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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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16<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
17<a name="l00013"></a>00013 <span class="preprocessor">#ifndef DC_H</span>
18<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define DC_H</span>
19<a name="l00015"></a>00015 <span class="preprocessor"></span>
20<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
21<a name="l00017"></a>00017
22<a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp;
23<a name="l00019"></a>00019
24<a name="l00021"></a>00021 <span class="keywordtype">void</span> dydr( <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 );
25<a name="l00022"></a>00022
26<a name="l00024"></a>00024 <span class="comment">//TODO can be done via: dtrtri.f from lapack</span>
27<a name="l00025"></a>00025 mat ltuinv( <span class="keyword">const</span> mat &amp;L );
28<a name="l00026"></a>00026
29<a name="l00031"></a><a class="code" href="classsqmat.html">00031</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>
30<a name="l00032"></a>00032 {
31<a name="l00033"></a>00033         <span class="keyword">public</span>:
32<a name="l00041"></a>00041                 <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;
33<a name="l00042"></a>00042
34<a name="l00046"></a>00046                 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0;
35<a name="l00047"></a>00047
36<a name="l00051"></a>00051                 <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 $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ) =0;
37<a name="l00052"></a>00052                 
38<a name="l00056"></a>00056                 <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 $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ) =0;
39<a name="l00057"></a>00057
40<a name="l00058"></a>00058
41<a name="l00063"></a>00063                 <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;
42<a name="l00064"></a>00064
43<a name="l00070"></a>00070                 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span> =0;
44<a name="l00071"></a>00071
45<a name="l00076"></a>00076                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span> =0;
46<a name="l00077"></a>00077
47<a name="l00078"></a>00078 <span class="comment">//      //! easy version of the</span>
48<a name="l00079"></a>00079 <span class="comment">//      sqmat inv();</span>
49<a name="l00080"></a>00080
50<a name="l00082"></a>00082                 <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;
51<a name="l00083"></a>00083
52<a name="l00085"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00085</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>;};
53<a name="l00086"></a>00086
54<a name="l00088"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00088</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>;};
55<a name="l00089"></a>00089
56<a name="l00091"></a><a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">00091</a>                 <span class="keyword">virtual</span> <a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656" title="Destructor for future use;.">~sqmat</a>(){};
57<a name="l00093"></a><a class="code" href="classsqmat.html#4268750c040c716b2c05037f725078a2">00093</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){};
58<a name="l00094"></a>00094         <span class="keyword">protected</span>:
59<a name="l00096"></a>00096                 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>;
60<a name="l00097"></a>00097 };
61<a name="l00098"></a>00098
62<a name="l00099"></a>00099
63<a name="l00104"></a><a class="code" href="classfsqmat.html">00104</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>
64<a name="l00105"></a>00105 {
65<a name="l00106"></a>00106         <span class="keyword">protected</span>:
66<a name="l00108"></a><a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">00108</a>                 mat <a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453" title="Full matrix on which the operations are performed.">M</a>;
67<a name="l00109"></a>00109         <span class="keyword">public</span>:
68<a name="l00110"></a>00110                 <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 );
69<a name="l00111"></a>00111                 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ;
70<a name="l00112"></a>00112                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" 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);
71<a name="l00113"></a>00113                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C);
72<a name="l00115"></a>00115                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" 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="keyword">const</span>;
73<a name="l00117"></a>00117                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">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>;
74<a name="l00118"></a>00118                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
75<a name="l00119"></a>00119
76<a name="l00121"></a>00121                 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span>
