" href="classldmat.html">ldmat</a> & </td> |
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466 | <td class="paramname"> <em>ldA</em> </td> |
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467 | <td> ) </td> |
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468 | <td width="100%"><code> [inline]</code></td> |
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469 | </tr> |
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470 | </table> |
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471 | </div> |
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472 | <div class="memdoc"> |
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473 | |
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474 | <p> |
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475 | add another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> matrix |
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476 | <p> |
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477 | Operations: mapping of add operation to operators |
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478 | </div> |
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479 | </div><p> |
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480 | <a class="anchor" name="e3f4d2d85ab1ba384c852329aa31d0fb"></a><!-- doxytag: member="ldmat::operator-=" ref="e3f4d2d85ab1ba384c852329aa31d0fb" args="(const ldmat &ldA)" --> |
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481 | <div class="memitem"> |
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482 | <div class="memproto"> |
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483 | <table class="memname"> |
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484 | <tr> |
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485 | <td class="memname"><a class="el" href="classldmat.html">ldmat</a> & ldmat::operator-= </td> |
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486 | <td>(</td> |
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487 | <td class="paramtype">const <a class="el" href="classldmat.html">ldmat</a> & </td> |
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488 | <td class="paramname"> <em>ldA</em> </td> |
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489 | <td> ) </td> |
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490 | <td width="100%"><code> [inline]</code></td> |
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491 | </tr> |
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492 | </table> |
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493 | </div> |
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494 | <div class="memdoc"> |
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495 | |
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496 | <p> |
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497 | subtract another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> matrix |
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498 | <p> |
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499 | mapping of negative add operation to operators |
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500 | </div> |
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501 | </div><p> |
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502 | <hr>The documentation for this class was generated from the following files:<ul> |
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503 | <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/mixpp/bdm/math/libDC.cpp</ul> |
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504 | </div> |
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505 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 23:06:43 2008 for mixpp by |
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506 | <a href="http://www.doxygen.org/index.html"> |
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507 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> |
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508 | </body> |
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509 | </html> |
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