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18<h1>work/git/mixpp/bdm/math/libDC.h</h1><a href="libDC_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
19<a name="l00013"></a>00013 <span class="preprocessor">#ifndef DC_H</span>
20<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define DC_H</span>
21<a name="l00015"></a>00015 <span class="preprocessor"></span>
22<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
23<a name="l00017"></a>00017 <span class="preprocessor">#include "../itpp_ext.h"</span>
24<a name="l00018"></a>00018
25<a name="l00024"></a>00024 <span class="keyword">using namespace </span>itpp;
26<a name="l00025"></a>00025
27<a name="l00027"></a>00027 <span class="keywordtype">void</span> <a class="code" href="group__math.html#g4ed56e73b49db8e7f4a63fa926a8dca4" title="Auxiliary function dydr; dyadic reduction.">dydr</a>( <span class="keywordtype">double</span> * r, <span class="keywordtype">double</span> *f, <span class="keywordtype">double</span> *Dr, <span class="keywordtype">double</span> *Df, <span class="keywordtype">double</span> *R, <span class="keywordtype">int</span> jl, <span class="keywordtype">int</span> jh, <span class="keywordtype">double</span> *kr, <span class="keywordtype">int</span> m, <span class="keywordtype">int</span> mx );
28<a name="l00028"></a>00028
29<a name="l00030"></a>00030 <span class="comment">//TODO can be done via: dtrtri.f from lapack</span>
30<a name="l00031"></a>00031 mat <a class="code" href="group__math.html#g6715d039e6d5d97005cf9e2522dfa474" title="Auxiliary function ltuinv; inversion of a triangular matrix;.">ltuinv</a>( <span class="keyword">const</span> mat &amp;L );
31<a name="l00032"></a>00032
32<a name="l00037"></a><a class="code" href="classsqmat.html">00037</a> <span class="keyword">class </span><a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
33<a name="l00038"></a>00038 {
34<a name="l00039"></a>00039         <span class="keyword">public</span>:
35<a name="l00047"></a>00047                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ) =0;
36<a name="l00048"></a>00048
37<a name="l00052"></a>00052                 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#cd0ea3701e4493f353499755fba6e07f" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span> =0;
38<a name="l00053"></a>00053
39<a name="l00057"></a>00057                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ) =0;
40<a name="l00058"></a>00058                 
41<a name="l00062"></a>00062                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ) =0;
42<a name="l00063"></a>00063
43<a name="l00064"></a>00064
44<a name="l00069"></a>00069                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span> =0;
45<a name="l00070"></a>00070
46<a name="l00076"></a>00076                 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f" title="Multiplies square root of  by vector .">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span> =0;
47<a name="l00077"></a>00077
48<a name="l00082"></a>00082                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3" title="Evaluates quadratic form ;.">qform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span> =0;
49<a name="l00083"></a>00083
50<a name="l00088"></a>00088                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#6230e8e8a9341866aaa0ce008691aac2" title="Evaluates quadratic form ;.">invqform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span> =0;
51<a name="l00089"></a>00089
52<a name="l00090"></a>00090 <span class="comment">//      //! easy version of the</span>
53<a name="l00091"></a>00091 <span class="comment">//      sqmat inv();</span>
54<a name="l00092"></a>00092
55<a name="l00094"></a>00094                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0;
56<a name="l00095"></a>00095
57<a name="l00097"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00097</a>                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;};
58<a name="l00098"></a>00098
59<a name="l00100"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00100</a>                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;};
60<a name="l00101"></a>00101
61<a name="l00103"></a><a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">00103</a>                 <span class="keyword">virtual</span> <a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656" title="Destructor for future use;.">~sqmat</a>(){};
62<a name="l00105"></a><a class="code" href="classsqmat.html#4268750c040c716b2c05037f725078a2">00105</a>                 <a class="code" href="classsqmat.html#4268750c040c716b2c05037f725078a2" title="Default constructor.">sqmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0): <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>(dim0){};
63<a name="l00106"></a>00106         <span class="keyword">protected</span>:
64<a name="l00108"></a>00108                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;
65<a name="l00109"></a>00109 };
66<a name="l00110"></a>00110
67<a name="l00111"></a>00111
68<a name="l00116"></a><a class="code" href="classfsqmat.html">00116</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
69<a name="l00117"></a>00117 {
70<a name="l00118"></a>00118         <span class="keyword">protected</span>:
71<a name="l00120"></a><a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">00120</a>                 mat <a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>;
72<a name="l00121"></a>00121         <span class="keyword">public</span>:
73<a name="l00122"></a>00122                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w );
