root/doc/latex/classfsqmat.tex @ 271

\hypertarget{classfsqmat}{
\section{fsqmat Class Reference}
\label{classfsqmat}\index{fsqmat@{fsqmat}}
}
{\tt \#include $<$libDC.h$>$}

Inheritance diagram for fsqmat::\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[height=2cm]{classfsqmat}
\end{center}
\end{figure}


\subsection{Detailed Description}
Fake \hyperlink{classsqmat}{sqmat}. This class maps \hyperlink{classsqmat}{sqmat} operations to operations on full matrix. 

This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices; \subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
void \hyperlink{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{opupdt} (const vec \&v, double w)
\item 
\hypertarget{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}{
mat \hyperlink{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}{to\_\-mat} () const }
\label{classfsqmat_f54fc955e8e3b43d15afa92124bc24b3}

\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
void \hyperlink{classfsqmat_5530d2756b5d991de755e6121c9a452e}{mult\_\-sym} (const mat \&C)
\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. \item\end{CompactList}\item 
void \hyperlink{classfsqmat_92052a8adc2054b63e42d1373d145c89}{mult\_\-sym\_\-t} (const mat \&C)
\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. \item\end{CompactList}\item 
\hypertarget{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}{
void \hyperlink{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}{mult\_\-sym} (const mat \&C, \hyperlink{classfsqmat}{fsqmat} \&U) const }
\label{classfsqmat_d4eddc3743c8865cc5ed92d14de0e3e3}

\begin{CompactList}\small\item\em store result of {\tt mult\_\-sym} in external matrix $U$ \item\end{CompactList}\item 
\hypertarget{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}{
void \hyperlink{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}{mult\_\-sym\_\-t} (const mat \&C, \hyperlink{classfsqmat}{fsqmat} \&U) const }
\label{classfsqmat_ae4949ad2a32553c7fa04d6d1483770a}

\begin{CompactList}\small\item\em store result of {\tt mult\_\-sym\_\-t} in external matrix $U$ \item\end{CompactList}\item 
\hypertarget{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}{
void \hyperlink{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}{clear} ()}
\label{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4}

\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 
\hypertarget{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}{
\hyperlink{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}{fsqmat} ()}
\label{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}

\begin{CompactList}\small\item\em Default initialization. \item\end{CompactList}\item 
\hypertarget{classfsqmat_40eae99305e7c7240fa95cfec125b06f}{
\hyperlink{classfsqmat_40eae99305e7c7240fa95cfec125b06f}{fsqmat} (const int dim0)}
\label{classfsqmat_40eae99305e7c7240fa95cfec125b06f}

\begin{CompactList}\small\item\em Default initialization with proper size. \item\end{CompactList}\item 
\hypertarget{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}{
\hyperlink{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}{fsqmat} (const mat \&\hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M})}
\label{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}

\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
\hypertarget{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}{
\hyperlink{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}{fsqmat} (const \hyperlink{classfsqmat}{fsqmat} \&\hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M}, const ivec \&perm)}
\label{classfsqmat_9e19a5e26083f4a493b6fad38cc40fab}

\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
\hypertarget{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}{
\hyperlink{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}{fsqmat} (const vec \&d)}
\label{classfsqmat_c01f3e9bb590f2a2921369d672f3ce1e}

\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
\hypertarget{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}{
virtual \hyperlink{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}{$\sim$fsqmat} ()}
\label{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}

\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
virtual void \hyperlink{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}{inv} (\hyperlink{classfsqmat}{fsqmat} \&Inv)
\begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item 
\hypertarget{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}{
double \hyperlink{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}{logdet} () const }
\label{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}

\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
\hypertarget{classfsqmat_a6c91b0389e73404324b2314b08d6e87}{
double \hyperlink{classfsqmat_a6c91b0389e73404324b2314b08d6e87}{qform} (const vec \&v) const }
\label{classfsqmat_a6c91b0389e73404324b2314b08d6e87}

\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item 
\hypertarget{classfsqmat_58075da64ddadd4df40654c35b928c6f}{
double \hyperlink{classfsqmat_58075da64ddadd4df40654c35b928c6f}{invqform} (const vec \&v) const }
\label{classfsqmat_58075da64ddadd4df40654c35b928c6f}

\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item 
vec \hyperlink{classfsqmat_842a774077ee34ac3c36d180ab33e103}{sqrt\_\-mult} (const vec \&v) const 
\begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item 
\hypertarget{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}{
void \hyperlink{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}{add} (const \hyperlink{classfsqmat}{fsqmat} \&fsq2, double w=1.0)}
\label{classfsqmat_a2e0bf7dbbbbe1d3358064c4ad455f1f}

\begin{CompactList}\small\item\em Add another matrix in fsq form with weight w. \item\end{CompactList}\item 
\hypertarget{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}{
void \hyperlink{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}{setD} (const vec \&nD)}
\label{classfsqmat_922f8190c13987cbcdb33ec2bf5cf105}

