| [8] | 1 | \section{sqmat Class Reference} |
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| 2 | \label{classsqmat}\index{sqmat@{sqmat}} |
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| 3 | Virtual class for representation of double symmetric matrices in square-root form. |
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| 4 | |
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| 5 | |
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| 6 | {\tt \#include $<$libDC.h$>$} |
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| 7 | |
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| [19] | 8 | Inheritance diagram for sqmat:\nopagebreak |
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| 9 | \begin{figure}[H] |
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| [8] | 10 | \begin{center} |
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| 11 | \leavevmode |
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| [19] | 12 | \includegraphics[width=78pt]{classsqmat__inherit__graph} |
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| [8] | 13 | \end{center} |
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| 14 | \end{figure} |
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| 15 | \subsection*{Public Member Functions} |
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| 16 | \begin{CompactItemize} |
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| 17 | \item |
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| 18 | virtual void {\bf opupdt} (const vec \&v, double w)=0 |
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| 19 | \item |
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| 20 | virtual mat {\bf to\_\-mat} ()=0\label{classsqmat_9a5b6fddfeb42339e1dc9b978a2590fc} |
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| 21 | |
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| 22 | \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item |
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| 23 | virtual void {\bf mult\_\-sym} (const mat \&C, bool trans=true)=0 |
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| 24 | \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 |
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| 25 | virtual double {\bf logdet} ()=0\label{classsqmat_5c852819589f74cdaefbd648c0ce8547} |
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| 26 | |
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| 27 | \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item |
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| [19] | 28 | virtual vec {\bf sqrt\_\-mult} (vec \&v)=0 |
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| 29 | \begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item |
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| [8] | 30 | virtual double {\bf qform} (vec \&v)=0\label{classsqmat_44e079468bc8bfccf634dc85b32ba6be} |
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| 31 | |
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| 32 | \begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item |
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| 33 | virtual void {\bf clear} ()=0\label{classsqmat_6fca246f9eabbdeb8cac03030e826b5e} |
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| 34 | |
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| 35 | \begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item |
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| [22] | 36 | int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} |
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| [8] | 37 | |
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| [22] | 38 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item |
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| 39 | int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} |
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| [8] | 40 | |
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| [22] | 41 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize} |
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| [19] | 42 | \subsection*{Protected Attributes} |
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| [8] | 43 | \begin{CompactItemize} |
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| 44 | \item |
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| [19] | 45 | int \textbf{dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d} |
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| [8] | 46 | |
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| 47 | \end{CompactItemize} |
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| 48 | |
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| 49 | |
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| 50 | \subsection{Detailed Description} |
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| 51 | Virtual class for representation of double symmetric matrices in square-root form. |
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| 52 | |
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| 53 | All operations defined on this class should be optimized for the chosed decomposition. |
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| 54 | |
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| 55 | \subsection{Member Function Documentation} |
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| 56 | \index{sqmat@{sqmat}!opupdt@{opupdt}} |
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| 57 | \index{opupdt@{opupdt}!sqmat@{sqmat}} |
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| 58 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::opupdt (const vec \& {\em v}, double {\em w})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_b223484796661f2dadb5607a86ce0581} |
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| 59 | |
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| 60 | |
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| 61 | Perfroms a rank-1 update by outer product of vectors: \$V = V + w v v'\$. \begin{Desc} |
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| 62 | \item[Parameters:] |
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| 63 | \begin{description} |
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| 64 | \item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description} |
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| 65 | \end{Desc} |
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| [22] | 66 | BLAS-2b operation. |
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| 67 | |
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| 68 | Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}} |
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| [8] | 69 | \index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}} |
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| 70 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C}, bool {\em trans} = {\tt true})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_faa3bc90be142adde9cf74f573c70157} |
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| 71 | |
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| 72 | |
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| 73 | Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. |
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| 74 | |
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| 75 | \begin{Desc} |
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| 76 | \item[Parameters:] |
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| 77 | \begin{description} |
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| 78 | \item[{\em C}]multiplying matrix, \item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \end{description} |
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| 79 | \end{Desc} |
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| [22] | 80 | |
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| 81 | |
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| 82 | Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_acc5d2d0a243f1de6d0106065f01f518}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} |
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| [19] | 83 | \index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}} |
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| 84 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (vec \& {\em v})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_b5236c8a050199e1a9d338b0da1a08d2} |
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| [8] | 85 | |
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| 86 | |
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| [19] | 87 | Multiplies square root of \$V\$ by vector \$x\$. |
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| 88 | |
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| 89 | Used e.g. in generating normal samples. |
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| 90 | |
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| [22] | 91 | Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_6648dd4291b809cce14e8497d0433ad3}. |
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| 92 | |
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| [8] | 93 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 94 | \item |
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| [19] | 95 | work/mixpp/bdm/math/{\bf libDC.h}\end{CompactItemize} |
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