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| [91] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| [8] | 27 | </div> |
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| [91] | 28 | <div class="contents"> |
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| [219] | 29 | <h1>sqmat Class Reference<br> |
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| 30 | <small> |
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| 31 | [<a class="el" href="group__math.html">Auxiliary math functions</a>]</small> |
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| 32 | </h1><!-- doxytag: class="sqmat" -->Virtual class for representation of double symmetric matrices in square-root form. |
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| [8] | 33 | <a href="#_details">More...</a> |
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| 34 | <p> |
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| 35 | <code>#include <<a class="el" href="libDC_8h-source.html">libDC.h</a>></code> |
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| 36 | <p> |
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| 37 | <div class="dynheader"> |
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| 38 | Inheritance diagram for sqmat:</div> |
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| 39 | <div class="dynsection"> |
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| [19] | 40 | <p><center><img src="classsqmat__inherit__graph.png" border="0" usemap="#sqmat__inherit__map" alt="Inheritance graph"></center> |
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| 41 | <map name="sqmat__inherit__map"> |
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| [181] | 42 | <area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="5,84,67,111"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="91,84,157,111"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD)." alt="" coords="181,84,240,111"></map> |
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| [19] | 43 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| [8] | 44 | |
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| 45 | <p> |
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| 46 | <a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 47 | <tr><td></td></tr> |
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| 48 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 49 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> (const vec &v, double w)=0</td></tr> |
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| 50 | |
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| [171] | 51 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0ea3701e4493f353499755fba6e07f"></a><!-- doxytag: member="sqmat::to_mat" ref="cd0ea3701e4493f353499755fba6e07f" args="() const =0" --> |
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| 52 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#cd0ea3701e4493f353499755fba6e07f">to_mat</a> () const =0</td></tr> |
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| [8] | 53 | |
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| 54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
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| [32] | 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &C)=0</td></tr> |
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| [8] | 56 | |
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| [79] | 57 | <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="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr> |
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| [32] | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &C)=0</td></tr> |
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| [8] | 59 | |
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| [79] | 60 | <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="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr> |
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| [32] | 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" --> |
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| 62 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr> |
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| 63 | |
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| [8] | 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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| [33] | 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqrt_mult</a> (const vec &v) const =0</td></tr> |
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| [19] | 66 | |
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| [79] | 67 | <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="#6b79438b5d7544a9c8e110a145355d8f"></a><br></td></tr> |
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| [33] | 68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc026312eb02ba09f85d5aacd6f05ab3"></a><!-- doxytag: member="sqmat::qform" ref="fc026312eb02ba09f85d5aacd6f05ab3" args="(const vec &v) const =0" --> |
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| 69 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3">qform</a> (const vec &v) const =0</td></tr> |
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| [8] | 70 | |
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| [79] | 71 | <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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| 72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6230e8e8a9341866aaa0ce008691aac2"></a><!-- doxytag: member="sqmat::invqform" ref="6230e8e8a9341866aaa0ce008691aac2" args="(const vec &v) const =0" --> |
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| 73 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6230e8e8a9341866aaa0ce008691aac2">invqform</a> (const vec &v) const =0</td></tr> |
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| 74 | |
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| 75 | <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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| [8] | 76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" --> |
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| 77 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr> |
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| 78 | |
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| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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| [22] | 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> |
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| 81 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> |
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| [8] | 82 | |
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| [22] | 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " --> |
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| 85 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr> |
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| [8] | 86 | |
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| [22] | 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
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| [32] | 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" --> |
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| 89 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr> |
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| 90 | |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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| [33] | 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4268750c040c716b2c05037f725078a2"></a><!-- doxytag: member="sqmat::sqmat" ref="4268750c040c716b2c05037f725078a2" args="(const int dim0)" --> |
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| 93 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr> |
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| 94 | |
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| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| [19] | 96 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> |
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| [33] | 98 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> |
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| [8] | 99 | |
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| [33] | 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
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| [8] | 101 | </table> |
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| 102 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 103 | Virtual class for representation of double symmetric matrices in square-root form. |
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| 104 | <p> |
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| [37] | 105 | All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2> |
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| [8] | 106 | <a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &v, double w)=0" --> |
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| 107 | <div class="memitem"> |
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| 108 | <div class="memproto"> |
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| 109 | <table class="memname"> |
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| 110 | <tr> |
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| 111 | <td class="memname">virtual void sqmat::opupdt </td> |
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| 112 | <td>(</td> |
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| 113 | <td class="paramtype">const vec & </td> |
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| 114 | <td class="paramname"> <em>v</em>, </td> |
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| 115 | </tr> |
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| 116 | <tr> |
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| 117 | <td class="paramkey"></td> |
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| 118 | <td></td> |
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| 119 | <td class="paramtype">double </td> |
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| 120 | <td class="paramname"> <em>w</em></td><td> </td> |
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| 121 | </tr> |
