root/doc/latex/classsqmat.tex @ 172

\hypertarget{classsqmat}{
\section{sqmat Class Reference}
\label{classsqmat}\index{sqmat@{sqmat}}
}
Virtual class for representation of double symmetric matrices in square-root form.  


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

Inheritance diagram for sqmat:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=104pt]{classsqmat__inherit__graph}
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\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
virtual void \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{opupdt} (const vec \&v, double w)=0
\item 
\hypertarget{classsqmat_cd0ea3701e4493f353499755fba6e07f}{
virtual mat \hyperlink{classsqmat_cd0ea3701e4493f353499755fba6e07f}{to\_\-mat} () const =0}
\label{classsqmat_cd0ea3701e4493f353499755fba6e07f}

\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
virtual void \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{mult\_\-sym} (const mat \&C)=0
\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. \item\end{CompactList}\item 
virtual void \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{mult\_\-sym\_\-t} (const mat \&C)=0
\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{classsqmat_0a772b396750eeeed85d69fa72478b45}{
virtual double \hyperlink{classsqmat_0a772b396750eeeed85d69fa72478b45}{logdet} () const =0}
\label{classsqmat_0a772b396750eeeed85d69fa72478b45}

\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
virtual vec \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqrt\_\-mult} (const vec \&v) const =0
\begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item 
\hypertarget{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{
virtual double \hyperlink{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{qform} (const vec \&v) const =0}
\label{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}

\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item 
\hypertarget{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{
virtual double \hyperlink{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{invqform} (const vec \&v) const =0}
\label{classsqmat_6230e8e8a9341866aaa0ce008691aac2}

\begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item 
\hypertarget{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{
virtual void \hyperlink{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{clear} ()=0}
\label{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}

\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \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}\item 
\hypertarget{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{
virtual \hyperlink{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{$\sim$sqmat} ()}
\label{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}

\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
\hypertarget{classsqmat_4268750c040c716b2c05037f725078a2}{
\hyperlink{classsqmat_4268750c040c716b2c05037f725078a2}{sqmat} (const int dim0)}
\label{classsqmat_4268750c040c716b2c05037f725078a2}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\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{Detailed Description}
Virtual class for representation of double symmetric matrices in square-root form. 

All operations defined on this class should be optimized for the chosen decomposition. 

\subsection{Member Function Documentation}
\hypertarget{classsqmat_b223484796661f2dadb5607a86ce0581}{
\index{sqmat@{sqmat}!opupdt@{opupdt}}
\index{opupdt@{opupdt}!sqmat@{sqmat}}
\subsubsection[opupdt]{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::opupdt (const vec \& {\em v}, \/  double {\em w})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
\label{classsqmat_b223484796661f2dadb5607a86ce0581}


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. 

Implemented in \hyperlink{classchmat_bbc2d98d7455b1f38828907d442836bf}{chmat}, \hyperlink{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{fsqmat}, and \hyperlink{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}{ldmat}.\hypertarget{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{
\index{sqmat@{sqmat}!mult\_\-sym@{mult\_\-sym}}
\index{mult\_\-sym@{mult\_\-sym}!sqmat@{sqmat}}
\subsubsection[mult\_\-sym]{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
\label{classsqmat_60fbbfa9e483b8187c135f787ee53afa}


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}


Implemented in \hyperlink{classchmat_66f509f92b0ccf020e2a2a32566e0777}{chmat}, \hyperlink{classfsqmat_5530d2756b5d991de755e6121c9a452e}{fsqmat}, and \hyperlink{classldmat_e967b9425007f0cb6cd59b845f9756d8}{ldmat}.\hypertarget{classsqmat_6909e906da17725b1b80f3cae7cf3325}{
\index{sqmat@{sqmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}}
\index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!sqmat@{sqmat}}
\subsubsection[mult\_\-sym\_\-t]{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
\label{classsqmat_6909e906da17725b1b80f3cae7cf3325}


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}


Implemented in \hyperlink{classchmat_07f50d1332b901eee962e8b1913102f7}{chmat}, \hyperlink{classfsqmat_92052a8adc2054b63e42d1373d145c89}{fsqmat}, and \hyperlink{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}{ldmat}.\hypertarget{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{
\index{sqmat@{sqmat}!sqrt\_\-mult@{sqrt\_\-mult}}
\index{sqrt\_\-mult@{sqrt\_\-mult}!sqmat@{sqmat}}
\subsubsection[sqrt\_\-mult]{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
\label{classsqmat_6b79438b5d7544a9c8e110a145355d8f}


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

Used e.g. in generating normal samples. 

Implemented in \hyperlink{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{chmat}, \hyperlink{classfsqmat_842a774077ee34ac3c36d180ab33e103}{fsqmat}, and \hyperlink{classldmat_fc380626ced6f9244fb58c5f0231174d}{ldmat}.

The documentation for this class was generated from the following file:\begin{CompactItemize}
\item 
work/git/mixpp/bdm/math/\hyperlink{libDC_8h}{libDC.h}\end{CompactItemize}