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1\hypertarget{classfsqmat}{
2\section{fsqmat Class Reference}
3\label{classfsqmat}\index{fsqmat@{fsqmat}}
4}
5Fake \hyperlink{classsqmat}{sqmat}. This class maps \hyperlink{classsqmat}{sqmat} operations to operations on full matrix. 
6
7
8{\tt \#include $<$libDC.h$>$}
9
10Inheritance diagram for fsqmat:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=45pt]{classfsqmat__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for fsqmat:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=45pt]{classfsqmat__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27void \hyperlink{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{opupdt} (const vec \&v, double w)
28\item 
29\hypertarget{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}{
30mat \hyperlink{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}{to\_\-mat} () const }
31\label{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}
32
33\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
34void \hyperlink{classfsqmat_5530d2756b5d991de755e6121c9a452e}{mult\_\-sym} (const mat \&C)
35\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. \item\end{CompactList}\item 
36void \hyperlink{classfsqmat_92052a8adc2054b63e42d1373d145c89}{mult\_\-sym\_\-t} (const mat \&C)
37\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. \item\end{CompactList}\item 
38\hypertarget{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}{
39void \hyperlink{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}{mult\_\-sym} (const mat \&C, \hyperlink{classfsqmat}{fsqmat} \&U) const }
40\label{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}
41
42\begin{CompactList}\small\item\em store result of {\tt mult\_\-sym} in external matrix $U$ \item\end{CompactList}\item 
43\hypertarget{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}{
44void \hyperlink{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}{mult\_\-sym\_\-t} (const mat \&C, \hyperlink{classfsqmat}{fsqmat} \&U) const }
45\label{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}
46
47\begin{CompactList}\small\item\em store result of {\tt mult\_\-sym\_\-t} in external matrix $U$ \item\end{CompactList}\item 
48\hypertarget{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}{
49void \hyperlink{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}{clear} ()}
50\label{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}
51
52\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 
53\hypertarget{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}{
54\hyperlink{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}{fsqmat} ()}
55\label{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}
56
57\begin{CompactList}\small\item\em Default initialization. \item\end{CompactList}\item 
58\hypertarget{classfsqmat_40eae99305e7c7240fa95cfec125b06f}{
59\hyperlink{classfsqmat_40eae99305e7c7240fa95cfec125b06f}{fsqmat} (const int dim0)}
60\label{classfsqmat_40eae99305e7c7240fa95cfec125b06f}
61
62\begin{CompactList}\small\item\em Default initialization with proper size. \item\end{CompactList}\item 
63\hypertarget{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}{
64\hyperlink{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}{fsqmat} (const mat \&\hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M})}
65\label{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}
66
67\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
68\hypertarget{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}{
69\hyperlink{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}{fsqmat} (const \hyperlink{classfsqmat}{fsqmat} \&\hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M}, const ivec \&perm)}
70\label{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}
71
72\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
73\hypertarget{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}{
74\hyperlink{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}{fsqmat} (const vec \&d)}
75\label{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}
76
77\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
78\hypertarget{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}{
79virtual \hyperlink{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}{$\sim$fsqmat} ()}
80\label{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}
81
82\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
83virtual void \hyperlink{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}{inv} (\hyperlink{classfsqmat}{fsqmat} \&Inv)
84\begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item 
85\hypertarget{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}{
86double \hyperlink{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}{logdet} () const }
87\label{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}
88
89\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
90\hypertarget{classfsqmat_a6c91b0389e73404324b2314b08d6e87}{
91double \hyperlink{classfsqmat_a6c91b0389e73404324b2314b08d6e87}{qform} (const vec \&v) const }
92\label{classfsqmat_a6c91b0389e73404324b2314b08d6e87}
93
94\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item 
95\hypertarget{classfsqmat_58075da64ddadd4df40654c35b928c6f}{
96double \hyperlink{classfsqmat_58075da64ddadd4df40654c35b928c6f}{invqform} (const vec \&v) const }
97\label{classfsqmat_58075da64ddadd4df40654c35b928c6f}
98
99\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item 
100vec \hyperlink{classfsqmat_842a774077ee34ac3c36d180ab33e103}{sqrt\_\-mult} (const vec \&v) const
101\begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item 
102\hypertarget{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}{
103void \hyperlink{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}{add} (const \hyperlink{classfsqmat}{fsqmat} \&fsq2, double w=1.0)}
104\label{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}
105
106\begin{CompactList}\small\item\em Add another matrix in fsq form with weight w. \item\end{CompactList}\item 
107\hypertarget{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}{
108void \hyperlink{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}{setD} (const vec \&nD)}
109\label{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}
110
111\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
112\hypertarget{classfsqmat_bcf837b2956745e8986044f5600dbd6e}{
113vec \hyperlink{classfsqmat_bcf837b2956745e8986044f5600dbd6e}{getD} ()}
114\label{classfsqmat_bcf837b2956745e8986044f5600dbd6e}
115
116\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
117\hypertarget{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}{
118void \hyperlink{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}{setD} (const vec \&nD, int i)}
