1 | <?xml version='1.0' encoding='UTF-8' standalone='no'?> |
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2 | <doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6"> |
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3 | <compounddef id="classsqmat" kind="class" prot="public"> |
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4 | <compoundname>sqmat</compoundname> |
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5 | <derivedcompoundref refid="classchmat" prot="public" virt="non-virtual">chmat</derivedcompoundref> |
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6 | <derivedcompoundref refid="classfsqmat" prot="public" virt="non-virtual">fsqmat</derivedcompoundref> |
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7 | <derivedcompoundref refid="classldmat" prot="private" virt="non-virtual">ldmat</derivedcompoundref> |
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8 | <includes refid="libDC_8h" local="no">libDC.h</includes> |
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9 | <sectiondef kind="protected-attrib"> |
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10 | <memberdef kind="variable" id="classsqmat_10abed904bdc0882373ba9adba919689d" prot="protected" static="no" mutable="no"> |
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11 | <type>int</type> |
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12 | <definition>int sqmat::dim</definition> |
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13 | <argsstring></argsstring> |
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14 | <name>dim</name> |
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15 | <briefdescription> |
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16 | <para>dimension of the square matrix </para> </briefdescription> |
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17 | <detaileddescription> |
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18 | </detaileddescription> |
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19 | <inbodydescription> |
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20 | </inbodydescription> |
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21 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="102" bodyfile="/home/smidl/work/git/mixpp/bdm/math/libDC.h" bodystart="99" bodyend="-1"/> |
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22 | <referencedby refid="classldmat_1a60f2c7e4f3c6a7738eaaaab81ffad20" compoundref="libDC_8cpp" startline="104" endline="114">ldmat::add</referencedby> |
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23 | <referencedby refid="classldmat_10fceb6b5b637cec89bb0a3d2e6be1306" compoundref="libDC_8h" startline="277" endline="277">ldmat::cols</referencedby> |
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24 | <referencedby refid="classsqmat_1ecc2e2540f95a04f4449842588170f5b" compoundref="libDC_8h" startline="91" endline="91">cols</referencedby> |
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25 | <referencedby refid="classldmat_1f291faa073e7bc8dfafc7ae93daa2506" compoundref="libDC_8cpp" startline="203" endline="297">ldmat::ldform</referencedby> |
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26 | <referencedby refid="classldmat_1abe16e0f86668ef61a9a4896c8565dee" compoundref="libDC_8cpp" startline="41" endline="44">ldmat::ldmat</referencedby> |
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27 | <referencedby refid="libDC_8h_16715d039e6d5d97005cf9e2522dfa474" compoundref="libDC_8cpp" startline="301" endline="320">ltuinv</referencedby> |
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28 | <referencedby refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a" compoundref="libDC_8cpp" startline="58" endline="72">ldmat::opupdt</referencedby> |
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29 | <referencedby refid="classldmat_196dfb21865db4f5bd36fa70f9b0b1163" compoundref="libDC_8h" startline="279" endline="279">ldmat::rows</referencedby> |
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30 | <referencedby refid="classsqmat_1071e80ced9cc3b8cbb360fa7462eb646" compoundref="libDC_8h" startline="94" endline="94">rows</referencedby> |
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31 | <referencedby refid="classldmat_1fc380626ced6f9244fb58c5f0231174d" compoundref="libDC_8cpp" startline="189" endline="201">ldmat::sqrt_mult</referencedby> |
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32 | <referencedby refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" compoundref="libDC_8cpp" startline="80" endline="101">ldmat::to_mat</referencedby> |
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33 | </memberdef> |
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34 | </sectiondef> |
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35 | <sectiondef kind="public-func"> |
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36 | <memberdef kind="function" id="classsqmat_1b223484796661f2dadb5607a86ce0581" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual"> |
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37 | <type>void</type> |
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38 | <definition>virtual void sqmat::opupdt</definition> |
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39 | <argsstring>(const vec &v, double w)=0</argsstring> |
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40 | <name>opupdt</name> |
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41 | <reimplementedby refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a">opupdt</reimplementedby> |
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42 | <reimplementedby refid="classfsqmat_1b36530e155667fe9f1bd58394e50c65a">opupdt</reimplementedby> |
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43 | <reimplementedby refid="classchmat_1bbc2d98d7455b1f38828907d442836bf">opupdt</reimplementedby> |
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44 | <param> |
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45 | <type>const vec &</type> |
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46 | <declname>v</declname> |
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47 | </param> |
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48 | <param> |
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49 | <type>double</type> |
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50 | <declname>w</declname> |
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51 | </param> |
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52 | <briefdescription> |
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53 | </briefdescription> |
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54 | <detaileddescription> |
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55 | <para>Perfroms a rank-1 update by outer product of vectors: <formula id="23">$V = V + w v v'$</formula>. <parameterlist kind="param"><parameteritem> |
