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3<title>mixpp: sqmat Class Reference</title>
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7<!-- Generated by Doxygen 1.5.3 -->
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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>
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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="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, (typically known as UD)." alt="" coords="181,84,240,111"></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 <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>
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 <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>
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#6b79438b5d7544a9c8e110a145355d8f">sqrt_mult</a> (const vec &amp;v) const =0</td></tr>
57
58<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>
59<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" -->
60virtual 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>
61
62<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>
63<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" -->
64virtual 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>
65
66<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>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" -->
68virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " -->
72int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</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="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " -->
76int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr>
77
78<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>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
80virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
83<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)" -->
84&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
87<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
89int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the square matrix <br></td></tr>
92</table>
93<hr><a name="_details"></a><h2>Detailed Description</h2>
94Virtual class for representation of double symmetric matrices in square-root form.
95<p>
96All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2>
97<a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &amp;v, double w)=0" -->
98<div class="memitem">
99<div class="memproto">
100      <table class="memname">
101        <tr>
102          <td class="memname">virtual void sqmat::opupdt           </td>
103          <td>(</td>
104          <td class="paramtype">const vec &amp;&nbsp;</td>
105          <td class="paramname"> <em>v</em>, </td>
106        </tr>
107        <tr>
108          <td class="paramkey"></td>
109          <td></td>
110          <td class="paramtype">double&nbsp;</td>
111          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
112        </tr>
113        <tr>
114          <td></td>
115          <td>)</td>
116          <td></td><td></td><td width="100%"><code> [pure virtual]</code></td>
117        </tr>
118      </table>
119</div>
120<div class="memdoc">
121
122<p>
123Perfroms 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>
124  <table border="0" cellspacing="2" cellpadding="0">
125    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
126    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
127  </table>
128</dl>
129BLAS-2b operation.
130<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>
131
132</div>
133</div><p>
134<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" -->
135<div class="memitem">
136<div class="memproto">
137      <table class="memname">
138        <tr>
139          <td class="memname">virtual void sqmat::mult_sym           </td>
140          <td>(</td>
141          <td class="paramtype">const mat &amp;&nbsp;</td>
142          <td class="paramname"> <em>C</em>          </td>
143          <td>&nbsp;)&nbsp;</td>
144          <td width="100%"><code> [pure virtual]</code></td>
145        </tr>
146      </table>
147</div>
148<div class="memdoc">
149
150<p>
151Inplace 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">.
152<p>
153<dl compact><dt><b>Parameters:</b></dt><dd>
154  <table border="0" cellspacing="2" cellpadding="0">
155    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
156  </table>
157</dl>
158
159<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>
160
161</div>
162</div><p>
163<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" -->
164<div class="memitem">
165<div class="memproto">
166      <table class="memname">
167        <tr>
168          <td class="memname">virtual void sqmat::mult_sym_t           </td>
169          <td>(</td>
170          <td class="paramtype">const mat &amp;&nbsp;</td>
171          <td class="paramname"> <em>C</em>          </td>
172          <td>&nbsp;)&nbsp;</td>
173          <td width="100%"><code> [pure virtual]</code></td>
174        </tr>
175      </table>
176</div>
177<div class="memdoc">
178
179<p>
180Inplace 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">.
181<p>
182<dl compact><dt><b>Parameters:</b></dt><dd>
183  <table border="0" cellspacing="2" cellpadding="0">
184    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
185  </table>
186</dl>
187
188<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>
189
190</div>
191</div><p>
192<a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &amp;v) const =0" -->
193<div class="memitem">
194<div class="memproto">
195      <table class="memname">
196        <tr>
197          <td class="memname">virtual vec sqmat::sqrt_mult           </td>
198          <td>(</td>
199          <td class="paramtype">const vec &amp;&nbsp;</td>
200          <td class="paramname"> <em>v</em>          </td>
201          <td>&nbsp;)&nbsp;</td>
202          <td width="100%"> const<code> [pure virtual]</code></td>
203        </tr>
204      </table>
205</div>
206<div class="memdoc">
207
208<p>
209Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.
210<p>
211Used e.g. in generating normal samples.
212<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>
213
214</div>
215</div><p>
216<hr>The documentation for this class was generated from the following file:<ul>
217<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul>
218<hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:22 2008 for mixpp by&nbsp;
219<a href="http://www.doxygen.org/index.html">
220<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
221</body>
222</html>
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