| 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 | {\tt \#include $<$libDC.h$>$} |
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| 6 | |
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| 7 | Inheritance diagram for sqmat:\nopagebreak |
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| 8 | \begin{figure}[H] |
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| 9 | \begin{center} |
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| 10 | \leavevmode |
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| 11 | \includegraphics[width=110pt]{classsqmat__inherit__graph} |
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| 12 | \end{center} |
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| 13 | \end{figure} |
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| 14 | |
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| 15 | |
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| 16 | \subsection{Detailed Description} |
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| 17 | Virtual class for representation of double symmetric matrices in square-root form. |
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| 18 | |
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| 19 | All operations defined on this class should be optimized for the chosen decomposition. \subsection*{Public Member Functions} |
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| 20 | \begin{CompactItemize} |
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| 21 | \item |
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| 22 | virtual void \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{opupdt} (const vec \&v, double w)=0 |
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| 23 | \item |
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| 24 | \hypertarget{classsqmat_cd0ea3701e4493f353499755fba6e07f}{ |
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| 25 | virtual mat \hyperlink{classsqmat_cd0ea3701e4493f353499755fba6e07f}{to\_\-mat} () const =0} |
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| 26 | \label{classsqmat_cd0ea3701e4493f353499755fba6e07f} |
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| 27 | |
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| 28 | \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item |
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| 29 | virtual void \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{mult\_\-sym} (const mat \&C)=0 |
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| 30 | \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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| 31 | virtual void \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{mult\_\-sym\_\-t} (const mat \&C)=0 |
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| 32 | \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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| 33 | \hypertarget{classsqmat_0a772b396750eeeed85d69fa72478b45}{ |
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| 34 | virtual double \hyperlink{classsqmat_0a772b396750eeeed85d69fa72478b45}{logdet} () const =0} |
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| 35 | \label{classsqmat_0a772b396750eeeed85d69fa72478b45} |
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| 36 | |
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| 37 | \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item |
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| 38 | virtual vec \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqrt\_\-mult} (const vec \&v) const =0 |
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| 39 | \begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item |
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| 40 | \hypertarget{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{ |
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| 41 | virtual double \hyperlink{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3}{qform} (const vec \&v) const =0} |
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| 42 | \label{classsqmat_fc026312eb02ba09f85d5aacd6f05ab3} |
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| 43 | |
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| 44 | \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item |
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| 45 | \hypertarget{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{ |
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| 46 | virtual double \hyperlink{classsqmat_6230e8e8a9341866aaa0ce008691aac2}{invqform} (const vec \&v) const =0} |
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| 47 | \label{classsqmat_6230e8e8a9341866aaa0ce008691aac2} |
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| 48 | |
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| 49 | \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item |
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| 50 | \hypertarget{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{ |
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| 51 | virtual void \hyperlink{classsqmat_6fca246f9eabbdeb8cac03030e826b5e}{clear} ()=0} |
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| 52 | \label{classsqmat_6fca246f9eabbdeb8cac03030e826b5e} |
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| 53 | |
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| 54 | \begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item |
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| 55 | \hypertarget{classsqmat_ecc2e2540f95a04f4449842588170f5b}{ |
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| 56 | int \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols} () const } |
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| 57 | \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} |
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| 58 | |
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| 59 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item |
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| 60 | \hypertarget{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{ |
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| 61 | int \hyperlink{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{rows} () const } |
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| 62 | \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} |
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| 63 | |
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| 64 | \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item |
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| 65 | \hypertarget{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{ |
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| 66 | virtual \hyperlink{classsqmat_0481f2067bb32aaea7e6d4f27e46b656}{$\sim$sqmat} ()} |
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| 67 | \label{classsqmat_0481f2067bb32aaea7e6d4f27e46b656} |
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| 68 | |
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| 69 | \begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item |
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| 70 | \hypertarget{classsqmat_4268750c040c716b2c05037f725078a2}{ |
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| 71 | \hyperlink{classsqmat_4268750c040c716b2c05037f725078a2}{sqmat} (const int dim0)} |
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| 72 | \label{classsqmat_4268750c040c716b2c05037f725078a2} |
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| 73 | |
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| 74 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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| 75 | \hypertarget{classsqmat_5493a4a11a2b3c41de9cdd8ce305bb44}{ |
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| 76 | \hyperlink{classsqmat_5493a4a11a2b3c41de9cdd8ce305bb44}{sqmat} ()} |
