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| 70 | <h1>bdm::ldmat Class Reference</h1><!-- doxytag: class="bdm::ldmat" --><!-- doxytag: inherits="bdm::sqmat" -->Matrix stored in LD form, (commonly known as UD). |
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| 71 | <a href="#_details">More...</a> |
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| 72 | <p> |
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| 73 | <code>#include <<a class="el" href="square__mat_8h-source.html">square_mat.h</a>></code> |
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| 74 | <p> |
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| 75 | |
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| 76 | <p> |
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| 77 | <a href="classbdm_1_1ldmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 78 | <tr><td></td></tr> |
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| 79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7cedf5afc8eee19a8332cca00a0d1d"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="ab7cedf5afc8eee19a8332cca00a0d1d" args="(const mat &L, const vec &D)" --> |
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| 81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#ab7cedf5afc8eee19a8332cca00a0d1d">ldmat</a> (const mat &<a class="el" href="classbdm_1_1ldmat.html#2488cf5a8f056b2566e2565d1ce9ec57">L</a>, const vec &<a class="el" href="classbdm_1_1ldmat.html#03b89dcb9a5241a237a07102f932638f">D</a>)</td></tr> |
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| 82 | |
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| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by copy of L and D. <br></td></tr> |
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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25f1f3b8486ea625f363b850ecfb7a5c"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="25f1f3b8486ea625f363b850ecfb7a5c" args="(const mat &V)" --> |
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| 85 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#25f1f3b8486ea625f363b850ecfb7a5c">ldmat</a> (const mat &V)</td></tr> |
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| 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by decomposition of full matrix V. <br></td></tr> |
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| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="984df3535e93e777dc5f9897aa682176"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="984df3535e93e777dc5f9897aa682176" args="(const ldmat &V0, const ivec &perm)" --> |
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| 89 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#984df3535e93e777dc5f9897aa682176">ldmat</a> (const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &V0, const ivec &perm)</td></tr> |
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| 90 | |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct by restructuring of V0 accordint to permutation vector perm. <br></td></tr> |
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| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0a6f9df500f828deed28bdd64751be4"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="f0a6f9df500f828deed28bdd64751be4" args="(vec D0)" --> |
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| 93 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#f0a6f9df500f828deed28bdd64751be4">ldmat</a> (vec D0)</td></tr> |
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| 94 | |
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| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Construct diagonal matrix with diagonal D0. <br></td></tr> |
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| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30235afa1e80e709d7d7da380201a990"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="30235afa1e80e709d7d7da380201a990" args="()" --> |
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| 97 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990">ldmat</a> ()</td></tr> |
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| 98 | |
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| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e26866f41642669bbdff4a496f1f26f"></a><!-- doxytag: member="bdm::ldmat::ldmat" ref="0e26866f41642669bbdff4a496f1f26f" args="(const int dim0)" --> |
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| 101 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#0e26866f41642669bbdff4a496f1f26f">ldmat</a> (const int dim0)</td></tr> |
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| 102 | |
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| 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default initialization with proper size. <br></td></tr> |
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| 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deb3ea5e22f1c12fe06a56841d1c5ccc"></a><!-- doxytag: member="bdm::ldmat::~ldmat" ref="deb3ea5e22f1c12fe06a56841d1c5ccc" args="()" --> |
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| 105 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#deb3ea5e22f1c12fe06a56841d1c5ccc">~ldmat</a> ()</td></tr> |
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| 106 | |
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| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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| 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#c9dc3f1f86d36ec7eedb8746eb2c3b5c">opupdt</a> (const vec &v, double w)</td></tr> |
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| 109 | |
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| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="387f6acb29086e93828331a30a638ae4"></a><!-- doxytag: member="bdm::ldmat::to_mat" ref="387f6acb29086e93828331a30a638ae4" args="() const " --> |
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| 111 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#387f6acb29086e93828331a30a638ae4">to_mat</a> () const </td></tr> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
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| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#7a813158c36347deccf50a08feee24a8">mult_sym</a> (const mat &C)</td></tr> |
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| 115 | |
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| 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_53.png">. <a href="#7a813158c36347deccf50a08feee24a8"></a><br></td></tr> |
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| 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#591ae54f5fce50e7160025eeab44888f">mult_sym_t</a> (const mat &C)</td></tr> |
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| 118 | |
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| 119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_54.png">. <a href="#591ae54f5fce50e7160025eeab44888f"></a><br></td></tr> |
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| 120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ae1fe991497135973a18097a58c6f25"></a><!-- doxytag: member="bdm::ldmat::add" ref="9ae1fe991497135973a18097a58c6f25" args="(const ldmat &ld2, double w=1.0)" --> |
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| 121 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#9ae1fe991497135973a18097a58c6f25">add</a> (const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &ld2, double w=1.0)</td></tr> |
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| 122 | |
