root/doc/latex/classsqmat.tex @ 22

Revision 22, 4.4 kB (checked in by smidl, 17 years ago)

upravy Kalmana

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