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| 122 | <tr> |
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| 123 | <td></td> |
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| 124 | <td>)</td> |
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| [139] | 125 | <td></td><td></td><td><code> [pure virtual]</code></td> |
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| [8] | 126 | </tr> |
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| 127 | </table> |
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| 128 | </div> |
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| 129 | <div class="memdoc"> |
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| 130 | |
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| 131 | <p> |
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| [79] | 132 | 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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| [8] | 133 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 134 | <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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| 135 | <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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| 136 | </table> |
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| 137 | </dl> |
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| 138 | BLAS-2b operation. |
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| [37] | 139 | <p>Implemented in <a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">chmat</a>, <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>, and <a class="el" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">ldmat</a>.</p> |
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| [22] | 140 | |
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| [8] | 141 | </div> |
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| 142 | </div><p> |
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| [32] | 143 | <a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &C)=0" --> |
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| [8] | 144 | <div class="memitem"> |
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| 145 | <div class="memproto"> |
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| 146 | <table class="memname"> |
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| 147 | <tr> |
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| 148 | <td class="memname">virtual void sqmat::mult_sym </td> |
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| 149 | <td>(</td> |
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| 150 | <td class="paramtype">const mat & </td> |
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| [32] | 151 | <td class="paramname"> <em>C</em> </td> |
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| 152 | <td> ) </td> |
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| [139] | 153 | <td><code> [pure virtual]</code></td> |
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| [8] | 154 | </tr> |
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| [32] | 155 | </table> |
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| 156 | </div> |
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| 157 | <div class="memdoc"> |
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| 158 | |
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| 159 | <p> |
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| [79] | 160 | 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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| [32] | 161 | <p> |
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| 162 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 163 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 164 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 165 | </table> |
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| 166 | </dl> |
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| 167 | |
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| [37] | 168 | <p>Implemented in <a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">chmat</a>, <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>, and <a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">ldmat</a>.</p> |
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| [32] | 169 | |
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| 170 | </div> |
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| 171 | </div><p> |
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| 172 | <a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &C)=0" --> |
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| 173 | <div class="memitem"> |
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| 174 | <div class="memproto"> |
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| 175 | <table class="memname"> |
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| [8] | 176 | <tr> |
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| [32] | 177 | <td class="memname">virtual void sqmat::mult_sym_t </td> |
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| 178 | <td>(</td> |
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| 179 | <td class="paramtype">const mat & </td> |
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| 180 | <td class="paramname"> <em>C</em> </td> |
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| 181 | <td> ) </td> |
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| [139] | 182 | <td><code> [pure virtual]</code></td> |
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| [8] | 183 | </tr> |
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| 184 | </table> |
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| 185 | </div> |
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| 186 | <div class="memdoc"> |
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| 187 | |
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| 188 | <p> |
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| [79] | 189 | 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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| [8] | 190 | <p> |
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| 191 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 192 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 193 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 194 | </table> |
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| 195 | </dl> |
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| 196 | |
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| [37] | 197 | <p>Implemented in <a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">chmat</a>, <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>, and <a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">ldmat</a>.</p> |
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| [22] | 198 | |
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| [8] | 199 | </div> |
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| 200 | </div><p> |
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| [33] | 201 | <a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &v) const =0" --> |
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| [19] | 202 | <div class="memitem"> |
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| 203 | <div class="memproto"> |
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| 204 | <table class="memname"> |
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| 205 | <tr> |
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| 206 | <td class="memname">virtual vec sqmat::sqrt_mult </td> |
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| 207 | <td>(</td> |
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| [32] | 208 | <td class="paramtype">const vec & </td> |
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| [19] | 209 | <td class="paramname"> <em>v</em> </td> |
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| 210 | <td> ) </td> |
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| [139] | 211 | <td> const<code> [pure virtual]</code></td> |
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| [19] | 212 | </tr> |
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| 213 | </table> |
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| 214 | </div> |
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| 215 | <div class="memdoc"> |
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| 216 | |
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| 217 | <p> |
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| [79] | 218 | 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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| [19] | 219 | <p> |
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| 220 | Used e.g. in generating normal samples. |
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| [37] | 221 | <p>Implemented in <a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">chmat</a>, <a class="el" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103">fsqmat</a>, and <a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">ldmat</a>.</p> |
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| [22] | 222 | |
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| [19] | 223 | </div> |
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| 224 | </div><p> |
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| [8] | 225 | <hr>The documentation for this class was generated from the following file:<ul> |
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| [261] | 226 | <li><a class="el" href="libDC_8h-source.html">libDC.h</a></ul> |
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| [91] | 227 | </div> |
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| [269] | 228 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:22 2009 for mixpp by |
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| [8] | 229 | <a href="http://www.doxygen.org/index.html"> |
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| [139] | 230 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| [8] | 231 | </body> |
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| 232 | </html> |
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