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| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add another matrix in LD form with weight w. <br></td></tr> |
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| 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0913623ee335d78f96bb474f62616375"></a><!-- doxytag: member="bdm::ldmat::logdet" ref="0913623ee335d78f96bb474f62616375" args="() const " --> |
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| 125 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#0913623ee335d78f96bb474f62616375">logdet</a> () const </td></tr> |
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| 126 | |
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| 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5725cb504d3dd68713ac232c18526c87"></a><!-- doxytag: member="bdm::ldmat::qform" ref="5725cb504d3dd68713ac232c18526c87" args="(const vec &v) const " --> |
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| 129 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#5725cb504d3dd68713ac232c18526c87">qform</a> (const vec &v) const </td></tr> |
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| 130 | |
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| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_56.png">;. <br></td></tr> |
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| 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f743de194aadb8515cf18226fadf365f"></a><!-- doxytag: member="bdm::ldmat::invqform" ref="f743de194aadb8515cf18226fadf365f" args="(const vec &v) const " --> |
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| 133 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f">invqform</a> (const vec &v) const </td></tr> |
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| 134 | |
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| 135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_57.png">;. <br></td></tr> |
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| 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="913a4746f16e4c5e130f63bd3f31829a"></a><!-- doxytag: member="bdm::ldmat::clear" ref="913a4746f16e4c5e130f63bd3f31829a" args="()" --> |
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| 137 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#913a4746f16e4c5e130f63bd3f31829a">clear</a> ()</td></tr> |
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| 138 | |
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| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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| 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#2c670269c0ee397eb49ba7b0712e16a5">sqrt_mult</a> (const vec &v) const </td></tr> |
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| 141 | |
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| 142 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">. <a href="#2c670269c0ee397eb49ba7b0712e16a5"></a><br></td></tr> |
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| 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#e5940e396d822b9e93a43ac0924d3823">inv</a> (<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &Inv) const </td></tr> |
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| 144 | |
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| 145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix inversion preserving the chosen form. <a href="#e5940e396d822b9e93a43ac0924d3823"></a><br></td></tr> |
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| 146 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#138e64000ce94d8bc35105094d213e67">mult_sym</a> (const mat &C, <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &U) const </td></tr> |
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| 147 | |
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| 148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_58.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_52.png">, result of which is stored in the current class. <a href="#138e64000ce94d8bc35105094d213e67"></a><br></td></tr> |
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| 149 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#9f812a24ad5e29348de2cb23c6c6dd96">mult_sym_t</a> (const mat &C, <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &U) const </td></tr> |
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| 150 | |
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| 151 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_58.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_52.png">, result of which is stored in the current class. <a href="#9f812a24ad5e29348de2cb23c6c6dd96"></a><br></td></tr> |
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| 152 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#f95718893e86bff149080116736ab566">ldform</a> (const mat &A, const vec &D0)</td></tr> |
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| 153 | |
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| 154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_59.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_60.png">. <a href="#f95718893e86bff149080116736ab566"></a><br></td></tr> |
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| 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72e61ad4e0653f4fc38e7d60d3cf1d4e"></a><!-- doxytag: member="bdm::ldmat::setD" ref="72e61ad4e0653f4fc38e7d60d3cf1d4e" args="(const vec &nD)" --> |
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| 156 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#72e61ad4e0653f4fc38e7d60d3cf1d4e">setD</a> (const vec &nD)</td></tr> |
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| 157 | |
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| 158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4aa9180695e22fec17c714c5494a8b1"></a><!-- doxytag: member="bdm::ldmat::setD" ref="c4aa9180695e22fec17c714c5494a8b1" args="(const vec &nD, int i)" --> |
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| 160 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#c4aa9180695e22fec17c714c5494a8b1">setD</a> (const vec &nD, int i)</td></tr> |
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| 161 | |
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| 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8d6bb6f315c25b8f8af72e4e62230ee"></a><!-- doxytag: member="bdm::ldmat::setL" ref="f8d6bb6f315c25b8f8af72e4e62230ee" args="(const vec &nL)" --> |
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| 164 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#f8d6bb6f315c25b8f8af72e4e62230ee">setL</a> (const vec &nL)</td></tr> |
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| 165 | |
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| 166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cc4632b40e8b61945bd463913d08b69"></a><!-- doxytag: member="bdm::ldmat::_D" ref="0cc4632b40e8b61945bd463913d08b69" args="() const " --> |
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| 168 | const vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#0cc4632b40e8b61945bd463913d08b69">_D</a> () const </td></tr> |
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| 169 | |
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| 170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75c80134f0602ec1face282ec0f05b96"></a><!-- doxytag: member="bdm::ldmat::_L" ref="75c80134f0602ec1face282ec0f05b96" args="() const " --> |
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| 172 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#75c80134f0602ec1face282ec0f05b96">_L</a> () const </td></tr> |
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| 173 | |
