1 | \hypertarget{classsqmat}{ |
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2 | \section{sqmat Class Reference} |
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3 | \label{classsqmat}\index{sqmat@{sqmat}} |
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4 | } |
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5 | Virtual class for representation of double symmetric matrices in square-root form. |
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6 | |
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7 | |
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8 | {\tt \#include $<$libDC.h$>$} |
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9 | |
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10 | Inheritance diagram for sqmat:\nopagebreak |
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11 | \begin{figure}[H] |
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12 | \begin{center} |
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13 | \leavevmode |
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14 | \includegraphics[width=110pt]{classsqmat__inherit__graph} |
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15 | \end{center} |
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16 | \end{figure} |
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17 | \subsection*{Public Member Functions} |
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18 | \begin{CompactItemize} |
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19 | \item |
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20 | virtual void \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{opupdt} (const vec \&v, double w)=0 |
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21 | \item |
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22 | \hypertarget{classsqmat_cd0ea3701e4493f353499755fba6e07f}{ |
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23 | virtual mat \hyperlink{classsqmat_cd0ea3701e4493f353499755fba6e07f}{to\_\-mat} () const =0} |
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24 | \label{classsqmat_cd0ea3701e4493f353499755fba6e07f} |
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25 | |
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26 | \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item |
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27 | virtual void \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{mult\_\-sym} (const mat \&C)=0 |
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28 | \begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. \item\end{CompactList}\item |
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29 | virtual void \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{mult\_\-sym\_\-t} (const mat \&C)=0 |
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30 | \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 |
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31 | \hypertarget{classsqmat_0a772b396750eeeed85d69fa72478b45}{ |
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32 | virtual double \hyperlink{classsqmat_0a772b396750eeeed85d69fa72478b45}{logdet} () const =0} |
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33 | \label{classsqmat_0a772b396750eeeed85d69fa72478b45} |
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34 | |
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35 | \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item |
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36 | virtual vec \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqrt\_\-mult} (const vec \&v) const =0 |
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37 | \begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item |
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38 | \hypertarget{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{ |
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39 | virtual double \hyperlink{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{qform} (const vec \&v) const =0} |
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40 | \label{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3} |
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41 | |
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42 | \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item |
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43 | \hypertarget{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{ |
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44 | virtual double \hyperlink{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{invqform} (const vec \&v) const =0} |
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45 | \label{classsqmat_6230e8e8a9341866aaa0ce008691aac2} |
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46 | |
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47 | \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item |
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48 | \hypertarget{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{ |
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49 | virtual void \hyperlink{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{clear} ()=0} |
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50 | \label{classsqmat_6fca246f9eabbdeb8cac03030e826b5e} |
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51 | |
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52 | \begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item |
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53 | \hypertarget{classsqmat_ecc2e2540f95a04f4449842588170f5b}{ |
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54 | int \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols} () const } |
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55 | \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} |
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56 | |
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57 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item |
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58 | \hypertarget{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{ |
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59 | int \hyperlink{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{rows} () const } |
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60 | \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} |
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61 | |
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62 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item |
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63 | \hypertarget{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{ |
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64 | virtual \hyperlink{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{$\sim$sqmat} ()} |
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65 | \label{classsqmat_0481f2067bb32aaea7e6d4f27e46b656} |
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66 | |
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67 | \begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item |
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68 | \hypertarget{classsqmat_4268750c040c716b2c05037f725078a2}{ |
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69 | \hyperlink{classsqmat_4268750c040c716b2c05037f725078a2}{sqmat} (const int dim0)} |
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70 | \label{classsqmat_4268750c040c716b2c05037f725078a2} |
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71 | |
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72 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\end{CompactItemize} |
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73 | \subsection*{Protected Attributes} |
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74 | \begin{CompactItemize} |