119\label{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}
120
121\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
122\hypertarget{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}{
123\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}{operator+=} (const \hyperlink{classfsqmat}{fsqmat} \&A)}
124\label{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}
125
126\begin{CompactList}\small\item\em add another \hyperlink{classfsqmat}{fsqmat} matrix \item\end{CompactList}\item 
127\hypertarget{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}{
128\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}{operator-=} (const \hyperlink{classfsqmat}{fsqmat} \&A)}
129\label{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}
130
131\begin{CompactList}\small\item\em subtrack another \hyperlink{classfsqmat}{fsqmat} matrix \item\end{CompactList}\item 
132\hypertarget{classfsqmat_af800e7b2146da5e60897255dde80059}{
133\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_af800e7b2146da5e60897255dde80059}{operator$\ast$=} (double x)}
134\label{classfsqmat_af800e7b2146da5e60897255dde80059}
135
136\begin{CompactList}\small\item\em multiply by a scalar \item\end{CompactList}\item 
137\hypertarget{classsqmat_ecc2e2540f95a04f4449842588170f5b}{
138int \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols} () const }
139\label{classsqmat_ecc2e2540f95a04f4449842588170f5b}
140
141\begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item 
142\hypertarget{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{
143int \hyperlink{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{rows} () const }
144\label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}
145
146\begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\end{CompactItemize}
147\subsection*{Protected Attributes}
148\begin{CompactItemize}
149\item 
150\hypertarget{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{
151mat \hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M}}
152\label{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}
153
154\begin{CompactList}\small\item\em Full matrix on which the operations are performed. \item\end{CompactList}\item 
155\hypertarget{classsqmat_0abed904bdc0882373ba9adba919689d}{
156int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}}
157\label{classsqmat_0abed904bdc0882373ba9adba919689d}
158
159\begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize}
160\subsection*{Friends}
161\begin{CompactItemize}
162\item 
163\hypertarget{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}{
164std::ostream \& \hyperlink{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}{operator$<$$<$} (std::ostream \&os, const \hyperlink{classfsqmat}{fsqmat} \&sq)}
165\label{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}
166
167\begin{CompactList}\small\item\em print full matrix \item\end{CompactList}\end{CompactItemize}
168
169
170\subsection{Detailed Description}
171Fake \hyperlink{classsqmat}{sqmat}. This class maps \hyperlink{classsqmat}{sqmat} operations to operations on full matrix.
172
173This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices;
174
175\subsection{Member Function Documentation}
176\hypertarget{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{
177\index{fsqmat@{fsqmat}!opupdt@{opupdt}}
178\index{opupdt@{opupdt}!fsqmat@{fsqmat}}
179\subsubsection[opupdt]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::opupdt (const vec \& {\em v}, \/  double {\em w})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
180\label{classfsqmat_b36530e155667fe9f1bd58394e50c65a}
181
182
183Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. \begin{Desc}
184\item[Parameters:]
185\begin{description}
186\item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description}
187\end{Desc}
188BLAS-2b operation.
189
190Implements \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{sqmat}.
191
192References M.\hypertarget{classfsqmat_5530d2756b5d991de755e6121c9a452e}{
193\index{fsqmat@{fsqmat}!mult\_\-sym@{mult\_\-sym}}
194\index{mult\_\-sym@{mult\_\-sym}!fsqmat@{fsqmat}}
195\subsubsection[mult\_\-sym]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
196\label{classfsqmat_5530d2756b5d991de755e6121c9a452e}
197
198
199Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
200
201\begin{Desc}
202\item[Parameters:]
203\begin{description}
204\item[{\em C}]multiplying matrix, \end{description}
205\end{Desc}
206
207
208Implements \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{sqmat}.
209
210References M.
211
212Referenced by EKF$<$ sq\_\-T $>$::bayes().\hypertarget{classfsqmat_92052a8adc2054b63e42d1373d145c89}{
213\index{fsqmat@{fsqmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}}
214\index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!fsqmat@{fsqmat}}
215\subsubsection[mult\_\-sym\_\-t]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
216\label{classfsqmat_92052a8adc2054b63e42d1373d145c89}
217
218
219Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.
220
221\begin{Desc}
222\item[Parameters:]
223\begin{description}
224\item[{\em C}]multiplying matrix, \end{description}
225\end{Desc}
226
227
228Implements \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{sqmat}.
229
230References M.\hypertarget{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}{
231\index{fsqmat@{fsqmat}!inv@{inv}}
232\index{inv@{inv}!fsqmat@{fsqmat}}
233\subsubsection[inv]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::inv ({\bf fsqmat} \& {\em Inv})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
234\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}
235
236
237Matrix inversion preserving the chosen form.
238
239\begin{Desc}
240\item[Parameters:]
241\begin{description}
242\item[{\em Inv}]a space where the inverse is stored. \end{description}
243\end{Desc}
244
245
246References M.
247
248Referenced by EKF$<$ sq\_\-T $>$::bayes(), and egiw::evallog\_\-nn().\hypertarget{classfsqmat_842a774077ee34ac3c36d180ab33e103}{
249\index{fsqmat@{fsqmat}!sqrt\_\-mult@{sqrt\_\-mult}}
250\index{sqrt\_\-mult@{sqrt\_\-mult}!fsqmat@{fsqmat}}
251\subsubsection[sqrt\_\-mult]{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
252\label{classfsqmat_842a774077ee34ac3c36d180ab33e103}
253
254
255Multiplies square root of $V$ by vector $x$.
256
257Used e.g. in generating normal samples.
258
259Implements \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqmat}.
260
261References M.
262
263The documentation for this class was generated from the following files:\begin{CompactItemize}
264\item 
265work/git/mixpp/bdm/math/\hyperlink{libDC_8h}{libDC.h}\item 
266work/git/mixpp/bdm/math/libDC.cpp\end{CompactItemize}
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