74<a name="l00123"></a>00123                 mat <a class="code" href="classfsqmat.html#f54fc955e8e3b43d15afa92124bc24b3" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>;
75<a name="l00124"></a>00124                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C);
76<a name="l00125"></a>00125                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C);
77<a name="l00127"></a>00127                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U) <span class="keyword">const</span>;
78<a name="l00129"></a>00129                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U) <span class="keyword">const</span>;
79<a name="l00130"></a>00130                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
80<a name="l00131"></a>00131
81<a name="l00133"></a>00133                 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span>
82<a name="l00135"></a>00135 <span class="comment"></span>                <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0); <span class="comment">// mat will be initialized OK</span>
83<a name="l00137"></a>00137 <span class="comment"></span>                <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> mat &amp;<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a> );
84<a name="l00139"></a><a class="code" href="classfsqmat.html#9e19a5e26083f4a493b6fad38cc40fab">00139</a>                 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>, <span class="keyword">const</span> ivec &amp;perm ):<a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>(M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()){it_error(<span class="stringliteral">"not implemneted"</span>);};
85<a name="l00141"></a><a class="code" href="classfsqmat.html#c01f3e9bb590f2a2921369d672f3ce1e">00141</a>                 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> vec &amp;d ):<a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>(d.length()){<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>=diag(d);};
86<a name="l00142"></a>00142
87<a name="l00144"></a><a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">00144</a>                 <span class="keyword">virtual</span> <a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e" title="Destructor for future use;.">~fsqmat</a>(){};
88<a name="l00145"></a>00145
89<a name="l00146"></a>00146
90<a name="l00152"></a>00152                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;Inv );
91<a name="l00153"></a>00153
92<a name="l00154"></a><a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">00154</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5" title="Logarithm of a determinant.">logdet</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> log ( det ( <a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a> ) );};
93<a name="l00155"></a><a class="code" href="classfsqmat.html#a6c91b0389e73404324b2314b08d6e87">00155</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#a6c91b0389e73404324b2314b08d6e87" title="Evaluates quadratic form ;.">qform</a> (<span class="keyword">const</span>  vec &amp;v )<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( v* ( <a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>*v ) );};
94<a name="l00156"></a><a class="code" href="classfsqmat.html#58075da64ddadd4df40654c35b928c6f">00156</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#58075da64ddadd4df40654c35b928c6f" title="Evaluates quadratic form ;.">invqform</a> (<span class="keyword">const</span>  vec &amp;v )<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( v* ( itpp::inv(<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>)*v ) );};
95<a name="l00157"></a><a class="code" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103">00157</a>                 vec <a class="code" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103" title="Multiplies square root of  by vector .">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v )<span class="keyword"> const </span>{mat Ch=chol(<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>); <span class="keywordflow">return</span> Ch*v;};
96<a name="l00158"></a>00158
97<a name="l00160"></a><a class="code" href="classfsqmat.html#a2e0bf7dbbbbe1d3358064c4ad455f1f">00160</a>                 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;fsq2, <span class="keywordtype">double</span> w=1.0 ){<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>+=fsq2.M;};
98<a name="l00161"></a>00161
99<a name="l00163"></a><a class="code" href="classfsqmat.html#922f8190c13987cbcdb33ec2bf5cf105">00163</a>                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#922f8190c13987cbcdb33ec2bf5cf105" title="Access functions.">setD</a> (<span class="keyword">const</span> vec &amp;nD){<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>=diag(nD);}
100<a name="l00165"></a><a class="code" href="classfsqmat.html#bcf837b2956745e8986044f5600dbd6e">00165</a>                 vec <a class="code" href="classfsqmat.html#bcf837b2956745e8986044f5600dbd6e" title="Access functions.">getD</a> (){<span class="keywordflow">return</span> diag(<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>);}
101<a name="l00167"></a><a class="code" href="classfsqmat.html#03a8f49eb4d38a054ecc522be59cd2ad">00167</a>                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#922f8190c13987cbcdb33ec2bf5cf105" title="Access functions.">setD</a> (<span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i){<span class="keywordflow">for</span>(<span class="keywordtype">int</span> j=i;j&lt;nD.length();j++){<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>(j,j)=nD(j-i);}} <span class="comment">//Fixme can be more general</span>
102<a name="l00168"></a>00168
103<a name="l00169"></a>00169
