root/doc/html/classldmat.html @ 234

Revision 234, 33.0 kB (checked in by smidl, 15 years ago)

doc

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: ldmat Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
15      <li><a href="files.html"><span>Files</span></a></li>
16    </ul>
17  </div>
18  <div class="tabs">
19    <ul>
20      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
21      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
22      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
23    </ul>
24  </div>
25</div>
26<div class="contents">
27<h1>ldmat Class Reference<br>
28<small>
29[<a class="el" href="group__math.html">Auxiliary math functions</a>]</small>
30</h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" -->Matrix stored in LD form, (commonly known as UD). 
31<a href="#_details">More...</a>
32<p>
33<code>#include &lt;<a class="el" href="libDC_8h-source.html">libDC.h</a>&gt;</code>
34<p>
35<div class="dynheader">
36Inheritance diagram for ldmat:</div>
37<div class="dynsection">
38<p><center><img src="classldmat__inherit__graph.png" border="0" usemap="#ldmat__inherit__map" alt="Inheritance graph"></center>
39<map name="ldmat__inherit__map">
40<area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="5,7,61,31"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42<div class="dynheader">
43Collaboration diagram for ldmat:</div>
44<div class="dynsection">
45<p><center><img src="classldmat__coll__graph.png" border="0" usemap="#ldmat__coll__map" alt="Collaboration graph"></center>
46<map name="ldmat__coll__map">
47<area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="5,7,61,31"></map>
48<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
49
50<p>
51<a href="classldmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
52<tr><td></td></tr>
53<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="968113788422e858da23a477e98fd3a1"></a><!-- doxytag: member="ldmat::ldmat" ref="968113788422e858da23a477e98fd3a1" args="(const mat &amp;L, const vec &amp;D)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#968113788422e858da23a477e98fd3a1">ldmat</a> (const mat &amp;<a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a>, const vec &amp;<a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a>)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by copy of L and D. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f21785358072d36892d538eed1d1ea5"></a><!-- doxytag: member="ldmat::ldmat" ref="5f21785358072d36892d538eed1d1ea5" args="(const mat &amp;V)" -->
59&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f21785358072d36892d538eed1d1ea5">ldmat</a> (const mat &amp;V)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by decomposition of full matrix V. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e88c818f9605bc726e52c4136c71cc5"></a><!-- doxytag: member="ldmat::ldmat" ref="8e88c818f9605bc726e52c4136c71cc5" args="(const ldmat &amp;V0, const ivec &amp;perm)" -->
63&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#8e88c818f9605bc726e52c4136c71cc5">ldmat</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;V0, const ivec &amp;perm)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by restructuring of V0 accordint to permutation vector perm. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abe16e0f86668ef61a9a4896c8565dee"></a><!-- doxytag: member="ldmat::ldmat" ref="abe16e0f86668ef61a9a4896c8565dee" args="(vec D0)" -->
67&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#abe16e0f86668ef61a9a4896c8565dee">ldmat</a> (vec D0)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct diagonal matrix with diagonal D0. <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a12dda6f529580b0377cc45226b43303"></a><!-- doxytag: member="ldmat::ldmat" ref="a12dda6f529580b0377cc45226b43303" args="()" -->
71&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a12dda6f529580b0377cc45226b43303">ldmat</a> ()</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
74<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)" -->
75&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#163ee002a7858d104da1c59dd11f016d">ldmat</a> (const int dim0)</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default initialization with proper size. <br></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e2734c0164ce5233c4d709679555138"></a><!-- doxytag: member="ldmat::~ldmat" ref="1e2734c0164ce5233c4d709679555138" args="()" -->
79virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#1e2734c0164ce5233c4d709679555138">~ldmat</a> ()</td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">opupdt</a> (const vec &amp;v, double w)</td></tr>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c1ebc071de4bafbba55b80afd8a7e8e"></a><!-- doxytag: member="ldmat::to_mat" ref="2c1ebc071de4bafbba55b80afd8a7e8e" args="() const " -->
85mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e">to_mat</a> () const </td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &amp;C)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</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>
91<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &amp;C)</td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</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>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &amp;ld2, double w=1.0)" -->
95void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;ld2, double w=1.0)</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add another matrix in LD form with weight w. <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b42750ba4962d439aa52a77ae12949b"></a><!-- doxytag: member="ldmat::logdet" ref="2b42750ba4962d439aa52a77ae12949b" args="() const " -->
99double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b">logdet</a> () const </td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d64f331b781903e913cb2ee836886f3f"></a><!-- doxytag: member="ldmat::qform" ref="d64f331b781903e913cb2ee836886f3f" args="(const vec &amp;v) const " -->
103double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &amp;v) const </td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_29.png">;. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &amp;v) const " -->
