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15<h1>work/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
16<a name="l00013"></a>00013 <span class="preprocessor">#ifndef DC_H</span>
17<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define DC_H</span>
18<a name="l00015"></a>00015 <span class="preprocessor"></span>
19<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
20<a name="l00017"></a>00017
21<a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp;
22<a name="l00019"></a>00019
23<a name="l00024"></a><a class="code" href="classsqmat.html">00024</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> {
24<a name="l00025"></a>00025 <span class="keyword">public</span>:
25<a name="l00033"></a>00033         <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;
26<a name="l00034"></a>00034
27<a name="l00038"></a>00038         <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0;
28<a name="l00039"></a>00039
29<a name="l00044"></a>00044         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0;
30<a name="l00045"></a>00045
31<a name="l00046"></a>00046         
32<a name="l00051"></a>00051         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0;
33<a name="l00052"></a>00052
34<a name="l00058"></a>00058         <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v) =0;
35<a name="l00059"></a>00059         
36<a name="l00064"></a>00064         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v) =0;
37<a name="l00065"></a>00065
38<a name="l00066"></a>00066 <span class="comment">//      //! easy version of the </span>
39<a name="l00067"></a>00067 <span class="comment">//      sqmat inv();</span>
40<a name="l00068"></a>00068
41<a name="l00070"></a>00070         <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;
42<a name="l00071"></a>00071         
43<a name="l00073"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00073</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> dim;};
44<a name="l00074"></a>00074
45<a name="l00076"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00076</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> dim;};
46<a name="l00077"></a>00077
47<a name="l00078"></a>00078 <span class="keyword">protected</span>:
48<a name="l00079"></a>00079         <span class="keywordtype">int</span> dim;
49<a name="l00080"></a>00080 };
50<a name="l00081"></a>00081
51<a name="l00082"></a>00082
52<a name="l00087"></a><a class="code" href="classfsqmat.html">00087</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> {
53<a name="l00088"></a>00088 <span class="keyword">protected</span>:
54<a name="l00089"></a>00089 mat M;
55<a name="l00090"></a>00090 <span class="keyword">public</span>:
56<a name="l00091"></a>00091         <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 );
57<a name="l00092"></a>00092         mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>();
58<a name="l00093"></a>00093         <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
59<a name="l00094"></a>00094    <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">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="keywordtype">bool</span> trans=<span class="keyword">false</span> );
60<a name="l00095"></a>00095         <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;Inv);
61<a name="l00096"></a>00096         <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
62<a name="l00097"></a>00097         
63<a name="l00098"></a>00098         
64<a name="l00099"></a>00099         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(){}; <span class="comment">// mat will be initialized OK</span>
65<a name="l00101"></a>00101 <span class="comment"></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">const</span> mat &amp;M);
66<a name="l00102"></a>00102         
67<a name="l00108"></a>00108         <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>* Inv);
68<a name="l00109"></a>00109         
69<a name="l00110"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00110</a>         <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>(){<span class="keywordflow">return</span> log(det(M));};
70<a name="l00111"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00111</a>         <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v){<span class="keywordflow">return</span> (v*(M*v));};
71<a name="l00112"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00112</a>         vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v){it_error(<span class="stringliteral">"not implemented"</span>);<span class="keywordflow">return</span> v;};
72<a name="l00113"></a>00113
73<a name="l00114"></a>00114         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator += (<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){M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
74<a name="l00115"></a>00115         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator -= (<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){M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
75<a name="l00116"></a>00116         <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator *= (<span class="keywordtype">double</span> x){M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;};
76<a name="l00117"></a>00117 };
77<a name="l00118"></a>00118
78<a name="l00119"></a>00119 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> {
79<a name="l00120"></a>00120 <span class="keyword">public</span>:
80<a name="l00121"></a>00121
81<a name="l00123"></a>00123         ldmat( <span class="keyword">const</span> mat &amp;L, <span class="keyword">const</span> vec &amp;D );
82<a name="l00125"></a>00125         ldmat( mat V );
83<a name="l00127"></a>00127         ldmat( vec D0 );
84<a name="l00128"></a>00128         ldmat ();
85<a name="l00129"></a>00129
86<a name="l00130"></a>00130         <span class="comment">// Reimplementation of compulsory operatios</span>
87<a name="l00131"></a>00131
88<a name="l00132"></a>00132         <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 );
89<a name="l00133"></a>00133         mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>();
90<a name="l00134"></a>00134    <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
91<a name="l00135"></a>00135         <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &amp;ld2, <span class="keywordtype">double</span> w=1.0 );
92<a name="l00136"></a>00136         <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>();
93<a name="l00137"></a>00137         <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a>(vec &amp;v);
94<a name="l00138"></a>00138 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; ld2 );</span>
95<a name="l00139"></a>00139         <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
96<a name="l00140"></a>00140         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>();
97<a name="l00141"></a>00141         <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>();
98<a name="l00142"></a>00142         vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &amp;v);
99<a name="l00143"></a>00143
100<a name="l00149"></a>00149         <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(ldmat &amp;Inv);
101<a name="l00150"></a>00150         
102<a name="l00156"></a>00156    <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &amp;C, ldmat &amp;U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> );
103<a name="l00157"></a>00157
104<a name="l00166"></a>00166    <span class="keywordtype">void</span> ldform( mat &amp;A, vec &amp;D0 );
105<a name="l00167"></a>00167
106<a name="l00168"></a>00168         ldmat&amp; operator += (<span class="keyword">const</span> ldmat &amp;ldA);
107<a name="l00169"></a>00169         ldmat&amp; operator -= (<span class="keyword">const</span> ldmat &amp;ldA);
108<a name="l00170"></a>00170         ldmat&amp; operator *= (<span class="keywordtype">double</span> x);
109<a name="l00171"></a>00171         
110<a name="l00172"></a>00172         <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, ldmat &amp;sq );
111<a name="l00173"></a>00173
112<a name="l00174"></a>00174 <span class="keyword">protected</span>:
113<a name="l00175"></a>00175         vec D;
114<a name="l00176"></a>00176         mat L;
115<a name="l00177"></a>00177
116<a name="l00178"></a>00178 };
117<a name="l00179"></a>00179
118<a name="l00181"></a>00181
119<a name="l00182"></a>00182 <span class="keyword">inline</span> ldmat&amp; ldmat::operator += (<span class="keyword">const</span> ldmat &amp;ldA)  {this-&gt;<span class="keyword">add</span>(ldA);<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
120<a name="l00183"></a>00183 <span class="keyword">inline</span> ldmat&amp; ldmat::operator -= (<span class="keyword">const</span> ldmat &amp;ldA)  {this-&gt;<span class="keyword">add</span>(ldA,-1.0);<span class="keywordflow">return</span> *<span class="keyword">this</span>;}
121<a name="l00184"></a>00184 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>(){<span class="keywordflow">return</span> dim;}
122<a name="l00185"></a>00185 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>(){<span class="keywordflow">return</span> dim;}
123<a name="l00186"></a>00186
124<a name="l00187"></a>00187 <span class="preprocessor">#endif // DC_H</span>
125</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp;
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127<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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