\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
\hypertarget{classfsqmat_bcf837b2956745e8986044f5600dbd6e}{
vec \hyperlink{classfsqmat_bcf837b2956745e8986044f5600dbd6e}{getD} ()}
\label{classfsqmat_bcf837b2956745e8986044f5600dbd6e}

\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
\hypertarget{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}{
void \hyperlink{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}{setD} (const vec \&nD, int i)}
\label{classfsqmat_03a8f49eb4d38a054ecc522be59cd2ad}

\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 
\hypertarget{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}{
\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}{operator+=} (const \hyperlink{classfsqmat}{fsqmat} \&A)}
\label{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}

\begin{CompactList}\small\item\em add another \hyperlink{classfsqmat}{fsqmat} matrix \item\end{CompactList}\item 
\hypertarget{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}{
\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}{operator-=} (const \hyperlink{classfsqmat}{fsqmat} \&A)}
\label{classfsqmat_e976bc9d899961e1d2087b0630ed33b7}

\begin{CompactList}\small\item\em subtrack another \hyperlink{classfsqmat}{fsqmat} matrix \item\end{CompactList}\item 
\hypertarget{classfsqmat_af800e7b2146da5e60897255dde80059}{
\hyperlink{classfsqmat}{fsqmat} \& \hyperlink{classfsqmat_af800e7b2146da5e60897255dde80059}{operator$\ast$=} (double x)}
\label{classfsqmat_af800e7b2146da5e60897255dde80059}

\begin{CompactList}\small\item\em multiply by a scalar \item\end{CompactList}\item 
\hypertarget{classsqmat_ecc2e2540f95a04f4449842588170f5b}{
int \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols} () const }
\label{classsqmat_ecc2e2540f95a04f4449842588170f5b}

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

\begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{
mat \hyperlink{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}{M}}
\label{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453}

\begin{CompactList}\small\item\em Full matrix on which the operations are performed. \item\end{CompactList}\item 
\hypertarget{classsqmat_0abed904bdc0882373ba9adba919689d}{
int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}}
\label{classsqmat_0abed904bdc0882373ba9adba919689d}

\begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize}
\subsection*{Friends}
\begin{CompactItemize}
\item 
\hypertarget{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}{
std::ostream \& \hyperlink{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}{operator$<$$<$} (std::ostream \&os, const \hyperlink{classfsqmat}{fsqmat} \&sq)}
\label{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}

\begin{CompactList}\small\item\em print full matrix \item\end{CompactList}\end{CompactItemize}


\subsection{Member Function Documentation}
\hypertarget{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{
\index{fsqmat@{fsqmat}!opupdt@{opupdt}}
\index{opupdt@{opupdt}!fsqmat@{fsqmat}}
\subsubsection[opupdt]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::opupdt (const vec \& {\em v}, \/  double {\em w})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
\label{classfsqmat_b36530e155667fe9f1bd58394e50c65a}


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 \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{sqmat}.

References M.\hypertarget{classfsqmat_5530d2756b5d991de755e6121c9a452e}{
\index{fsqmat@{fsqmat}!mult\_\-sym@{mult\_\-sym}}
\index{mult\_\-sym@{mult\_\-sym}!fsqmat@{fsqmat}}
\subsubsection[mult\_\-sym]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
\label{classfsqmat_5530d2756b5d991de755e6121c9a452e}


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

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


Implements \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{sqmat}.

References M.

Referenced by bdm::EKF$<$ sq\_\-T $>$::bayes().\hypertarget{classfsqmat_92052a8adc2054b63e42d1373d145c89}{
\index{fsqmat@{fsqmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}}
\index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!fsqmat@{fsqmat}}
\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{]}}}}
\label{classfsqmat_92052a8adc2054b63e42d1373d145c89}


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

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


Implements \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{sqmat}.

References M.\hypertarget{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}{
\index{fsqmat@{fsqmat}!inv@{inv}}
\index{inv@{inv}!fsqmat@{fsqmat}}
\subsubsection[inv]{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::inv ({\bf fsqmat} \& {\em Inv})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}


Matrix inversion preserving the chosen form. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em Inv}]a space where the inverse is stored. \end{description}
\end{Desc}


References M.

Referenced by bdm::EKF$<$ sq\_\-T $>$::bayes(), and bdm::egiw::evallog\_\-nn().\hypertarget{classfsqmat_842a774077ee34ac3c36d180ab33e103}{
\index{fsqmat@{fsqmat}!sqrt\_\-mult@{sqrt\_\-mult}}
\index{sqrt\_\-mult@{sqrt\_\-mult}!fsqmat@{fsqmat}}
\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{]}}}}
\label{classfsqmat_842a774077ee34ac3c36d180ab33e103}


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

Used e.g. in generating normal samples. 

Implements \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqmat}.

References M.

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
\hyperlink{libDC_8h}{libDC.h}\item 
libDC.cpp\end{CompactItemize}