107double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &amp;v) const </td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" -->
111void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g0fceb6b5b637cec89bb0a3d2e6be1306"></a><!-- doxytag: member="ldmat::cols" ref="g0fceb6b5b637cec89bb0a3d2e6be1306" args="() const " -->
115int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306">cols</a> () const </td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g96dfb21865db4f5bd36fa70f9b0b1163"></a><!-- doxytag: member="ldmat::rows" ref="g96dfb21865db4f5bd36fa70f9b0b1163" args="() const " -->
119int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163">rows</a> () const </td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &amp;v) const </td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</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>
125<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &amp;Inv) const </td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix inversion preserving the chosen form.  <a href="#2c160cb123c1102face7a50ec566a031"></a><br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</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>
131<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</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>
134<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &amp;A, const vec &amp;D0)</td></tr>
135
136<tr><td class="mdescLeft">&nbsp;</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>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &amp;nD)" -->
138void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &amp;nD)</td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7619922b4de18830ce5351c6b5667e60"></a><!-- doxytag: member="ldmat::setD" ref="7619922b4de18830ce5351c6b5667e60" args="(const vec &amp;nD, int i)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#7619922b4de18830ce5351c6b5667e60">setD</a> (const vec &amp;nD, int i)</td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32ff66296627ff5341d7c0b973249614"></a><!-- doxytag: member="ldmat::setL" ref="32ff66296627ff5341d7c0b973249614" args="(const vec &amp;nL)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#32ff66296627ff5341d7c0b973249614">setL</a> (const vec &amp;nL)</td></tr>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="282c879f50aa9ef934e7f46d86881582"></a><!-- doxytag: member="ldmat::_D" ref="282c879f50aa9ef934e7f46d86881582" args="() const " -->
150const vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#282c879f50aa9ef934e7f46d86881582">_D</a> () const </td></tr>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f44f100248c6627314afaa653b9e5bd"></a><!-- doxytag: member="ldmat::_L" ref="5f44f100248c6627314afaa653b9e5bd" args="() const " -->
154const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd">_L</a> () const </td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</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> &amp;ldA)</td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</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>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</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> &amp;ldA)</td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</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>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="875b7e6dcf73ae7001329099019fdb1d"></a><!-- doxytag: member="ldmat::operator*=" ref="875b7e6dcf73ae7001329099019fdb1d" args="(double x)" -->
164<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#875b7e6dcf73ae7001329099019fdb1d">operator*=</a> (double x)</td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">multiply by a scalar <br></td></tr>
167<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cce04824539c4a8d062d9a36d6e014e"></a><!-- doxytag: member="ldmat::D" ref="4cce04824539c4a8d062d9a36d6e014e" args="" -->
169vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_22.png">. <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" -->
173mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_21.png">. <br></td></tr>
176<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaaa0baa6026b84cfcbced41c84599d1"></a><!-- doxytag: member="ldmat::operator&lt;&lt;" ref="eaaa0baa6026b84cfcbced41c84599d1" args="(std::ostream &amp;os, const ldmat &amp;sq)" -->
178std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#eaaa0baa6026b84cfcbced41c84599d1">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classldmat.html">ldmat</a> &amp;sq)</td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print both <code>L</code> and <code>D</code> <br></td></tr>
181</table>
182<hr><a name="_details"></a><h2>Detailed Description</h2>
183Matrix stored in LD form, (commonly known as UD).
184<p>
185Matrix is decomposed as follows: <p class="formulaDsp">
186<img class="formulaDsp" alt="\[M = L'DL\]" src="form_5.png">
187<p>
188 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>
189<a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &amp;v, double w)" -->
190<div class="memitem">
191<div class="memproto">
192      <table class="memname">
193        <tr>
194          <td class="memname">void ldmat::opupdt           </td>
195          <td>(</td>
196          <td class="paramtype">const vec &amp;&nbsp;</td>
197          <td class="paramname"> <em>v</em>, </td>
198        </tr>
199        <tr>
200          <td class="paramkey"></td>
201          <td></td>
202          <td class="paramtype">double&nbsp;</td>
203          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
204        </tr>
205        <tr>
206          <td></td>
207          <td>)</td>
208          <td></td><td></td><td><code> [virtual]</code></td>
209        </tr>
210      </table>
211</div>
212<div class="memdoc">
213
214<p>
215Perfroms 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>
216  <table border="0" cellspacing="2" cellpadding="0">
217    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
218    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
219  </table>
220</dl>
221BLAS-2b operation.