77<a name="l00123"></a>00123 <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>
78<a name="l00125"></a>00125 <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> );
79<a name="l00126"></a>00126
80<a name="l00128"></a><a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">00128</a>                 <span class="keyword">virtual</span> <a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e" title="Destructor for future use;.">~fsqmat</a>(){};
81<a name="l00129"></a>00129
82<a name="l00130"></a>00130
83<a name="l00136"></a>00136                 <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 );
84<a name="l00137"></a>00137
85<a name="l00138"></a><a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">00138</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> ) );};
86<a name="l00139"></a><a class="code" href="classfsqmat.html#a6c91b0389e73404324b2314b08d6e87">00139</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#a6c91b0389e73404324b2314b08d6e87" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">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 ) );};
87<a name="l00140"></a><a class="code" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103">00140</a>                 vec <a class="code" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;};
88<a name="l00141"></a>00141
89<a name="l00143"></a><a class="code" href="classfsqmat.html#514d1fdd8a382dbd6a774f2cf1ebd3de">00143</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>;};
90<a name="l00145"></a><a class="code" href="classfsqmat.html#e976bc9d899961e1d2087b0630ed33b7">00145</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>;};
91<a name="l00147"></a><a class="code" href="classfsqmat.html#8f7ce97628a50e06641281096b2af9b7">00147</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#8f7ce97628a50e06641281096b2af9b7" 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>;};
92<a name="l00148"></a>00148 <span class="comment">//              fsqmat&amp; operator = ( const fsqmat &amp;A) {M=A.M; return *this;};</span>
93<a name="l00150"></a>00150 <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 );
94<a name="l00151"></a>00151
95<a name="l00152"></a>00152 };
96<a name="l00153"></a>00153
97<a name="l00159"></a><a class="code" href="classldmat.html">00159</a> <span class="keyword">class </span><a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically 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>
98<a name="l00160"></a>00160 {
99<a name="l00161"></a>00161         <span class="keyword">public</span>:
100<a name="l00162"></a>00162
101<a name="l00164"></a>00164                 <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 $L$.">L</a>, <span class="keyword">const</span> vec &amp;<a class="code" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e" title="Positive vector $D$.">D</a> );
102<a name="l00166"></a>00166                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> (<span class="keyword">const</span> mat &amp;V );
103<a name="l00168"></a>00168                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> ( vec D0 );
104<a name="l00170"></a>00170                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a> ();
105<a name="l00172"></a>00172                 <a class="code" href="classldmat.html#a12dda6f529580b0377cc45226b43303" title="Default constructor.">ldmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0);
106<a name="l00173"></a>00173
107<a name="l00175"></a><a class="code" href="classldmat.html#1e2734c0164ce5233c4d709679555138">00175</a>                 <span class="keyword">virtual</span> <a class="code" href="classldmat.html#1e2734c0164ce5233c4d709679555138" title="Destructor for future use;.">~ldmat</a>(){};
108<a name="l00176"></a>00176
109<a name="l00177"></a>00177                 <span class="comment">// Reimplementation of compulsory operatios</span>
110<a name="l00178"></a>00178
111<a name="l00179"></a>00179                 <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 );
112<a name="l00180"></a>00180                 mat <a class="code" href="classldmat.html#5b0515da8dc2293d9e4360b74cc26c9e" title="Conversion to full matrix.">to_mat</a>();
113<a name="l00181"></a>00181                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8" 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);
114<a name="l00182"></a>00182                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C);
115<a name="l00184"></a>00184                 <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, (typically known as UD).">ldmat</a> &amp;ld2, <span class="keywordtype">double</span> w=1.0 );
116<a name="l00185"></a>00185                 <span class="keywordtype">double</span> <a class="code" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>;
117<a name="l00186"></a>00186                 <span class="keywordtype">double</span> <a class="code" href="classldmat.html#d64f331b781903e913cb2ee836886f3f" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> (<span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
118<a name="l00187"></a>00187 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; ld2 );</span>
119<a name="l00188"></a>00188                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4d6e401de9607332305c27e67972a07a" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
