root/doc/html/classsqmat.html @ 32

Revision 32, 12.4 kB (checked in by smidl, 17 years ago)

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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: sqmat 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 1.5.3 -->
8<div class="tabs">
9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
14  </ul>
15</div>
16<div class="tabs">
17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
22</div>
23<h1>sqmat Class Reference</h1><!-- doxytag: class="sqmat" -->Virtual class for representation of double symmetric matrices in square-root form. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libDC_8h-source.html">libDC.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for sqmat:</div>
30<div class="dynsection">
31<p><center><img src="classsqmat__inherit__graph.png" border="0" usemap="#sqmat__inherit__map" alt="Inheritance graph"></center>
32<map name="sqmat__inherit__map">
33<area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="5,84,72,111"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35
36<p>
37<a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
38<tr><td></td></tr>
39<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
40<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>
41
42<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a5b6fddfeb42339e1dc9b978a2590fc"></a><!-- doxytag: member="sqmat::to_mat" ref="9a5b6fddfeb42339e1dc9b978a2590fc" args="()=0" -->
43virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">to_mat</a> ()=0</td></tr>
44
45<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
46<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>
47
48<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  <a href="#60fbbfa9e483b8187c135f787ee53afa"></a><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#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</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 transpose of matrix $C$, i.e. $V = C'*V*C$.  <a href="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" -->
53virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqrt_mult</a> (const vec &amp;v)=0</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of $V$ by vector $x$.  <a href="#975ddc7e8035d8d4e6cbd52dd99c248c"></a><br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90f97cdf9de08ead4f0648419b3aa4ce"></a><!-- doxytag: member="sqmat::qform" ref="90f97cdf9de08ead4f0648419b3aa4ce" args="(const vec &amp;v)=0" -->
60virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">qform</a> (const vec &amp;v)=0</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" -->
64virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " -->
68int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr>
69
70<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>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " -->
72int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr>
73
74<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>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
76virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
79<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
81int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dim</b></td></tr>
82
83</table>
84<hr><a name="_details"></a><h2>Detailed Description</h2>
85Virtual class for representation of double symmetric matrices in square-root form.
86<p>
87All operations defined on this class should be optimized for the chosed decomposition. <hr><h2>Member Function Documentation</h2>
88<a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &amp;v, double w)=0" -->
89<div class="memitem">
90<div class="memproto">
91      <table class="memname">
92        <tr>
93          <td class="memname">virtual void sqmat::opupdt           </td>
94          <td>(</td>
95          <td class="paramtype">const vec &amp;&nbsp;</td>
96          <td class="paramname"> <em>v</em>, </td>
97        </tr>
98        <tr>
99          <td class="paramkey"></td>
100          <td></td>
101          <td class="paramtype">double&nbsp;</td>
102          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
103        </tr>
104        <tr>
105          <td></td>
106          <td>)</td>
107          <td></td><td></td><td width="100%"><code> [pure virtual]</code></td>
108        </tr>
109      </table>
110</div>
111<div class="memdoc">
112
113<p>
114Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. <dl compact><dt><b>Parameters:</b></dt><dd>
115  <table border="0" cellspacing="2" cellpadding="0">
116    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
117    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
118  </table>
119</dl>
120BLAS-2b operation.
121<p>Implemented in <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>.</p>
122
123</div>
124</div><p>
125<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" -->
126<div class="memitem">
127<div class="memproto">
128      <table class="memname">
129        <tr>
130          <td class="memname">virtual void sqmat::mult_sym           </td>
131          <td>(</td>
132          <td class="paramtype">const mat &amp;&nbsp;</td>
133          <td class="paramname"> <em>C</em>          </td>
134          <td>&nbsp;)&nbsp;</td>
135          <td width="100%"><code> [pure virtual]</code></td>
136        </tr>
137      </table>
138</div>
139<div class="memdoc">
140
141<p>
142Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
143<p>
144<dl compact><dt><b>Parameters:</b></dt><dd>
145  <table border="0" cellspacing="2" cellpadding="0">
146    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
147  </table>
148</dl>
149
150<p>Implemented in <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>.</p>
151
152</div>
153</div><p>
154<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" -->
155<div class="memitem">
156<div class="memproto">
157      <table class="memname">
158        <tr>
159          <td class="memname">virtual void sqmat::mult_sym_t           </td>
160          <td>(</td>
161          <td class="paramtype">const mat &amp;&nbsp;</td>
162          <td class="paramname"> <em>C</em>          </td>
163          <td>&nbsp;)&nbsp;</td>
164          <td width="100%"><code> [pure virtual]</code></td>
165        </tr>
166      </table>
167</div>
168<div class="memdoc">
169
170<p>
171Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.
172<p>
173<dl compact><dt><b>Parameters:</b></dt><dd>
174  <table border="0" cellspacing="2" cellpadding="0">
175    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
176  </table>
177</dl>
178
179<p>Implemented in <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>.</p>
180
181</div>
182</div><p>
183<a class="anchor" name="975ddc7e8035d8d4e6cbd52dd99c248c"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="975ddc7e8035d8d4e6cbd52dd99c248c" args="(const vec &amp;v)=0" -->
184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
188          <td class="memname">virtual vec sqmat::sqrt_mult           </td>
189          <td>(</td>
190          <td class="paramtype">const vec &amp;&nbsp;</td>
191          <td class="paramname"> <em>v</em>          </td>
192          <td>&nbsp;)&nbsp;</td>
193          <td width="100%"><code> [pure virtual]</code></td>
194        </tr>
195      </table>
196</div>
197<div class="memdoc">
198
199<p>
200Multiplies square root of $V$ by vector $x$.
201<p>
202Used e.g. in generating normal samples.
203<p>Implemented in <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>.</p>
204
205</div>
206</div><p>
207<hr>The documentation for this class was generated from the following file:<ul>
208<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul>
209<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by&nbsp;
210<a href="http://www.doxygen.org/index.html">
211<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
212</body>
213</html>
Note: See TracBrowser for help on using the browser.