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56 | <parameternamelist> |
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57 | <parametername>v</parametername> |
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58 | </parameternamelist> |
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59 | <parameterdescription> |
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60 | <para>Vector forming the outer product to be added </para></parameterdescription> |
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61 | </parameteritem> |
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62 | <parameteritem> |
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63 | <parameternamelist> |
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64 | <parametername>w</parametername> |
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65 | </parameternamelist> |
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66 | <parameterdescription> |
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67 | <para>weight of updating; can be negative</para></parameterdescription> |
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68 | </parameteritem> |
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69 | </parameterlist> |
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70 | BLAS-2b operation. </para> </detaileddescription> |
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71 | <inbodydescription> |
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72 | </inbodydescription> |
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73 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="41"/> |
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74 | </memberdef> |
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75 | <memberdef kind="function" id="classsqmat_19a5b6fddfeb42339e1dc9b978a2590fc" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual"> |
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76 | <type>mat</type> |
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77 | <definition>virtual mat sqmat::to_mat</definition> |
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78 | <argsstring>()=0</argsstring> |
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79 | <name>to_mat</name> |
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80 | <reimplementedby refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e">to_mat</reimplementedby> |
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81 | <reimplementedby refid="classfsqmat_1cedf4f048309056f4262c930914dfda8">to_mat</reimplementedby> |
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82 | <reimplementedby refid="classchmat_1a37e2c726e4fc3ad50b26ac2ca6c1452">to_mat</reimplementedby> |
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83 | <briefdescription> |
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84 | <para>Conversion to full matrix. </para> </briefdescription> |
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85 | <detaileddescription> |
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86 | </detaileddescription> |
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87 | <inbodydescription> |
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88 | </inbodydescription> |
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89 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="46"/> |
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90 | </memberdef> |
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91 | <memberdef kind="function" id="classsqmat_160fbbfa9e483b8187c135f787ee53afa" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual"> |
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92 | <type>void</type> |
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93 | <definition>virtual void sqmat::mult_sym</definition> |
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94 | <argsstring>(const mat &C)=0</argsstring> |
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95 | <name>mult_sym</name> |
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96 | <reimplementedby refid="classldmat_1e967b9425007f0cb6cd59b845f9756d8">mult_sym</reimplementedby> |
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97 | <reimplementedby refid="classfsqmat_15530d2756b5d991de755e6121c9a452e">mult_sym</reimplementedby> |
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98 | <reimplementedby refid="classchmat_166f509f92b0ccf020e2a2a32566e0777">mult_sym</reimplementedby> |
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99 | <param> |
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100 | <type>const mat &</type> |
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101 | <declname>C</declname> |
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102 | </param> |
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103 | <briefdescription> |
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104 | <para>Inplace symmetric multiplication by a SQUARE matrix <formula id="24">$C$</formula>, i.e. <formula id="25">$V = C*V*C'$</formula>. </para> </briefdescription> |
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105 | <detaileddescription> |
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106 | <para><parameterlist kind="param"><parameteritem> |
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107 | <parameternamelist> |
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108 | <parametername>C</parametername> |
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109 | </parameternamelist> |
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110 | <parameterdescription> |
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111 | <para>multiplying matrix, </para></parameterdescription> |
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112 | </parameteritem> |
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113 | </parameterlist> |
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114 | </para> </detaileddescription> |
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115 | <inbodydescription> |
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116 | </inbodydescription> |
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117 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="51"/> |
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118 | </memberdef> |
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119 | <memberdef kind="function" id="classsqmat_16909e906da17725b1b80f3cae7cf3325" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual"> |
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120 | <type>void</type> |
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121 | <definition>virtual void sqmat::mult_sym_t</definition> |
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122 | <argsstring>(const mat &C)=0</argsstring> |
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123 | <name>mult_sym_t</name> |
