root/doc/xml/test0_8cpp.xml @ 187

<?xml version='1.0' encoding='UTF-8' standalone='no'?>
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    <compoundname>test0.cpp</compoundname>
    <includes local="no">itpp/itbase.h</includes>
    <includes refid="libBM_8h" local="yes">../bdm/stat/libBM.h</includes>
    <includes refid="libDC_8h" local="yes">../bdm/math/libDC.h</includes>
    <includes refid="chmat_8h" local="yes">../bdm/math/chmat.h</includes>
    <incdepgraph>
      <node id="856">
        <label>../bdm/stat/libBM.h</label>
        <link refid="libBM_8h"/>
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      <node id="859">
        <label>../itpp_ext.h</label>
        <link refid="itpp__ext_8h-source"/>
        <childnode refid="855" relation="include">
        </childnode>
      </node>
      <node id="854">
        <label>work/git/mixpp/tests/test0.cpp</label>
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        </childnode>
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        <label>itpp/itbase.h</label>
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        <label>../bdm/math/chmat.h</label>
        <link refid="chmat_8h"/>
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        <label>../bdm/math/libDC.h</label>
        <link refid="libDC_8h"/>
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        </childnode>
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      <sectiondef kind="func">
      <memberdef kind="function" id="test0_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>int</type>
        <definition>int main</definition>
        <argsstring>()</argsstring>
        <name>main</name>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/tests/test0.cpp" line="13" bodyfile="/home/smidl/work/git/mixpp/tests/test0.cpp" bodystart="12" bodyend="75"/>
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    <briefdescription>
    </briefdescription>
    <detaileddescription>
    </detaileddescription>
    <programlisting>
<codeline lineno="1"><highlight class="preprocessor">#include<sp/>&lt;itpp/itbase.h&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="2"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&quot;../bdm/stat/libBM.h&quot;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="3"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&quot;../bdm/math/libDC.h&quot;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="4"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&quot;../bdm/math/chmat.h&quot;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="5"><highlight class="normal"></highlight></codeline>
<codeline lineno="6"><highlight class="normal"></highlight><highlight class="keyword">using<sp/>namespace<sp/></highlight><highlight class="normal">itpp;</highlight></codeline>
<codeline lineno="7"><highlight class="normal"></highlight></codeline>
<codeline lineno="8"><highlight class="normal"></highlight><highlight class="comment">//These<sp/>lines<sp/>are<sp/>needed<sp/>for<sp/>use<sp/>of<sp/>cout<sp/>and<sp/>endl</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="9"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::cout;</highlight></codeline>
<codeline lineno="10"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::endl;</highlight></codeline>
<codeline lineno="11"><highlight class="normal"></highlight></codeline>
<codeline lineno="12"><highlight class="normal"></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/><ref refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" kindref="member" tooltip="Extended Kalman filter with unknown Q.">main</ref>()</highlight></codeline>
<codeline lineno="13"><highlight class="normal">{</highlight></codeline>
<codeline lineno="14"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>th<sp/>=<sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>(<sp/></highlight><highlight class="stringliteral">&quot;{a<sp/>b<sp/>}&quot;</highlight><highlight class="normal">);</highlight></codeline>
<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>r<sp/>=<sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>(<sp/></highlight><highlight class="stringliteral">&quot;{r1<sp/>r2<sp/>}&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="16"><highlight class="normal"></highlight></codeline>
<codeline lineno="17"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>th<sp/>&lt;&lt;<sp/>r<sp/>&lt;&lt;<sp/>endl;</highlight></codeline>
<codeline lineno="18"><highlight class="normal"></highlight></codeline>
<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>ld<sp/>=<sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref>(</highlight><highlight class="stringliteral">&quot;1<sp/>0<sp/>0<sp/>0;<sp/>0.2<sp/>1<sp/>0<sp/>0;<sp/>0.1<sp/>-0.1<sp/>1<sp/>0;<sp/>-0.9<sp/>0.3<sp/>-0.1<sp/>1&quot;</highlight><highlight class="normal">,</highlight></codeline>
<codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="stringliteral">&quot;3<sp/>4<sp/>5<sp/>6&quot;</highlight><highlight class="normal">);</highlight></codeline>
<codeline lineno="21"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>v<sp/>=<sp/></highlight><highlight class="stringliteral">&quot;1<sp/>-1<sp/>3<sp/>-1&quot;</highlight><highlight class="normal">;</highlight></codeline>
<codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>to_mat&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="24"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>ld<sp/>&lt;&lt;<sp/>endl;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="25"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>L<sp/>=<sp/>ld.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>();</highlight></codeline>
<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>L<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="27"><highlight class="normal"></highlight></codeline>
<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>opupdt&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;w=1&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>ldup<sp/>=<sp/>ld;</highlight></codeline>
<codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ldup.<ref refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a" kindref="member">opupdt</ref>(v,1);</highlight></codeline>
