1 | |
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2 | #include "chmat.h" |
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3 | |
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4 | //using std::endl; |
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5 | |
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6 | |
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7 | void chmat::opupdt ( const vec &v, double w ) { |
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8 | //TODO see cholupdt in lhotse |
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9 | mat Z; |
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10 | mat R; |
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11 | mat V(1,v.length()); |
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12 | V.set_row(0,v*sqrt(w)); |
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13 | Z = concat_vertical ( Ch,V ); |
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14 | qr ( Z,R ); |
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15 | Ch = R ( 0, Ch.rows()-1, 0, Ch.cols()-1 ); |
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16 | }; |
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17 | mat chmat::to_mat() const {mat F=Ch.T() *Ch;return F;}; |
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18 | void chmat::mult_sym ( const mat &C ) { |
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19 | it_error ( "not implemented" ); |
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20 | }; |
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21 | void chmat::mult_sym ( const mat &C , chmat &U ) const { |
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22 | mat Z=C*Ch; |
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23 | U.Ch= chol(Z*Z.T()); |
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24 | }; |
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25 | void chmat::mult_sym_t ( const mat &C ) { |
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26 | it_error ( "not implemented" ); |
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27 | }; |
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28 | void chmat::mult_sym_t ( const mat &C, chmat &U ) const { |
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29 | it_error ( "not implemented" ); |
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30 | }; |
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31 | double chmat::logdet() const { |
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32 | double ldet=0.0; int i; |
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33 | //sum of logs of (possibly negative!) diagonal entries |
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34 | for ( i=0;i<Ch.rows();i++ ) {ldet+=log ( std::fabs ( Ch ( i,i ) ) );} |
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35 | return 2*ldet; //compensate for Ch being sqrt() |
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36 | }; |
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37 | //TODO can be done more efficiently using BLAS, see triangular matrices |
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38 | vec chmat::sqrt_mult ( const vec &v ) const {vec pom; pom = Ch*v; return pom;}; |
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39 | double chmat::qform ( const vec &v ) const {vec pom; pom = Ch*v; return pom*pom;}; |
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40 | double chmat::invqform ( const vec &v ) const { |
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41 | vec pom(v.length()); |
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42 | forward_substitution(Ch.T(),v,pom); |
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43 | return pom*pom; |
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44 | }; |
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45 | void chmat::clear() {Ch.clear();}; |
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