chmat sqmat chmat.h mat mat chmat::Ch Ch Upper triangle of the cholesky matrix. _Ch chmat clear inv invqform logdet opupdt qform setD sqrt_mult to_mat int int sqmat::dim dim dimension of the square matrix ldmat::add ldmat::cols sqmat::cols ldmat::ldform ldmat::ldmat ltuinv ldmat::opupdt ldmat::rows sqmat::rows ldmat::sqrt_mult ldmat::to_mat void void chmat::opupdt (const vec &v, double w) opupdt opupdt const vec & v double w Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. v Vector forming the outer product to be added w weight of updating; can be negative BLAS-2b operation. Ch mat mat chmat::to_mat () to_mat to_mat Conversion to full matrix. Ch EKFCh::bayes KalmanCh::bayes void void chmat::mult_sym (const mat &C) mult_sym mult_sym const mat & C Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. C multiplying matrix, void void chmat::mult_sym (const mat &C, chmat &U) const mult_sym const mat & C chmat & U void void chmat::mult_sym_t (const mat &C) mult_sym_t mult_sym_t const mat & C Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. C multiplying matrix, void void chmat::mult_sym_t (const mat &C, chmat &U) const mult_sym_t const mat & C chmat & U double double chmat::logdet () const logdet logdet Logarithm of a determinant. Ch vec vec chmat::sqrt_mult (const vec &v) const sqrt_mult sqrt_mult const vec & v Multiplies square root of $V$ by vector $x$. Used e.g. in generating normal samples. Ch double double chmat::qform (const vec &v) const qform qform const vec & v Evaluates quadratic form $x= v'*V*v$;. Ch double double chmat::invqform (const vec &v) const invqform invqform const vec & v Evaluates quadratic form $x= v'*inv(V)*v$;. Ch void void chmat::clear () clear clear Clearing matrix so that it corresponds to zeros. Ch void void chmat::add (const chmat &A2, double w=1.0) add const chmat & A2 double w 1.0 add another chmat A2 with weight w. void void chmat::inv (chmat &Inv) const inv chmat & Inv Inversion in the same form, i.e. cholesky. Ch virtual chmat::~chmat () ~chmat Destructor for future use;. chmat::chmat (const int dim0) chmat const int dim0 Default constructor. chmat::chmat (const vec &v) chmat const vec & v Default constructor. chmat::chmat (const chmat &Ch0) chmat const chmat & Ch0 Copy constructor. Ch chmat::chmat (const mat &M) chmat const mat & M Default constructor (m3k:cholform). Ch mat & mat& chmat::_Ch () _Ch Access function. Ch EKFCh::bayes KalmanCh::bayes EKF_unQ::condition EKFCh::set_parameters KalmanCh::set_parameters void void chmat::setD (const vec &nD) setD const vec & nD Access functions. Ch EKF_unQ::condition void void chmat::setD (const vec &nD, int i) setD const vec & nD int i Access functions. Ch chmat & chmat & chmat::operator+= (const chmat &A2) operator+= const chmat & A2 Operators. Operations: mapping of add operation to operators chmat & chmat & chmat::operator-= (const chmat &A2) operator-= const chmat & A2 mapping of negative add operation to operators int int sqmat::cols () const cols cols Reimplementing common functions of mat: cols(). sqmat::dim int int sqmat::rows () const rows rows Reimplementing common functions of mat: cols(). sqmat::dim Symmetric matrix stored in square root decomposition using upper cholesky. This matrix represent $A=Ch' Ch$ where only the upper triangle $Ch$ is stored; sqmat chmat sqmat chmat chmat_Ch chmatadd chmatCh chmatchmat chmatchmat chmatchmat chmatchmat chmatclear chmatcols chmatdim chmatinv chmatinvqform chmatlogdet chmatmult_sym chmatmult_sym chmatmult_sym_t chmatmult_sym_t chmatoperator+= chmatoperator-= chmatopupdt chmatqform chmatrows chmatsetD chmatsetD chmatsqmat chmatsqrt_mult chmatto_mat chmat~chmat chmat~sqmat