<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>ldup.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()&lt;&lt;endl;</highlight></codeline>
<codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>L<sp/>+<sp/>outer_product(v,v)<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ldup<sp/>=<sp/>ld;<sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;w=0.1&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ldup.<ref refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a" kindref="member">opupdt</ref>(v,0.1);</highlight></codeline>
<codeline lineno="37"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>ldup.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()&lt;&lt;endl;</highlight></codeline>
<codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>L<sp/>+<sp/>0.1*outer_product(v,v)<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="39"><highlight class="normal"></highlight></codeline>
<codeline lineno="40"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>+=&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="41"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>ld2x<sp/>=<sp/>ld;</highlight></codeline>
<codeline lineno="42"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ld2x+=ld;</highlight></codeline>
<codeline lineno="43"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>ld.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()<sp/>&lt;&lt;endl<sp/>&lt;&lt;<sp/>ld2x.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="44"><highlight class="normal"></highlight></codeline>
<codeline lineno="45"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>*=&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="46"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ld2x<sp/>=<sp/>ld;</highlight></codeline>
<codeline lineno="47"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ld2x*=2;</highlight></codeline>
<codeline lineno="48"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/>ld.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()<sp/>&lt;&lt;endl<sp/>&lt;&lt;<sp/>ld2x.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="49"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="50"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>ldinv()&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="51"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>Il<sp/>=<sp/>ld;<sp/></highlight></codeline>
<codeline lineno="52"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ld.<ref refid="classldmat_12c160cb123c1102face7a50ec566a031" kindref="member" tooltip="Matrix inversion preserving the chosen form.">inv</ref>(Il);<sp/></highlight><highlight class="comment">//<sp/></highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="53"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>I<sp/>=<sp/>Il.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()*ld.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>();</highlight></codeline>
<codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;ld:&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;<sp/>endl<sp/>&lt;&lt;<sp/>Il.<ref refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" kindref="member" tooltip="Conversion to full matrix.">to_mat</ref>()<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;eye:&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;<sp/>endl&lt;&lt;<sp/>I<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>getchar();</highlight></codeline>
<codeline lineno="56"><highlight class="normal"></highlight></codeline>
<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>ldform()&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>V<sp/>=<sp/></highlight><highlight class="stringliteral">&quot;1<sp/>2;<sp/>2<sp/>13&quot;</highlight><highlight class="normal">;<sp/></highlight></codeline>
<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>lV(V);</highlight></codeline>
<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>ilV(V);<sp/><sp/></highlight></codeline>
<codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>lV.inv(ilV);</highlight></codeline>
<codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;ld:&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;<sp/>lV<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;eye:&quot;</highlight><highlight class="normal">&lt;&lt;<sp/>V*(ilV.to_mat())<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="63"><highlight class="normal"></highlight></codeline>
<codeline lineno="64"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;Test<sp/>logdet()&quot;</highlight><highlight class="normal">&lt;&lt;endl;</highlight></codeline>
<codeline lineno="65"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classchmat" kindref="compound" tooltip="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</ref><sp/>chV(V);</highlight></codeline>
<codeline lineno="66"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;ch:&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;<sp/>chV.to_mat()<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="67"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;log(det(V)):&quot;</highlight><highlight class="normal">&lt;&lt;<sp/>chV.logdet()<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="68"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>cout<sp/>&lt;&lt;<sp/></highlight><highlight class="stringliteral">&quot;qform<sp/>:<sp/>&quot;</highlight><highlight class="normal"><sp/>&lt;&lt;<sp/>chV.qform(ones(2))<sp/>&lt;&lt;endl;</highlight></codeline>
<codeline lineno="69"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline>
<codeline lineno="70"><highlight class="normal"></highlight></codeline>
<codeline lineno="71"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//Exit<sp/>program:</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="72"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>getchar();</highlight></codeline>
<codeline lineno="73"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">return</highlight><highlight class="normal"><sp/>0;</highlight></codeline>
<codeline lineno="74"><highlight class="normal"></highlight></codeline>
<codeline lineno="75"><highlight class="normal">}</highlight></codeline>
    </programlisting>
    <location file="/home/smidl/work/git/mixpp/tests/test0.cpp"/>
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