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124 | <reimplementedby refid="classldmat_14fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</reimplementedby> |
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125 | <reimplementedby refid="classfsqmat_192052a8adc2054b63e42d1373d145c89">mult_sym_t</reimplementedby> |
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126 | <reimplementedby refid="classchmat_107f50d1332b901eee962e8b1913102f7">mult_sym_t</reimplementedby> |
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127 | <param> |
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128 | <type>const mat &</type> |
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129 | <declname>C</declname> |
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130 | </param> |
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131 | <briefdescription> |
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132 | <para>Inplace symmetric multiplication by a SQUARE transpose of matrix <formula id="24">$C$</formula>, i.e. <formula id="26">$V = C'*V*C$</formula>. </para> </briefdescription> |
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133 | <detaileddescription> |
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134 | <para><parameterlist kind="param"><parameteritem> |
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135 | <parameternamelist> |
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136 | <parametername>C</parametername> |
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137 | </parameternamelist> |
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138 | <parameterdescription> |
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139 | <para>multiplying matrix, </para></parameterdescription> |
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140 | </parameteritem> |
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141 | </parameterlist> |
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142 | </para> </detaileddescription> |
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143 | <inbodydescription> |
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144 | </inbodydescription> |
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145 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="56"/> |
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146 | </memberdef> |
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147 | <memberdef kind="function" id="classsqmat_10a772b396750eeeed85d69fa72478b45" prot="public" static="no" const="yes" explicit="no" inline="no" virt="pure-virtual"> |
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148 | <type>double</type> |
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149 | <definition>virtual double sqmat::logdet</definition> |
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150 | <argsstring>() const =0</argsstring> |
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151 | <name>logdet</name> |
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152 | <reimplementedby refid="classldmat_12b42750ba4962d439aa52a77ae12949b">logdet</reimplementedby> |
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153 | <reimplementedby refid="classfsqmat_1eb0d1358f536e4453b5f99d0418ca1e5">logdet</reimplementedby> |
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154 | <reimplementedby refid="classchmat_1b504ca818203b13e667cb3c503980382">logdet</reimplementedby> |
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155 | <briefdescription> |
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156 | <para>Logarithm of a determinant. </para> </briefdescription> |
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157 | <detaileddescription> |
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158 | </detaileddescription> |
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159 | <inbodydescription> |
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160 | </inbodydescription> |
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161 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="63"/> |
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162 | </memberdef> |
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163 | <memberdef kind="function" id="classsqmat_16b79438b5d7544a9c8e110a145355d8f" prot="public" static="no" const="yes" explicit="no" inline="no" virt="pure-virtual"> |
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164 | <type>vec</type> |
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165 | <definition>virtual vec sqmat::sqrt_mult</definition> |
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166 | <argsstring>(const vec &v) const =0</argsstring> |
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167 | <name>sqrt_mult</name> |
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168 | <reimplementedby refid="classldmat_1fc380626ced6f9244fb58c5f0231174d">sqrt_mult</reimplementedby> |
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169 | <reimplementedby refid="classfsqmat_1842a774077ee34ac3c36d180ab33e103">sqrt_mult</reimplementedby> |
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170 | <reimplementedby refid="classchmat_1b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</reimplementedby> |
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171 | <param> |
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172 | <type>const vec &</type> |
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173 | <declname>v</declname> |
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174 | </param> |
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175 | <briefdescription> |
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176 | <para>Multiplies square root of <formula id="27">$V$</formula> by vector <formula id="28">$x$</formula>. </para> </briefdescription> |
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177 | <detaileddescription> |
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178 | <para>Used e.g. in generating normal samples. </para> </detaileddescription> |
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179 | <inbodydescription> |
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180 | </inbodydescription> |
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181 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="70"/> |
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182 | </memberdef> |
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183 | <memberdef kind="function" id="classsqmat_1fc026312eb02ba09f85d5aacd6f05ab3" prot="public" static="no" const="yes" explicit="no" inline="no" virt="pure-virtual"> |
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184 | <type>double</type> |
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185 | <definition>virtual double sqmat::qform</definition> |
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186 | <argsstring>(const vec &v) const =0</argsstring> |