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| 174 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> |
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| 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#6e1d28681e7e7e6b570a14a9a370821a">operator+=</a> (const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &ldA)</td></tr> |
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| 176 | |
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| 177 | <tr><td class="mdescLeft"> </td><td class="mdescRight">add another <a class="el" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix <a href="#6e1d28681e7e7e6b570a14a9a370821a"></a><br></td></tr> |
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| 178 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#db2f7a02b4686ea1bf7013284b40d954">operator-=</a> (const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &ldA)</td></tr> |
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| 179 | |
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| 180 | <tr><td class="mdescLeft"> </td><td class="mdescRight">subtract another <a class="el" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix <a href="#db2f7a02b4686ea1bf7013284b40d954"></a><br></td></tr> |
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| 181 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d387ee8c6e5514244a00e4e8ff1e533c"></a><!-- doxytag: member="bdm::ldmat::operator*=" ref="d387ee8c6e5514244a00e4e8ff1e533c" args="(double x)" --> |
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| 182 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#d387ee8c6e5514244a00e4e8ff1e533c">operator*=</a> (double x)</td></tr> |
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| 183 | |
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| 184 | <tr><td class="mdescLeft"> </td><td class="mdescRight">multiply by a scalar <br></td></tr> |
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| 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="445ef762cf5d2d6cfdf53c72942363cf"></a><!-- doxytag: member="bdm::ldmat::cols" ref="445ef762cf5d2d6cfdf53c72942363cf" args="() const " --> |
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| 186 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#445ef762cf5d2d6cfdf53c72942363cf">cols</a> () const </td></tr> |
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| 187 | |
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| 188 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classbdm_1_1sqmat.html#445ef762cf5d2d6cfdf53c72942363cf" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
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| 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73e639221343dcce76c3305524d67590"></a><!-- doxytag: member="bdm::ldmat::rows" ref="73e639221343dcce76c3305524d67590" args="() const " --> |
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| 190 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590">rows</a> () const </td></tr> |
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| 191 | |
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| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows()</a>. <br></td></tr> |
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| 193 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 194 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="03b89dcb9a5241a237a07102f932638f"></a><!-- doxytag: member="bdm::ldmat::D" ref="03b89dcb9a5241a237a07102f932638f" args="" --> |
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| 195 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#03b89dcb9a5241a237a07102f932638f">D</a></td></tr> |
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| 196 | |
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| 197 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_50.png">. <br></td></tr> |
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| 198 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2488cf5a8f056b2566e2565d1ce9ec57"></a><!-- doxytag: member="bdm::ldmat::L" ref="2488cf5a8f056b2566e2565d1ce9ec57" args="" --> |
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| 199 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#2488cf5a8f056b2566e2565d1ce9ec57">L</a></td></tr> |
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| 200 | |
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| 201 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_49.png">. <br></td></tr> |
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| 202 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05111b5744a494880e62cb0f3d42293f"></a><!-- doxytag: member="bdm::ldmat::dim" ref="05111b5744a494880e62cb0f3d42293f" args="" --> |
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| 203 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f">dim</a></td></tr> |
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| 204 | |
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| 205 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
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| 206 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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| 207 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaaa0baa6026b84cfcbced41c84599d1"></a><!-- doxytag: member="bdm::ldmat::operator<<" ref="eaaa0baa6026b84cfcbced41c84599d1" args="(std::ostream &os, const ldmat &sq)" --> |
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| 208 | std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ldmat.html#eaaa0baa6026b84cfcbced41c84599d1">operator<<</a> (std::ostream &os, const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &sq)</td></tr> |
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| 209 | |
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| 210 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print both <code>L</code> and <code>D</code> <br></td></tr> |
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| 211 | </table> |
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| 212 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 213 | Matrix stored in LD form, (commonly known as UD). |
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| 214 | <p> |
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| 215 | Matrix is decomposed as follows: <p class="formulaDsp"> |
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| 216 | <img class="formulaDsp" alt="\[M = L'DL\]" src="form_48.png"> |
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| 217 | <p> |
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| 218 | where only <img class="formulaInl" alt="$L$" src="form_49.png"> and <img class="formulaInl" alt="$D$" src="form_50.png"> matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <hr><h2>Member Function Documentation</h2> |
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| 219 | <a class="anchor" name="e5940e396d822b9e93a43ac0924d3823"></a><!-- doxytag: member="bdm::ldmat::inv" ref="e5940e396d822b9e93a43ac0924d3823" args="(ldmat &Inv) const " --> |
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| 220 | <div class="memitem"> |
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| 221 | <div class="memproto"> |
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| 222 | <table class="memname"> |
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| 223 | <tr> |
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| 224 | <td class="memname">void bdm::ldmat::inv </td> |
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| 225 | <td>(</td> |
