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3<title>mixpp: sqmat Class Reference</title>
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28<div class="contents">
29<h1>sqmat Class Reference<br>
30<small>
31[<a class="el" href="group__math.html">Auxiliary math functions</a>]</small>
32</h1><!-- doxytag: class="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 sqmat:</div>
36<div class="dynsection">
37<p><center><img src="classsqmat__inherit__graph.png" border="0" usemap="#sqmat__inherit__map" alt="Inheritance graph"></center>
38<map name="sqmat__inherit__map">
39<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>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41
42<p>
43<a href="classsqmat-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
44Virtual class for representation of double symmetric matrices in square-root form.
45<p>
46All operations defined on this class should be optimized for the chosen decomposition. <table border="0" cellpadding="0" cellspacing="0">
47<tr><td></td></tr>
48<tr><td colspan="2"><br><h2>Public Member Functions</h2></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#b223484796661f2dadb5607a86ce0581">opupdt</a> (const vec &amp;v, double w)=0</td></tr>
50
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" -->
52virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#cd0ea3701e4493f353499755fba6e07f">to_mat</a> () const =0</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
55<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>
56
57<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>
58<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>
59
60<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>
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" -->
62virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
65<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>
66
67<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>
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 &amp;v) const =0" -->
69virtual 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>
70
71<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>
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 &amp;v) const =0" -->
73virtual 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>
74
75<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>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" -->
77virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " -->
81int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr>
82
83<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>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " -->
85int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr>
86
87<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>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
89virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
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)" -->
93&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5493a4a11a2b3c41de9cdd8ce305bb44"></a><!-- doxytag: member="sqmat::sqmat" ref="5493a4a11a2b3c41de9cdd8ce305bb44" args="()" -->
97&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#5493a4a11a2b3c41de9cdd8ce305bb44">sqmat</a> ()</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
100<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
102int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the square matrix <br></td></tr>
105</table>
106<hr><h2>Member Function Documentation</h2>
107<a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &amp;v, double w)=0" -->
108<div class="memitem">
109<div class="memproto">
110      <table class="memname">
111        <tr>
112          <td class="memname">virtual void sqmat::opupdt           </td>
113          <td>(</td>
114          <td class="paramtype">const vec &amp;&nbsp;</td>
115          <td class="paramname"> <em>v</em>, </td>
116        </tr>
117        <tr>
118          <td class="paramkey"></td>
119          <td></td>
120          <td class="paramtype">double&nbsp;</td>
121          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
122        </tr>
123        <tr>
124          <td></td>
125          <td>)</td>
126          <td></td><td></td><td><code> [pure virtual]</code></td>
127        </tr>
128      </table>
129</div>
130<div class="memdoc">
131
132<p>
133Perfroms 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>
134  <table border="0" cellspacing="2" cellpadding="0">
135    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
136    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
137  </table>
138</dl>
139BLAS-2b operation.
140<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>
141
142</div>
143</div><p>
144<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" -->
145<div class="memitem">
146<div class="memproto">
147      <table class="memname">
148        <tr>
149          <td class="memname">virtual void sqmat::mult_sym           </td>
150          <td>(</td>
151          <td class="paramtype">const mat &amp;&nbsp;</td>
152          <td class="paramname"> <em>C</em>          </td>
153          <td>&nbsp;)&nbsp;</td>
154          <td><code> [pure virtual]</code></td>
155        </tr>
156      </table>
157</div>
158<div class="memdoc">
159
160<p>
161Inplace 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">.
162<p>
163<dl compact><dt><b>Parameters:</b></dt><dd>
164  <table border="0" cellspacing="2" cellpadding="0">
165    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
166  </table>
167</dl>
168
169<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>
170
171</div>
172</div><p>
173<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" -->
174<div class="memitem">
175<div class="memproto">
176      <table class="memname">
177        <tr>
178          <td class="memname">virtual void sqmat::mult_sym_t           </td>
179          <td>(</td>
180          <td class="paramtype">const mat &amp;&nbsp;</td>
181          <td class="paramname"> <em>C</em>          </td>
182          <td>&nbsp;)&nbsp;</td>
183          <td><code> [pure virtual]</code></td>
184        </tr>
185      </table>
186</div>
187<div class="memdoc">
188
189<p>
190Inplace 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">.
191<p>
192<dl compact><dt><b>Parameters:</b></dt><dd>
193  <table border="0" cellspacing="2" cellpadding="0">
194    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
195  </table>
196</dl>
197
198<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>
199
200</div>
201</div><p>
202<a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &amp;v) const =0" -->
203<div class="memitem">
204<div class="memproto">
205      <table class="memname">
206        <tr>
207          <td class="memname">virtual vec sqmat::sqrt_mult           </td>
208          <td>(</td>
209          <td class="paramtype">const vec &amp;&nbsp;</td>
210          <td class="paramname"> <em>v</em>          </td>
211          <td>&nbsp;)&nbsp;</td>
212          <td> const<code> [pure virtual]</code></td>
213        </tr>
214      </table>
215</div>
216<div class="memdoc">
217
218<p>
219Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.
220<p>
221Used e.g. in generating normal samples.
222<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>
223
224</div>
225</div><p>
226<hr>The documentation for this class was generated from the following file:<ul>
227<li><a class="el" href="libDC_8h-source.html">libDC.h</a></ul>
228</div>
229<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:01 2009 for mixpp by&nbsp;
230<a href="http://www.doxygen.org/index.html">
231<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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