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187 | <name>qform</name> |
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188 | <reimplementedby refid="classldmat_1d64f331b781903e913cb2ee836886f3f">qform</reimplementedby> |
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189 | <reimplementedby refid="classfsqmat_1a6c91b0389e73404324b2314b08d6e87">qform</reimplementedby> |
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190 | <reimplementedby refid="classchmat_16807737c7ffdb7041256b51db7592248">qform</reimplementedby> |
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191 | <param> |
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192 | <type>const vec &</type> |
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193 | <declname>v</declname> |
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194 | </param> |
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195 | <briefdescription> |
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196 | <para>Evaluates quadratic form <formula id="29">$x= v'*V*v$</formula>;. </para> </briefdescription> |
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197 | <detaileddescription> |
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198 | </detaileddescription> |
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199 | <inbodydescription> |
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200 | </inbodydescription> |
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201 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="76"/> |
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202 | </memberdef> |
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203 | <memberdef kind="function" id="classsqmat_16230e8e8a9341866aaa0ce008691aac2" prot="public" static="no" const="yes" explicit="no" inline="no" virt="pure-virtual"> |
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204 | <type>double</type> |
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205 | <definition>virtual double sqmat::invqform</definition> |
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206 | <argsstring>(const vec &v) const =0</argsstring> |
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207 | <name>invqform</name> |
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208 | <reimplementedby refid="classldmat_1d876c5f83e02b3e809b35c9de5068f14">invqform</reimplementedby> |
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209 | <reimplementedby refid="classfsqmat_158075da64ddadd4df40654c35b928c6f">invqform</reimplementedby> |
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210 | <reimplementedby refid="classchmat_1b49427cff186c62f5df3724e5d2c34b4">invqform</reimplementedby> |
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211 | <param> |
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212 | <type>const vec &</type> |
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213 | <declname>v</declname> |
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214 | </param> |
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215 | <briefdescription> |
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216 | <para>Evaluates quadratic form <formula id="30">$x= v'*inv(V)*v$</formula>;. </para> </briefdescription> |
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217 | <detaileddescription> |
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218 | </detaileddescription> |
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219 | <inbodydescription> |
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220 | </inbodydescription> |
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221 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="82"/> |
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222 | </memberdef> |
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223 | <memberdef kind="function" id="classsqmat_16fca246f9eabbdeb8cac03030e826b5e" prot="public" static="no" const="no" explicit="no" inline="no" virt="pure-virtual"> |
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224 | <type>void</type> |
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225 | <definition>virtual void sqmat::clear</definition> |
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226 | <argsstring>()=0</argsstring> |
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227 | <name>clear</name> |
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228 | <reimplementedby refid="classldmat_14d6e401de9607332305c27e67972a07a">clear</reimplementedby> |
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229 | <reimplementedby refid="classfsqmat_1cfa4c359483d2322f32d1d50050f8ac4">clear</reimplementedby> |
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230 | <reimplementedby refid="classchmat_1d0a995d312ecc11d3b43693f5e224ba9">clear</reimplementedby> |
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231 | <briefdescription> |
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232 | <para>Clearing matrix so that it corresponds to zeros. </para> </briefdescription> |
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233 | <detaileddescription> |
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234 | </detaileddescription> |
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235 | <inbodydescription> |
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236 | </inbodydescription> |
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237 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="88"/> |
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238 | </memberdef> |
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239 | <memberdef kind="function" id="classsqmat_1ecc2e2540f95a04f4449842588170f5b" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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240 | <type>int</type> |
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241 | <definition>int sqmat::cols</definition> |
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242 | <argsstring>() const </argsstring> |
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243 | <name>cols</name> |
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244 | <reimplementedby refid="classldmat_10fceb6b5b637cec89bb0a3d2e6be1306">cols</reimplementedby> |
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245 | <briefdescription> |
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246 | <para>Reimplementing common functions of mat: <ref refid="classsqmat_1ecc2e2540f95a04f4449842588170f5b" kindref="member">cols()</ref>. </para> </briefdescription> |
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247 | <detaileddescription> |
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248 | </detaileddescription> |
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249 | <inbodydescription> |
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250 | </inbodydescription> |