222<p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p>
223
224<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00105">sqmat::dim</a>, <a class="el" href="libDC_8cpp-source.html#l00319">dydr()</a>, and <a class="el" href="libDC_8h-source.html#l00275">L</a>.</p>
225
226<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">ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00025">ARX::logpred()</a>.</p>
227
228</div>
229</div><p>
230<a class="anchor" name="e967b9425007f0cb6cd59b845f9756d8"></a><!-- doxytag: member="ldmat::mult_sym" ref="e967b9425007f0cb6cd59b845f9756d8" args="(const mat &amp;C)" -->
231<div class="memitem">
232<div class="memproto">
233      <table class="memname">
234        <tr>
235          <td class="memname">void ldmat::mult_sym           </td>
236          <td>(</td>
237          <td class="paramtype">const mat &amp;&nbsp;</td>
238          <td class="paramname"> <em>C</em>          </td>
239          <td>&nbsp;)&nbsp;</td>
240          <td><code> [virtual]</code></td>
241        </tr>
242      </table>
243</div>
244<div class="memdoc">
245
246<p>
247Inplace 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">.
248<p>
249<dl compact><dt><b>Parameters:</b></dt><dd>
250  <table border="0" cellspacing="2" cellpadding="0">
251    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
252  </table>
253</dl>
254
255<p>Implements <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>.</p>
256
257<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00275">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p>
258
259</div>
260</div><p>
261<a class="anchor" name="4fd155f38eb6dd5af4bdf9c98a7999a9"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="4fd155f38eb6dd5af4bdf9c98a7999a9" args="(const mat &amp;C)" -->
262<div class="memitem">
263<div class="memproto">
264      <table class="memname">
265        <tr>
266          <td class="memname">void ldmat::mult_sym_t           </td>
267          <td>(</td>
268          <td class="paramtype">const mat &amp;&nbsp;</td>
269          <td class="paramname"> <em>C</em>          </td>
270          <td>&nbsp;)&nbsp;</td>
271          <td><code> [virtual]</code></td>
272        </tr>
273      </table>
274</div>
275<div class="memdoc">
276
277<p>
278Inplace 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">.
279<p>
280<dl compact><dt><b>Parameters:</b></dt><dd>
281  <table border="0" cellspacing="2" cellpadding="0">
282    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
283  </table>
284</dl>
285
286<p>Implements <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>.</p>
287
288<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00275">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p>
289
290</div>
291</div><p>
292<a class="anchor" name="fc380626ced6f9244fb58c5f0231174d"></a><!-- doxytag: member="ldmat::sqrt_mult" ref="fc380626ced6f9244fb58c5f0231174d" args="(const vec &amp;v) const " -->
293<div class="memitem">
294<div class="memproto">
295      <table class="memname">
296        <tr>
297          <td class="memname">vec ldmat::sqrt_mult           </td>
298          <td>(</td>
299          <td class="paramtype">const vec &amp;&nbsp;</td>
300          <td class="paramname"> <em>v</em>          </td>
301          <td>&nbsp;)&nbsp;</td>
302          <td> const<code> [virtual]</code></td>
303        </tr>
304      </table>
305</div>
306<div class="memdoc">
307
308<p>
309Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.
310<p>
311Used e.g. in generating normal samples.
312<p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p>
313
314<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00105">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00275">L</a>.</p>
315
316</div>
317</div><p>
318<a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &amp;Inv) const " -->
319<div class="memitem">
320<div class="memproto">
321      <table class="memname">
322        <tr>
323          <td class="memname">void ldmat::inv           </td>
324          <td>(</td>
325          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
326          <td class="paramname"> <em>Inv</em>          </td>
327          <td>&nbsp;)&nbsp;</td>
328          <td> const<code> [virtual]</code></td>
329        </tr>
330      </table>
331</div>
332<div class="memdoc">
333
334<p>
335Matrix inversion preserving the chosen form.