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| 226 | <td class="paramtype"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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| 227 | <td class="paramname"> <em>Inv</em> </td> |
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| 228 | <td> ) </td> |
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| 229 | <td> const</td> |
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| 230 | </tr> |
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| 231 | </table> |
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| 232 | </div> |
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| 233 | <div class="memdoc"> |
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| 234 | |
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| 235 | <p> |
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| 236 | Matrix inversion preserving the chosen form. |
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| 237 | <p> |
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| 238 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 239 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 240 | <tr><td valign="top"></td><td valign="top"><em>Inv</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 241 | </table> |
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| 242 | </dl> |
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| 243 | |
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| 244 | <p>References <a class="el" href="square__mat_8cpp-source.html#l00134">clear()</a>, <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00318">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00228">ldform()</a>.</p> |
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| 245 | |
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| 246 | <p>Referenced by <a class="el" href="exp__family_8cpp-source.html#l00126">bdm::egiw::variance()</a>.</p> |
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| 247 | |
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| 248 | </div> |
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| 249 | </div><p> |
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| 250 | <a class="anchor" name="f95718893e86bff149080116736ab566"></a><!-- doxytag: member="bdm::ldmat::ldform" ref="f95718893e86bff149080116736ab566" args="(const mat &A, const vec &D0)" --> |
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| 251 | <div class="memitem"> |
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| 252 | <div class="memproto"> |
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| 253 | <table class="memname"> |
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| 254 | <tr> |
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| 255 | <td class="memname">void bdm::ldmat::ldform </td> |
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| 256 | <td>(</td> |
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| 257 | <td class="paramtype">const mat & </td> |
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| 258 | <td class="paramname"> <em>A</em>, </td> |
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| 259 | </tr> |
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| 260 | <tr> |
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| 261 | <td class="paramkey"></td> |
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| 262 | <td></td> |
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| 263 | <td class="paramtype">const vec & </td> |
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| 264 | <td class="paramname"> <em>D0</em></td><td> </td> |
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| 265 | </tr> |
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| 266 | <tr> |
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| 267 | <td></td> |
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| 268 | <td>)</td> |
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| 269 | <td></td><td></td><td></td> |
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| 270 | </tr> |
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| 271 | </table> |
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| 272 | </div> |
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| 273 | <div class="memdoc"> |
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| 274 | |
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| 275 | <p> |
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| 276 | Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_59.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_60.png">. |
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| 277 | <p> |
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| 278 | The new decomposition fullfills: <img class="formulaInl" alt="$A'*diag(D)*A = self.L'*diag(self.D)*self.L$" src="form_61.png"> <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 279 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 280 | <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> |
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| 281 | <tr><td valign="top"></td><td valign="top"><em>D0</em> </td><td>general vector </td></tr> |
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| 282 | </table> |
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| 283 | </dl> |
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| 284 | |
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| 285 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00108">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h-source.html#l00318">L</a>.</p> |
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| 286 | |
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| 287 | <p>Referenced by <a class="el" href="square__mat_8cpp-source.html#l00142">inv()</a>, <a class="el" href="square__mat_8cpp-source.html#l00065">ldmat()</a>, <a class="el" href="square__mat_8cpp-source.html#l00149">mult_sym()</a>, and <a class="el" href="square__mat_8cpp-source.html#l00154">mult_sym_t()</a>.</p> |
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| 288 | |
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| 289 | </div> |
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| 290 | </div><p> |
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| 291 | <a class="anchor" name="138e64000ce94d8bc35105094d213e67"></a><!-- doxytag: member="bdm::ldmat::mult_sym" ref="138e64000ce94d8bc35105094d213e67" args="(const mat &C, ldmat &U) const " --> |
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| 292 | <div class="memitem"> |
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| 293 | <div class="memproto"> |
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| 294 | <table class="memname"> |
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| 295 | <tr> |
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| 296 | <td class="memname">void bdm::ldmat::mult_sym </td> |
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| 297 | <td>(</td> |
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| 298 | <td class="paramtype">const mat & </td> |
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| 299 | <td class="paramname"> <em>C</em>, </td> |
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| 300 | </tr> |
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| 301 | <tr> |
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| 302 | <td class="paramkey"></td> |
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| 303 | <td></td> |
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| 304 | <td class="paramtype"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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| 305 | <td class="paramname"> <em>U</em></td><td> </td> |
