root/doc/latex/classchmat.tex @ 74

\section{chmat Class Reference}
\label{classchmat}\index{chmat@{chmat}}
Symmetric matrix stored in square root decomposition using upper cholesky.  


{\tt \#include $<$chmat.h$>$}

Inheritance diagram for chmat:\nopagebreak
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Collaboration diagram for chmat:\nopagebreak
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\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
virtual void {\bf opupdt} (const vec \&v, double w)
\item 
virtual mat {\bf to\_\-mat} ()\label{classchmat_a37e2c726e4fc3ad50b26ac2ca6c1452}

\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
virtual void {\bf mult\_\-sym} (const mat \&C)
\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. \item\end{CompactList}\item 
virtual void {\bf mult\_\-sym\_\-t} (const mat \&C)
\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. \item\end{CompactList}\item 
virtual double {\bf logdet} () const \label{classchmat_b504ca818203b13e667cb3c503980382}

\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
virtual vec {\bf sqrt\_\-mult} (const vec \&v) const 
\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item 
virtual double {\bf qform} (const vec \&v) const \label{classchmat_6807737c7ffdb7041256b51db7592248}

\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item 
virtual void {\bf clear} ()\label{classchmat_d0a995d312ecc11d3b43693f5e224ba9}

\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 
virtual void \textbf{inv} (mat \&Inv)\label{classchmat_9875dc244d23ccec039fd2e5447a9cf7}

\item 
virtual void \textbf{inv} ({\bf chmat} \&Inv)\label{classchmat_465a895ce060429a35ee451182aa546a}

\item 
virtual {\bf $\sim$chmat} ()\label{classchmat_ba62fbf7cb8e065a4f3d24457824e89b}

\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
{\bf chmat} (const int dim0)\label{classchmat_fdd73b0c596161637fd25bdf2c670c39}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
{\bf chmat} (const mat \&M)\label{classchmat_8334a00f30f0a05f893c2aeec395ef10}

\begin{CompactList}\small\item\em Default constructor (m3k:cholform). \item\end{CompactList}\item 
mat \& {\bf \_\-Ch} ()\label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}

\begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item 
int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b}

\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item 
int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}

\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
mat {\bf Ch}\label{classchmat_95158bb150f5e7f939168abcd577fd9c}

\begin{CompactList}\small\item\em Upper chollesky triangle of the matrix. \item\end{CompactList}\item 
int {\bf dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d}

\begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Symmetric matrix stored in square root decomposition using upper cholesky. 

This matrix represent \$A=Ch Ch'\$ where only the upper triangle is stored; 

\subsection{Member Function Documentation}
\index{chmat@{chmat}!opupdt@{opupdt}}
\index{opupdt@{opupdt}!chmat@{chmat}}
\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::opupdt (const vec \& {\em v}, double {\em w})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_bbc2d98d7455b1f38828907d442836bf}


Perfroms a rank-1 update by outer product of vectors: \$V = V + w v v'\$. \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description}
\end{Desc}
BLAS-2b operation. 

Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}.\index{chmat@{chmat}!mult_sym@{mult\_\-sym}}
\index{mult_sym@{mult\_\-sym}!chmat@{chmat}}
\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_66f509f92b0ccf020e2a2a32566e0777}


Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em C}]multiplying matrix, \end{description}
\end{Desc}


Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_60fbbfa9e483b8187c135f787ee53afa}.\index{chmat@{chmat}!mult_sym_t@{mult\_\-sym\_\-t}}
\index{mult_sym_t@{mult\_\-sym\_\-t}!chmat@{chmat}}
\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_07f50d1332b901eee962e8b1913102f7}


Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em C}]multiplying matrix, \end{description}
\end{Desc}


Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6909e906da17725b1b80f3cae7cf3325}.\index{chmat@{chmat}!sqrt_mult@{sqrt\_\-mult}}
\index{sqrt_mult@{sqrt\_\-mult}!chmat@{chmat}}
\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec chmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classchmat_b22aa239dbaca33e3fb93b4f674d7051}


Multiplies square root of \$V\$ by vector \$x\$. 

Used e.g. in generating normal samples. 

Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6b79438b5d7544a9c8e110a145355d8f}.

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
work/mixpp/bdm/math/{\bf chmat.h}\item 
work/mixpp/bdm/math/chmat.cpp\end{CompactItemize}