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| 77 | \label{classsqmat_5493a4a11a2b3c41de9cdd8ce305bb44} |
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| 78 | |
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| 79 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\end{CompactItemize} |
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| 80 | \subsection*{Protected Attributes} |
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| 81 | \begin{CompactItemize} |
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| 82 | \item |
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| 83 | \hypertarget{classsqmat_0abed904bdc0882373ba9adba919689d}{ |
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| 84 | int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}} |
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| 85 | \label{classsqmat_0abed904bdc0882373ba9adba919689d} |
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| 86 | |
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| 87 | \begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize} |
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| 88 | |
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| 89 | |
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| 90 | \subsection{Member Function Documentation} |
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| 91 | \hypertarget{classsqmat_b223484796661f2dadb5607a86ce0581}{ |
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| 92 | \index{sqmat@{sqmat}!opupdt@{opupdt}} |
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| 93 | \index{opupdt@{opupdt}!sqmat@{sqmat}} |
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| 94 | \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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| 95 | \label{classsqmat_b223484796661f2dadb5607a86ce0581} |
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| 96 | |
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| 97 | |
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| 98 | Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. \begin{Desc} |
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| 99 | \item[Parameters:] |
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| 100 | \begin{description} |
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| 101 | \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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| 102 | \end{Desc} |
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| 103 | BLAS-2b operation. |
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| 104 | |
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| 105 | Implemented in \hyperlink{classchmat_bbc2d98d7455b1f38828907d442836bf}{chmat}, \hyperlink{classfsqmat_b36530e155667fe9f1bd58394e50c65a}{fsqmat}, and \hyperlink{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}{ldmat}.\hypertarget{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{ |
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| 106 | \index{sqmat@{sqmat}!mult\_\-sym@{mult\_\-sym}} |
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| 107 | \index{mult\_\-sym@{mult\_\-sym}!sqmat@{sqmat}} |
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| 108 | \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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| 109 | \label{classsqmat_60fbbfa9e483b8187c135f787ee53afa} |
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| 110 | |
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| 111 | |
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| 112 | Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. |
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| 113 | |
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| 114 | \begin{Desc} |
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| 115 | \item[Parameters:] |
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| 116 | \begin{description} |
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| 117 | \item[{\em C}]multiplying matrix, \end{description} |
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| 118 | \end{Desc} |
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| 119 | |
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| 120 | |
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| 121 | Implemented in \hyperlink{classchmat_66f509f92b0ccf020e2a2a32566e0777}{chmat}, \hyperlink{classfsqmat_5530d2756b5d991de755e6121c9a452e}{fsqmat}, and \hyperlink{classldmat_e967b9425007f0cb6cd59b845f9756d8}{ldmat}.\hypertarget{classsqmat_6909e906da17725b1b80f3cae7cf3325}{ |
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| 122 | \index{sqmat@{sqmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} |
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| 123 | \index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!sqmat@{sqmat}} |
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| 124 | \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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| 125 | \label{classsqmat_6909e906da17725b1b80f3cae7cf3325} |
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| 126 | |
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| 127 | |
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| 128 | Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. |
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| 129 | |
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| 130 | \begin{Desc} |
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| 131 | \item[Parameters:] |
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| 132 | \begin{description} |
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| 133 | \item[{\em C}]multiplying matrix, \end{description} |
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| 134 | \end{Desc} |
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| 135 | |
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| 136 | |
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| 137 | Implemented in \hyperlink{classchmat_07f50d1332b901eee962e8b1913102f7}{chmat}, \hyperlink{classfsqmat_92052a8adc2054b63e42d1373d145c89}{fsqmat}, and \hyperlink{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}{ldmat}.\hypertarget{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{ |
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| 138 | \index{sqmat@{sqmat}!sqrt\_\-mult@{sqrt\_\-mult}} |
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| 139 | \index{sqrt\_\-mult@{sqrt\_\-mult}!sqmat@{sqmat}} |
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| 140 | \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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| 141 | \label{classsqmat_6b79438b5d7544a9c8e110a145355d8f} |
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| 142 | |
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| 143 | |
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| 144 | Multiplies square root of $V$ by vector $x$. |
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| 145 | |
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| 146 | Used e.g. in generating normal samples. |
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| 147 | |
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| 148 | Implemented in \hyperlink{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{chmat}, \hyperlink{classfsqmat_842a774077ee34ac3c36d180ab33e103}{fsqmat}, and \hyperlink{classldmat_fc380626ced6f9244fb58c5f0231174d}{ldmat}. |
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| 149 | |
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| 150 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 151 | \item |
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| 152 | \hyperlink{libDC_8h}{libDC.h}\end{CompactItemize} |
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