336<p>
337<dl compact><dt><b>Parameters:</b></dt><dd>
338  <table border="0" cellspacing="2" cellpadding="0">
339    <tr><td valign="top"></td><td valign="top"><em>Inv</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
340  </table>
341</dl>
342
343<p>References <a class="el" href="libDC_8cpp-source.html#l00116">clear()</a>, <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00275">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>
344
345</div>
346</div><p>
347<a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &amp;C, ldmat &amp;U) const " -->
348<div class="memitem">
349<div class="memproto">
350      <table class="memname">
351        <tr>
352          <td class="memname">void ldmat::mult_sym           </td>
353          <td>(</td>
354          <td class="paramtype">const mat &amp;&nbsp;</td>
355          <td class="paramname"> <em>C</em>, </td>
356        </tr>
357        <tr>
358          <td class="paramkey"></td>
359          <td></td>
360          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
361          <td class="paramname"> <em>U</em></td><td>&nbsp;</td>
362        </tr>
363        <tr>
364          <td></td>
365          <td>)</td>
366          <td></td><td></td><td> const</td>
367        </tr>
368      </table>
369</div>
370<div class="memdoc">
371
372<p>
373Symmetric 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.
374<p>
375<dl compact><dt><b>Parameters:</b></dt><dd>
376  <table border="0" cellspacing="2" cellpadding="0">
377    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>matrix to multiply with </td></tr>
378    <tr><td valign="top"></td><td valign="top"><em>U</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
379  </table>
380</dl>
381
382<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00275">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p>
383
384</div>
385</div><p>
386<a class="anchor" name="f94dc3a233f3d40fc853d8d4ac3b8eab"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="f94dc3a233f3d40fc853d8d4ac3b8eab" args="(const mat &amp;C, ldmat &amp;U) const " -->
387<div class="memitem">
388<div class="memproto">
389      <table class="memname">
390        <tr>
391          <td class="memname">void ldmat::mult_sym_t           </td>
392          <td>(</td>
393          <td class="paramtype">const mat &amp;&nbsp;</td>
394          <td class="paramname"> <em>C</em>, </td>
395        </tr>
396        <tr>
397          <td class="paramkey"></td>
398          <td></td>
399          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
400          <td class="paramname"> <em>U</em></td><td>&nbsp;</td>
401        </tr>
402        <tr>
403          <td></td>
404          <td>)</td>
405          <td></td><td></td><td> const</td>
406        </tr>
407      </table>
408</div>
409<div class="memdoc">
410
411<p>
412Symmetric 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.
413<p>
414<dl compact><dt><b>Parameters:</b></dt><dd>
415  <table border="0" cellspacing="2" cellpadding="0">
416    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>matrix to multiply with </td></tr>
417    <tr><td valign="top"></td><td valign="top"><em>U</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
418  </table>
419</dl>
420
421<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00275">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p>
422
423</div>
424</div><p>
425<a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &amp;A, const vec &amp;D0)" -->
426<div class="memitem">
427<div class="memproto">
428      <table class="memname">
429        <tr>
430          <td class="memname">void ldmat::ldform           </td>
431          <td>(</td>
432          <td class="paramtype">const mat &amp;&nbsp;</td>
433          <td class="paramname"> <em>A</em>, </td>
434        </tr>
435        <tr>
436          <td class="paramkey"></td>
437          <td></td>
438          <td class="paramtype">const vec &amp;&nbsp;</td>
439          <td class="paramname"> <em>D0</em></td><td>&nbsp;</td>
440        </tr>
441        <tr>
442          <td></td>
443          <td>)</td>
444          <td></td><td></td><td></td>
445        </tr>
446      </table>
447</div>
448<div class="memdoc">
449
450<p>
451Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">.
452<p>
453The 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>
454  <table border="0" cellspacing="2" cellpadding="0">
455    <tr><td valign="top"></td><td valign="top"><em>A</em>&nbsp;</td><td>general matrix </td></tr>
456    <tr><td valign="top"></td><td valign="top"><em>D0</em>&nbsp;</td><td>general vector </td></tr>
457  </table>
458</dl>
459
460<p>References <a class="el" href="libDC_8h-source.html#l00273">D</a>, <a class="el" href="libDC_8h-source.html#l00105">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00275">L</a>.</p>
461
462<p>Referenced by <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>
463
464</div>
465</div><p>
466<hr>The documentation for this class was generated from the following files:<ul>
467<li>work/git/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/git/mixpp/bdm/math/libDC.cpp</ul>
468</div>
469<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:51:17 2009 for mixpp by&nbsp;
470<a href="http://www.doxygen.org/index.html">
471<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
472</body>
473</html>
Note: See TracBrowser for help on using the browser.