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| 306 | </tr> |
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| 307 | <tr> |
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| 308 | <td></td> |
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| 309 | <td>)</td> |
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| 310 | <td></td><td></td><td> const</td> |
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| 311 | </tr> |
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| 312 | </table> |
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| 313 | </div> |
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| 314 | <div class="memdoc"> |
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| 315 | |
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| 316 | <p> |
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| 317 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_58.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_52.png">, result of which is stored in the current class. |
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| 318 | <p> |
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| 319 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 320 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 321 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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| 322 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 323 | </table> |
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| 324 | </dl> |
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| 325 | |
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| 326 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00318">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00228">ldform()</a>.</p> |
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| 327 | |
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| 328 | </div> |
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| 329 | </div><p> |
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| 330 | <a class="anchor" name="7a813158c36347deccf50a08feee24a8"></a><!-- doxytag: member="bdm::ldmat::mult_sym" ref="7a813158c36347deccf50a08feee24a8" args="(const mat &C)" --> |
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| 331 | <div class="memitem"> |
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| 332 | <div class="memproto"> |
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| 333 | <table class="memname"> |
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| 334 | <tr> |
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| 335 | <td class="memname">void bdm::ldmat::mult_sym </td> |
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| 336 | <td>(</td> |
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| 337 | <td class="paramtype">const mat & </td> |
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| 338 | <td class="paramname"> <em>C</em> </td> |
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| 339 | <td> ) </td> |
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| 340 | <td><code> [virtual]</code></td> |
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| 341 | </tr> |
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| 342 | </table> |
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| 343 | </div> |
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| 344 | <div class="memdoc"> |
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| 345 | |
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| 346 | <p> |
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| 347 | Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_53.png">. |
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| 348 | <p> |
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| 349 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 350 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 351 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 352 | </table> |
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| 353 | </dl> |
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| 354 | |
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| 355 | <p>Implements <a class="el" href="classbdm_1_1sqmat.html#742581db1f8ce9602ec1c3e6373e499c">bdm::sqmat</a>.</p> |
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| 356 | |
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| 357 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00318">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00228">ldform()</a>.</p> |
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| 358 | |
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| 359 | </div> |
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| 360 | </div><p> |
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| 361 | <a class="anchor" name="9f812a24ad5e29348de2cb23c6c6dd96"></a><!-- doxytag: member="bdm::ldmat::mult_sym_t" ref="9f812a24ad5e29348de2cb23c6c6dd96" args="(const mat &C, ldmat &U) const " --> |
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| 362 | <div class="memitem"> |
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| 363 | <div class="memproto"> |
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| 364 | <table class="memname"> |
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| 365 | <tr> |
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| 366 | <td class="memname">void bdm::ldmat::mult_sym_t </td> |
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| 367 | <td>(</td> |
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| 368 | <td class="paramtype">const mat & </td> |
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| 369 | <td class="paramname"> <em>C</em>, </td> |
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| 370 | </tr> |
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| 371 | <tr> |
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| 372 | <td class="paramkey"></td> |
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| 373 | <td></td> |
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| 374 | <td class="paramtype"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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| 375 | <td class="paramname"> <em>U</em></td><td> </td> |
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| 376 | </tr> |
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| 377 | <tr> |
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| 378 | <td></td> |
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| 379 | <td>)</td> |
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| 380 | <td></td><td></td><td> const</td> |
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| 381 | </tr> |
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| 382 | </table> |
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| 383 | </div> |
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| 384 | <div class="memdoc"> |
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| 385 | |
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| 386 | <p> |
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| 387 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_58.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_52.png">, result of which is stored in the current class. |
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| 388 | <p> |
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| 389 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 390 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 391 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