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75 | \item |
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76 | \hypertarget{classsqmat_0abed904bdc0882373ba9adba919689d}{ |
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77 | int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}} |
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78 | \label{classsqmat_0abed904bdc0882373ba9adba919689d} |
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79 | |
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80 | \begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize} |
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81 | |
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82 | |
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83 | \subsection{Detailed Description} |
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84 | Virtual class for representation of double symmetric matrices in square-root form. |
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85 | |
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86 | All operations defined on this class should be optimized for the chosen decomposition. |
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87 | |
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88 | \subsection{Member Function Documentation} |
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89 | \hypertarget{classsqmat_b223484796661f2dadb5607a86ce0581}{ |
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90 | \index{sqmat@{sqmat}!opupdt@{opupdt}} |
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91 | \index{opupdt@{opupdt}!sqmat@{sqmat}} |
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92 | \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{]}}}} |
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93 | \label{classsqmat_b223484796661f2dadb5607a86ce0581} |
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94 | |
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95 | |
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96 | Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. \begin{Desc} |
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97 | \item[Parameters:] |
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98 | \begin{description} |
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99 | \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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100 | \end{Desc} |
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101 | BLAS-2b operation. |
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102 | |
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103 | Implemented in \hyperlink{classchmat_bbc2d98d7455b1f38828907d442836bf}{chmat}, \hyperlink{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{fsqmat}, and \hyperlink{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}{ldmat}.\hypertarget{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{ |
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104 | \index{sqmat@{sqmat}!mult\_\-sym@{mult\_\-sym}} |
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105 | \index{mult\_\-sym@{mult\_\-sym}!sqmat@{sqmat}} |
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106 | \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{]}}}} |
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107 | \label{classsqmat_60fbbfa9e483b8187c135f787ee53afa} |
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108 | |
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109 | |
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110 | Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. |
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111 | |
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112 | \begin{Desc} |
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113 | \item[Parameters:] |
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114 | \begin{description} |
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115 | \item[{\em C}]multiplying matrix, \end{description} |
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116 | \end{Desc} |
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117 | |
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118 | |
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119 | Implemented in \hyperlink{classchmat_66f509f92b0ccf020e2a2a32566e0777}{chmat}, \hyperlink{classfsqmat_5530d2756b5d991de755e6121c9a452e}{fsqmat}, and \hyperlink{classldmat_e967b9425007f0cb6cd59b845f9756d8}{ldmat}.\hypertarget{classsqmat_6909e906da17725b1b80f3cae7cf3325}{ |
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120 | \index{sqmat@{sqmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} |
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121 | \index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!sqmat@{sqmat}} |
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122 | \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{]}}}} |
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123 | \label{classsqmat_6909e906da17725b1b80f3cae7cf3325} |
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124 | |
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125 | |
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126 | Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. |
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127 | |
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128 | \begin{Desc} |
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129 | \item[Parameters:] |
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130 | \begin{description} |
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131 | \item[{\em C}]multiplying matrix, \end{description} |
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132 | \end{Desc} |
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133 | |
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134 | |
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135 | Implemented in \hyperlink{classchmat_07f50d1332b901eee962e8b1913102f7}{chmat}, \hyperlink{classfsqmat_92052a8adc2054b63e42d1373d145c89}{fsqmat}, and \hyperlink{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}{ldmat}.\hypertarget{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{ |
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136 | \index{sqmat@{sqmat}!sqrt\_\-mult@{sqrt\_\-mult}} |
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137 | \index{sqrt\_\-mult@{sqrt\_\-mult}!sqmat@{sqmat}} |
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138 | \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{]}}}} |
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139 | \label{classsqmat_6b79438b5d7544a9c8e110a145355d8f} |
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140 | |
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141 | |
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142 | Multiplies square root of $V$ by vector $x$. |
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143 | |
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144 | Used e.g. in generating normal samples. |
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145 | |
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146 | Implemented in \hyperlink{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{chmat}, \hyperlink{classfsqmat_842a774077ee34ac3c36d180ab33e103}{fsqmat}, and \hyperlink{classldmat_fc380626ced6f9244fb58c5f0231174d}{ldmat}. |
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147 | |
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148 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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149 | \item |
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150 | work/git/mixpp/bdm/math/\hyperlink{libDC_8h}{libDC.h}\end{CompactItemize} |
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