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251 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="91" bodyfile="/home/smidl/work/git/mixpp/bdm/math/libDC.h" bodystart="91" bodyend="91"/> |
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252 | <references refid="classsqmat_10abed904bdc0882373ba9adba919689d" compoundref="libDC_8h" startline="99">dim</references> |
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253 | </memberdef> |
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254 | <memberdef kind="function" id="classsqmat_1071e80ced9cc3b8cbb360fa7462eb646" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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255 | <type>int</type> |
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256 | <definition>int sqmat::rows</definition> |
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257 | <argsstring>() const </argsstring> |
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258 | <name>rows</name> |
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259 | <reimplementedby refid="classldmat_196dfb21865db4f5bd36fa70f9b0b1163">rows</reimplementedby> |
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260 | <briefdescription> |
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261 | <para>Reimplementing common functions of mat: <ref refid="classsqmat_1ecc2e2540f95a04f4449842588170f5b" kindref="member">cols()</ref>. </para> </briefdescription> |
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262 | <detaileddescription> |
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263 | </detaileddescription> |
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264 | <inbodydescription> |
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265 | </inbodydescription> |
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266 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="94" bodyfile="/home/smidl/work/git/mixpp/bdm/math/libDC.h" bodystart="94" bodyend="94"/> |
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267 | <references refid="classsqmat_10abed904bdc0882373ba9adba919689d" compoundref="libDC_8h" startline="99">dim</references> |
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268 | </memberdef> |
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269 | <memberdef kind="function" id="classsqmat_10481f2067bb32aaea7e6d4f27e46b656" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
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270 | <type></type> |
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271 | <definition>virtual sqmat::~sqmat</definition> |
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272 | <argsstring>()</argsstring> |
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273 | <name>~sqmat</name> |
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274 | <briefdescription> |
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275 | <para>Destructor for future use;. </para> </briefdescription> |
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276 | <detaileddescription> |
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277 | </detaileddescription> |
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278 | <inbodydescription> |
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279 | </inbodydescription> |
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280 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="97" bodyfile="/home/smidl/work/git/mixpp/bdm/math/libDC.h" bodystart="97" bodyend="97"/> |
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281 | </memberdef> |
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282 | <memberdef kind="function" id="classsqmat_14268750c040c716b2c05037f725078a2" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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283 | <type></type> |
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284 | <definition>sqmat::sqmat</definition> |
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285 | <argsstring>(const int dim0)</argsstring> |
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286 | <name>sqmat</name> |
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287 | <param> |
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288 | <type>const int</type> |
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289 | <declname>dim0</declname> |
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290 | </param> |
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291 | <briefdescription> |
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292 | <para>Default constructor. </para> </briefdescription> |
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293 | <detaileddescription> |
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294 | </detaileddescription> |
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295 | <inbodydescription> |
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296 | </inbodydescription> |
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297 | <location file="/home/smidl/work/git/mixpp/bdm/math/libDC.h" line="99" bodyfile="/home/smidl/work/git/mixpp/bdm/math/libDC.h" bodystart="99" bodyend="99"/> |
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298 | </memberdef> |
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299 | </sectiondef> |
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300 | <briefdescription> |
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301 | <para>Virtual class for representation of double symmetric matrices in square-root form. </para> </briefdescription> |
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302 | <detaileddescription> |
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303 | <para>All operations defined on this class should be optimized for the chosen decomposition. </para> </detaileddescription> |
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304 | <inheritancegraph> |
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305 | <node id="1293"> |
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306 | <label>ldmat</label> |
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307 | <link refid="classldmat"/> |
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308 | <childnode refid="1290" relation="private-inheritance"> |
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309 | </childnode> |
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310 | </node> |
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311 | <node id="1292"> |
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312 | <label>fsqmat</label> |
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313 | <link refid="classfsqmat"/> |
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314 | <childnode refid="1290" relation="public-inheritance"> |
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315 | </childnode> |
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