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| 392 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
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| 393 | </table> |
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| 394 | </dl> |
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| 395 | |
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| 396 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00318">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00228">ldform()</a>.</p> |
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| 397 | |
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| 398 | </div> |
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| 399 | </div><p> |
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| 400 | <a class="anchor" name="591ae54f5fce50e7160025eeab44888f"></a><!-- doxytag: member="bdm::ldmat::mult_sym_t" ref="591ae54f5fce50e7160025eeab44888f" args="(const mat &C)" --> |
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| 401 | <div class="memitem"> |
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| 402 | <div class="memproto"> |
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| 403 | <table class="memname"> |
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| 404 | <tr> |
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| 405 | <td class="memname">void bdm::ldmat::mult_sym_t </td> |
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| 406 | <td>(</td> |
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| 407 | <td class="paramtype">const mat & </td> |
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| 408 | <td class="paramname"> <em>C</em> </td> |
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| 409 | <td> ) </td> |
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| 410 | <td><code> [virtual]</code></td> |
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| 411 | </tr> |
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| 412 | </table> |
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| 413 | </div> |
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| 414 | <div class="memdoc"> |
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| 415 | |
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| 416 | <p> |
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| 417 | Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_54.png">. |
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| 418 | <p> |
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| 419 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 420 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 421 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 422 | </table> |
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| 423 | </dl> |
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| 424 | |
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| 425 | <p>Implements <a class="el" href="classbdm_1_1sqmat.html#2db6f35ac14e6d1d905b4100e4c13743">bdm::sqmat</a>.</p> |
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| 426 | |
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| 427 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00318">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00228">ldform()</a>.</p> |
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| 428 | |
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| 429 | </div> |
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| 430 | </div><p> |
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| 431 | <a class="anchor" name="6e1d28681e7e7e6b570a14a9a370821a"></a><!-- doxytag: member="bdm::ldmat::operator+=" ref="6e1d28681e7e7e6b570a14a9a370821a" args="(const ldmat &ldA)" --> |
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| 432 | <div class="memitem"> |
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| 433 | <div class="memproto"> |
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| 434 | <table class="memname"> |
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| 435 | <tr> |
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| 436 | <td class="memname"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & bdm::ldmat::operator+= </td> |
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| 437 | <td>(</td> |
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| 438 | <td class="paramtype">const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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| 439 | <td class="paramname"> <em>ldA</em> </td> |
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| 440 | <td> ) </td> |
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| 441 | <td><code> [inline]</code></td> |
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| 442 | </tr> |
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| 443 | </table> |
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| 444 | </div> |
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| 445 | <div class="memdoc"> |
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| 446 | |
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| 447 | <p> |
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| 448 | add another <a class="el" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix |
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| 449 | <p> |
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| 450 | Operations: mapping of add operation to operators |
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| 451 | </div> |
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| 452 | </div><p> |
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| 453 | <a class="anchor" name="db2f7a02b4686ea1bf7013284b40d954"></a><!-- doxytag: member="bdm::ldmat::operator-=" ref="db2f7a02b4686ea1bf7013284b40d954" args="(const ldmat &ldA)" --> |
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| 454 | <div class="memitem"> |
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| 455 | <div class="memproto"> |
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| 456 | <table class="memname"> |
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| 457 | <tr> |
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| 458 | <td class="memname"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & bdm::ldmat::operator-= </td> |
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| 459 | <td>(</td> |
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| 460 | <td class="paramtype">const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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| 461 | <td class="paramname"> <em>ldA</em> </td> |
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| 462 | <td> ) </td> |
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| 463 | <td><code> [inline]</code></td> |
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| 464 | </tr> |
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| 465 | </table> |
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| 466 | </div> |
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| 467 | <div class="memdoc"> |
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| 468 | |
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| 469 | <p> |
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| 470 | subtract another <a class="el" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix |
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| 471 | <p> |
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| 472 | mapping of negative add operation to operators |
