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3<title>mixpp: sqmat Class Reference</title>
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26<h1>sqmat Class Reference</h1><!-- doxytag: class="sqmat" -->Virtual class for representation of double symmetric matrices in square-root form. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libDC_8h-source.html">libDC.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for sqmat:</div>
33<div class="dynsection">
34<p><center><img src="classsqmat__inherit__graph.png" border="0" usemap="#sqmat__inherit__map" alt="Inheritance graph"></center>
35<map name="sqmat__inherit__map">
36<area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="5,81,61,105"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="85,81,147,105"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD)." alt="" coords="171,81,224,105"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38
39<p>
40<a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
41<tr><td></td></tr>
42<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
43<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> (const vec &amp;v, double w)=0</td></tr>
44
45<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a5b6fddfeb42339e1dc9b978a2590fc"></a><!-- doxytag: member="sqmat::to_mat" ref="9a5b6fddfeb42339e1dc9b978a2590fc" args="()=0" -->
46virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">to_mat</a> ()=0</td></tr>
47
48<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
49<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &amp;C)=0</td></tr>
50
51<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="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &amp;C)=0</td></tr>
53
54<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="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" -->
56virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqrt_mult</a> (const vec &amp;v) const =0</td></tr>
60
61<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="#6b79438b5d7544a9c8e110a145355d8f"></a><br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc026312eb02ba09f85d5aacd6f05ab3"></a><!-- doxytag: member="sqmat::qform" ref="fc026312eb02ba09f85d5aacd6f05ab3" args="(const vec &amp;v) const =0" -->
63virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3">qform</a> (const vec &amp;v) const =0</td></tr>
64
65<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>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6230e8e8a9341866aaa0ce008691aac2"></a><!-- doxytag: member="sqmat::invqform" ref="6230e8e8a9341866aaa0ce008691aac2" args="(const vec &amp;v) const =0" -->
67virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6230e8e8a9341866aaa0ce008691aac2">invqform</a> (const vec &amp;v) const =0</td></tr>
68
69<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>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" -->
71virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " -->
75int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</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>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " -->
79int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</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>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
83virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
86<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)" -->
87&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
90<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
92int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the square matrix <br></td></tr>
95</table>
96<hr><a name="_details"></a><h2>Detailed Description</h2>
97Virtual class for representation of double symmetric matrices in square-root form.
98<p>
99All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2>
100<a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &amp;v, double w)=0" -->
101<div class="memitem">
102<div class="memproto">
103      <table class="memname">
104        <tr>
105          <td class="memname">virtual void sqmat::opupdt           </td>
106          <td>(</td>
107          <td class="paramtype">const vec &amp;&nbsp;</td>
108          <td class="paramname"> <em>v</em>, </td>
109        </tr>
110        <tr>
111          <td class="paramkey"></td>
112          <td></td>
113          <td class="paramtype">double&nbsp;</td>
114          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
115        </tr>
116        <tr>
117          <td></td>
118          <td>)</td>
119          <td></td><td></td><td><code> [pure virtual]</code></td>
120        </tr>
121      </table>
122</div>
123<div class="memdoc">
124
125<p>
126Perfroms 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>
127  <table border="0" cellspacing="2" cellpadding="0">
128    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
129    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
130  </table>
131</dl>
132BLAS-2b operation.
133<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>
134
135</div>
136</div><p>
137<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" -->
138<div class="memitem">
139<div class="memproto">
140      <table class="memname">
141        <tr>
142          <td class="memname">virtual void sqmat::mult_sym           </td>
143          <td>(</td>
144          <td class="paramtype">const mat &amp;&nbsp;</td>
145          <td class="paramname"> <em>C</em>          </td>
146          <td>&nbsp;)&nbsp;</td>
147          <td><code> [pure virtual]</code></td>
148        </tr>
149      </table>
150</div>
151<div class="memdoc">
152
153<p>
154Inplace 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">.
155<p>
156<dl compact><dt><b>Parameters:</b></dt><dd>
157  <table border="0" cellspacing="2" cellpadding="0">
158    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
159  </table>
160</dl>
161
162<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>
163
164</div>
165</div><p>
166<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" -->
167<div class="memitem">
168<div class="memproto">
169      <table class="memname">
170        <tr>
171          <td class="memname">virtual void sqmat::mult_sym_t           </td>
172          <td>(</td>
173          <td class="paramtype">const mat &amp;&nbsp;</td>
174          <td class="paramname"> <em>C</em>          </td>
175          <td>&nbsp;)&nbsp;</td>
176          <td><code> [pure virtual]</code></td>
177        </tr>
178      </table>
179</div>
180<div class="memdoc">
181
182<p>
183Inplace 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">.
184<p>
185<dl compact><dt><b>Parameters:</b></dt><dd>
186  <table border="0" cellspacing="2" cellpadding="0">
187    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
188  </table>
189</dl>
190
191<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>
192
193</div>
194</div><p>
195<a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &amp;v) const =0" -->
196<div class="memitem">
197<div class="memproto">
198      <table class="memname">
199        <tr>
200          <td class="memname">virtual vec sqmat::sqrt_mult           </td>
201          <td>(</td>
202          <td class="paramtype">const vec &amp;&nbsp;</td>
203          <td class="paramname"> <em>v</em>          </td>
204          <td>&nbsp;)&nbsp;</td>
205          <td> const<code> [pure virtual]</code></td>
206        </tr>
207      </table>
208</div>
209<div class="memdoc">
210
211<p>
212Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.
213<p>
214Used e.g. in generating normal samples.
215<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>
216
217</div>
218</div><p>
219<hr>The documentation for this class was generated from the following file:<ul>
220<li>work/git/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul>
221</div>
222<hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:13 2008 for mixpp by&nbsp;
223<a href="http://www.doxygen.org/index.html">
224<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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