104<a name="l00171"></a><a class="code" href="classfsqmat.html#514d1fdd8a382dbd6a774f2cf1ebd3de">00171</a>                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classfsqmat.html#514d1fdd8a382dbd6a774f2cf1ebd3de" title="add another fsqmat matrix">operator += </a>( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
105<a name="l00173"></a><a class="code" href="classfsqmat.html#e976bc9d899961e1d2087b0630ed33b7">00173</a>                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classfsqmat.html#e976bc9d899961e1d2087b0630ed33b7" title="subtrack another fsqmat matrix">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
106<a name="l00175"></a><a class="code" href="classfsqmat.html#af800e7b2146da5e60897255dde80059">00175</a>                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classfsqmat.html#af800e7b2146da5e60897255dde80059" title="multiply by a scalar">operator *= </a>( <span class="keywordtype">double</span> x ) {<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
107<a name="l00176"></a>00176 <span class="comment">//              fsqmat&amp; operator = ( const fsqmat &amp;A) {M=A.M; return *this;};</span>
108<a name="l00178"></a>00178 <span class="comment"></span>                <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classfsqmat.html#e06aba54d61e807b41bd68b5ee6ac22f" title="print full matrix">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;sq );
109<a name="l00179"></a>00179
110<a name="l00180"></a>00180 };
111<a name="l00181"></a>00181
112<a name="l00187"></a><a class="code" href="classldmat.html">00187</a> <span class="keyword">class </span><a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>
113<a name="l00188"></a>00188 {
114<a name="l00189"></a>00189         <span class="keyword">public</span>:
115<a name="l00191"></a>00191                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> ( <span class="keyword">const</span> mat &amp;<a class="code" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea" title="Lower-triangular matrix .">L</a>, <span class="keyword">const</span> vec &amp;<a class="code" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e" title="Positive vector .">D</a> );
116<a name="l00193"></a>00193                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> (<span class="keyword">const</span> mat &amp;V );
117<a name="l00195"></a><a class="code" href="classldmat.html#8e88c818f9605bc726e52c4136c71cc5">00195</a>                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> (<span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;V0, <span class="keyword">const</span> ivec &amp;perm):<a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>(V0.<a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>()){     <a class="code" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506" title="Transforms general  into pure .">ldform</a>(V0.<a class="code" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea" title="Lower-triangular matrix .">L</a>.get_cols(perm), V0.<a class="code" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e" title="Positive vector .">D</a>);};
118<a name="l00197"></a>00197                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> ( vec D0 );
119<a name="l00199"></a>00199                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> ();
120<a name="l00201"></a>00201                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0);
121<a name="l00202"></a>00202                 
122<a name="l00204"></a><a class="code" href="classldmat.html#1e2734c0164ce5233c4d709679555138">00204</a>                 <span class="keyword">virtual</span> <a class="code" href="classldmat.html#1e2734c0164ce5233c4d709679555138" title="Destructor for future use;.">~ldmat</a>(){};
123<a name="l00205"></a>00205
124<a name="l00206"></a>00206                 <span class="comment">// Reimplementation of compulsory operatios</span>
125<a name="l00207"></a>00207
126<a name="l00208"></a>00208                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w );
127<a name="l00209"></a>00209                 mat <a class="code" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>;
128<a name="l00210"></a>00210                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C);
129<a name="l00211"></a>00211                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C);
130<a name="l00213"></a>00213                 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ld2, <span class="keywordtype">double</span> w=1.0 );
131<a name="l00214"></a>00214                 <span class="keywordtype">double</span> <a class="code" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>;
132<a name="l00215"></a>00215                 <span class="keywordtype">double</span> <a class="code" href="classldmat.html#d64f331b781903e913cb2ee836886f3f" title="Evaluates quadratic form ;.">qform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
133<a name="l00216"></a>00216                 <span class="keywordtype">double</span> <a class="code" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14" title="Evaluates quadratic form ;.">invqform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
134<a name="l00217"></a>00217                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4d6e401de9607332305c27e67972a07a" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
135<a name="l00218"></a>00218                 <span class="keywordtype">int</span> <a class="code" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306" title="access function">cols</a>() <span class="keyword">const</span>;