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| 473 | </div> |
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| 474 | </div><p> |
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| 475 | <a class="anchor" name="c9dc3f1f86d36ec7eedb8746eb2c3b5c"></a><!-- doxytag: member="bdm::ldmat::opupdt" ref="c9dc3f1f86d36ec7eedb8746eb2c3b5c" args="(const vec &v, double w)" --> |
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| 476 | <div class="memitem"> |
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| 477 | <div class="memproto"> |
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| 478 | <table class="memname"> |
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| 479 | <tr> |
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| 480 | <td class="memname">void bdm::ldmat::opupdt </td> |
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| 481 | <td>(</td> |
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| 482 | <td class="paramtype">const vec & </td> |
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| 483 | <td class="paramname"> <em>v</em>, </td> |
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| 484 | </tr> |
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| 485 | <tr> |
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| 486 | <td class="paramkey"></td> |
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| 487 | <td></td> |
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| 488 | <td class="paramtype">double </td> |
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| 489 | <td class="paramname"> <em>w</em></td><td> </td> |
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| 490 | </tr> |
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| 491 | <tr> |
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| 492 | <td></td> |
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| 493 | <td>)</td> |
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| 494 | <td></td><td></td><td><code> [virtual]</code></td> |
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| 495 | </tr> |
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| 496 | </table> |
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| 497 | </div> |
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| 498 | <div class="memdoc"> |
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| 499 | |
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| 500 | <p> |
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| 501 | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_51.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 502 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 503 | <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> |
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| 504 | <tr><td valign="top"></td><td valign="top"><em>w</em> </td><td>weight of updating; can be negative</td></tr> |
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| 505 | </table> |
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| 506 | </dl> |
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| 507 | BLAS-2b operation. |
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| 508 | <p>Implements <a class="el" href="classbdm_1_1sqmat.html#cb3b3eef10b0c1f41ead717d3ad40ec5">bdm::sqmat</a>.</p> |
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| 509 | |
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| 510 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00108">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h-source.html#l00318">L</a>.</p> |
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| 511 | |
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| 512 | <p>Referenced by <a class="el" href="square__mat_8cpp-source.html#l00122">add()</a>, <a class="el" href="arx_8cpp-source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="arx_8cpp-source.html#l00025">bdm::ARX::logpred()</a>.</p> |
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| 513 | |
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| 514 | </div> |
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| 515 | </div><p> |
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| 516 | <a class="anchor" name="2c670269c0ee397eb49ba7b0712e16a5"></a><!-- doxytag: member="bdm::ldmat::sqrt_mult" ref="2c670269c0ee397eb49ba7b0712e16a5" args="(const vec &v) const " --> |
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| 517 | <div class="memitem"> |
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| 518 | <div class="memproto"> |
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| 519 | <table class="memname"> |
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| 520 | <tr> |
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| 521 | <td class="memname">vec bdm::ldmat::sqrt_mult </td> |
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| 522 | <td>(</td> |
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| 523 | <td class="paramtype">const vec & </td> |
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| 524 | <td class="paramname"> <em>v</em> </td> |
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| 525 | <td> ) </td> |
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| 526 | <td> const<code> [virtual]</code></td> |
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| 527 | </tr> |
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| 528 | </table> |
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| 529 | </div> |
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| 530 | <div class="memdoc"> |
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| 531 | |
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| 532 | <p> |
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| 533 | Multiplies square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">. |
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| 534 | <p> |
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| 535 | Used e.g. in generating normal samples. |
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| 536 | <p>Implements <a class="el" href="classbdm_1_1sqmat.html#608bfff59854833f1acfccdbd346832a">bdm::sqmat</a>.</p> |
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| 537 | |
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| 538 | <p>References <a class="el" href="square__mat_8h-source.html#l00316">D</a>, <a class="el" href="square__mat_8h-source.html#l00108">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h-source.html#l00318">L</a>.</p> |
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| 539 | |
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| 540 | </div> |
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| 541 | </div><p> |
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| 542 | <hr>The documentation for this class was generated from the following files:<ul> |
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| 543 | <li><a class="el" href="square__mat_8h-source.html">square_mat.h</a><li>square_mat.cpp</ul> |
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| 544 | </div> |
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| 545 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by |
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| 546 | <a href="http://www.doxygen.org/index.html"> |
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| 547 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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| 548 | </body> |
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| 549 | </html> |
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