root/doc/html/classldmat.html @ 270

Revision 270, 32.7 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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