136<a name="l00219"></a>00219                 <span class="keywordtype">int</span> <a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>() <span class="keyword">const</span>;
137<a name="l00220"></a>00220                 vec <a class="code" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
138<a name="l00221"></a>00221
139<a name="l00222"></a>00222                 
140<a name="l00226"></a>00226                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classldmat.html#2c160cb123c1102face7a50ec566a031" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;Inv ) <span class="keyword">const</span>;
141<a name="l00227"></a>00227
142<a name="l00232"></a>00232                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;U) <span class="keyword">const</span>;
143<a name="l00233"></a>00233
144<a name="l00238"></a>00238                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;U) <span class="keyword">const</span>;
145<a name="l00239"></a>00239
146<a name="l00240"></a>00240
147<a name="l00247"></a>00247                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506" title="Transforms general  into pure .">ldform</a> (<span class="keyword">const</span> mat &amp;A,<span class="keyword">const</span> vec &amp;D0 );
148<a name="l00248"></a>00248
149<a name="l00250"></a><a class="code" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">00250</a>                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f" title="Access functions.">setD</a> (<span class="keyword">const</span> vec &amp;nD){D=nD;}
150<a name="l00252"></a><a class="code" href="classldmat.html#7619922b4de18830ce5351c6b5667e60">00252</a>                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f" title="Access functions.">setD</a> (<span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i){D.replace_mid(i,nD);} <span class="comment">//Fixme can be more general</span>
151<a name="l00254"></a><a class="code" href="classldmat.html#32ff66296627ff5341d7c0b973249614">00254</a> <span class="comment"></span>                <span class="keywordtype">void</span> <a class="code" href="classldmat.html#32ff66296627ff5341d7c0b973249614" title="Access functions.">setL</a> (<span class="keyword">const</span> vec &amp;nL){L=nL;}
152<a name="l00255"></a>00255
153<a name="l00257"></a><a class="code" href="classldmat.html#282c879f50aa9ef934e7f46d86881582">00257</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classldmat.html#282c879f50aa9ef934e7f46d86881582" title="Access functions.">_D</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> D;}
154<a name="l00259"></a><a class="code" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd">00259</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd" title="Access functions.">_L</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> L;}
155<a name="l00260"></a>00260
156<a name="l00262"></a>00262                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="group__math.html#gca445ee152a56043af946ea095b2d8f8" title="add another ldmat matrix">operator += </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA );
157<a name="l00264"></a>00264                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb" title="subtract another ldmat matrix">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA );
158<a name="l00266"></a>00266                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#875b7e6dcf73ae7001329099019fdb1d" title="multiply by a scalar">operator *= </a>( <span class="keywordtype">double</span> x );
159<a name="l00267"></a>00267
160<a name="l00269"></a>00269                 <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classldmat.html#eaaa0baa6026b84cfcbced41c84599d1" title="print both L and D ">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;sq );
161<a name="l00270"></a>00270
162<a name="l00271"></a>00271         <span class="keyword">protected</span>:
163<a name="l00273"></a><a class="code" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">00273</a>                 vec D;
164<a name="l00275"></a><a class="code" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">00275</a>                 mat L;
165<a name="l00276"></a>00276
166<a name="l00277"></a>00277 };
167<a name="l00278"></a>00278
168<a name="l00281"></a><a class="code" href="group__math.html#gca445ee152a56043af946ea095b2d8f8">00281</a> <span class="keyword">inline</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="group__math.html#gca445ee152a56043af946ea095b2d8f8" title="add another ldmat matrix">ldmat::operator += </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
169<a name="l00283"></a><a class="code" href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb">00283</a> <span class="keyword">inline</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb" title="subtract another ldmat matrix">ldmat::operator -= </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
170<a name="l00285"></a><a class="code" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306">00285</a> <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306" title="access function">ldmat::cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;}
171<a name="l00287"></a><a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163">00287</a> <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">ldmat::rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;}
172<a name="l00288"></a>00288
173<a name="l00291"></a>00291 <span class="preprocessor">#endif // DC_H</span>
174</pre></div></div>
175<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:13 2008 for mixpp by&nbsp;
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177<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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