120<a name="l00189"></a>00189                 <span class="keywordtype">int</span> <a class="code" href="classldmat.html#0fceb6b5b637cec89bb0a3d2e6be1306" title="access function">cols</a>() <span class="keyword">const</span>;
121<a name="l00190"></a>00190                 <span class="keywordtype">int</span> <a class="code" href="classldmat.html#96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>() <span class="keyword">const</span>;
122<a name="l00191"></a>00191                 vec <a class="code" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
123<a name="l00192"></a>00192
124<a name="l00196"></a>00196                 <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, (typically known as UD).">ldmat</a> &amp;Inv ) <span class="keyword">const</span>;
125<a name="l00197"></a>00197
126<a name="l00202"></a>00202                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8" 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="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;U) <span class="keyword">const</span>;
127<a name="l00203"></a>00203
128<a name="l00208"></a>00208                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;U) <span class="keyword">const</span>;
129<a name="l00209"></a>00209
130<a name="l00210"></a>00210
131<a name="l00217"></a>00217                 <span class="keywordtype">void</span> <a class="code" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506" title="Transforms general $A&amp;#39;D0 A$ into pure $L&amp;#39;DL$.">ldform</a> (<span class="keyword">const</span> mat &amp;A,<span class="keyword">const</span> vec &amp;D0 );
132<a name="l00218"></a>00218
133<a name="l00220"></a><a class="code" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">00220</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;}
134<a name="l00222"></a><a class="code" href="classldmat.html#7619922b4de18830ce5351c6b5667e60">00222</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>
135<a name="l00224"></a><a class="code" href="classldmat.html#32ff66296627ff5341d7c0b973249614">00224</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;}
136<a name="l00225"></a>00225
137<a name="l00227"></a>00227                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#ca445ee152a56043af946ea095b2d8f8" title="add another ldmat matrix">operator += </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;ldA );
138<a name="l00229"></a>00229                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#e3f4d2d85ab1ba384c852329aa31d0fb" title="subtract another ldmat matrix">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;ldA );
139<a name="l00231"></a>00231                 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#16871b2d54be6e5dc73f78b8cb90771c" title="multiply by a scalar">operator *= </a>( <span class="keywordtype">double</span> x );
140<a name="l00232"></a>00232
141<a name="l00234"></a>00234                 <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, (typically known as UD).">ldmat</a> &amp;sq );
142<a name="l00235"></a>00235
143<a name="l00236"></a>00236
144<a name="l00237"></a>00237         <span class="keyword">protected</span>:
145<a name="l00239"></a><a class="code" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">00239</a>                 vec D;
146<a name="l00241"></a><a class="code" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">00241</a>                 mat L;
147<a name="l00242"></a>00242
148<a name="l00243"></a>00243 };
149<a name="l00244"></a>00244
150<a name="l00245"></a>00245
151<a name="l00248"></a><a class="code" href="classldmat.html#ca445ee152a56043af946ea095b2d8f8">00248</a> <span class="keyword">inline</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#ca445ee152a56043af946ea095b2d8f8" 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, (typically 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>;}
152<a name="l00250"></a><a class="code" href="classldmat.html#e3f4d2d85ab1ba384c852329aa31d0fb">00250</a> <span class="keyword">inline</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a>&amp; <a class="code" href="classldmat.html#e3f4d2d85ab1ba384c852329aa31d0fb" 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, (typically 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>;}
153<a name="l00252"></a><a class="code" href="classldmat.html#0fceb6b5b637cec89bb0a3d2e6be1306">00252</a> <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classldmat.html#0fceb6b5b637cec89bb0a3d2e6be1306" 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>;}
154<a name="l00254"></a><a class="code" href="classldmat.html#96dfb21865db4f5bd36fa70f9b0b1163">00254</a> <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classldmat.html#96dfb21865db4f5bd36fa70f9b0b1163" 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>;}
155<a name="l00255"></a>00255
156<a name="l00256"></a>00256 <span class="preprocessor">#endif // DC_H</span>
157</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:44 2008 for mixpp by&nbsp;
158<a href="http://www.doxygen.org/index.html">
159<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
160</body>
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