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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8 | Inheritance diagram for sqmat:\nopagebreak |
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9 | \begin{figure}[H] |
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10 | \begin{center} |
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11 | \leavevmode |
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12 | \includegraphics[width=78pt]{classsqmat__inherit__graph} |
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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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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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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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36 | int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} |
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37 | |
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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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40 | |
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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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42 | \subsection*{Protected Attributes} |
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43 | \begin{CompactItemize} |
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44 | \item |
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45 | int \textbf{dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d} |
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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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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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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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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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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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85 | |
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86 | |
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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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91 | Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_6648dd4291b809cce14e8497d0433ad3}. |
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92 | |
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93 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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94 | \item |
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95 | work/mixpp/bdm/math/{\bf libDC.h}\end{CompactItemize} |
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