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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> |
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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_60.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_61.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_60.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_62.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_64.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_65.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_63.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_66.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_60.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_66.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_60.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_67.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_68.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_58.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_57.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_56.png"> |
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217 | <p> |
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218 | where only <img class="formulaInl" alt="$L$" src="form_57.png"> and <img class="formulaInl" alt="$D$" src="form_58.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#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00329">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#l00143">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_67.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_68.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_69.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="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="square__mat_8h_source.html#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00109">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h_source.html#l00329">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_66.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_60.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#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00329">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_60.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_61.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>Reimplemented from <a class="el" href="classbdm_1_1sqmat.html#f8b513b6ac0e54d6fe47afda8b254b29">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#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00329">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_66.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_60.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#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00329">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_60.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_62.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>Reimplemented from <a class="el" href="classbdm_1_1sqmat.html#ba45b96855264178ab67648bbc7cead5">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#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00329">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 | <p>References <a class="el" href="square__mat_8cpp_source.html#l00122">add()</a>.</p> |
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452 | |
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453 | </div> |
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454 | </div><p> |
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455 | <a class="anchor" name="db2f7a02b4686ea1bf7013284b40d954"></a><!-- doxytag: member="bdm::ldmat::operator-=" ref="db2f7a02b4686ea1bf7013284b40d954" args="(const ldmat &ldA)" --> |
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456 | <div class="memitem"> |
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457 | <div class="memproto"> |
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458 | <table class="memname"> |
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459 | <tr> |
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460 | <td class="memname"><a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & bdm::ldmat::operator-= </td> |
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461 | <td>(</td> |
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462 | <td class="paramtype">const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td> |
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463 | <td class="paramname"> <em>ldA</em> </td> |
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464 | <td> ) </td> |
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465 | <td><code> [inline]</code></td> |
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466 | </tr> |
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467 | </table> |
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468 | </div> |
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469 | <div class="memdoc"> |
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470 | |
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471 | <p> |
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472 | 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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473 | <p> |
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474 | mapping of negative add operation to operators |
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475 | <p>References <a class="el" href="square__mat_8cpp_source.html#l00122">add()</a>.</p> |
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476 | |
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477 | </div> |
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478 | </div><p> |
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479 | <a class="anchor" name="c9dc3f1f86d36ec7eedb8746eb2c3b5c"></a><!-- doxytag: member="bdm::ldmat::opupdt" ref="c9dc3f1f86d36ec7eedb8746eb2c3b5c" args="(const vec &v, double w)" --> |
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480 | <div class="memitem"> |
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481 | <div class="memproto"> |
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482 | <table class="memname"> |
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483 | <tr> |
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484 | <td class="memname">void bdm::ldmat::opupdt </td> |
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485 | <td>(</td> |
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486 | <td class="paramtype">const vec & </td> |
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487 | <td class="paramname"> <em>v</em>, </td> |
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488 | </tr> |
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489 | <tr> |
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490 | <td class="paramkey"></td> |
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491 | <td></td> |
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492 | <td class="paramtype">double </td> |
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493 | <td class="paramname"> <em>w</em></td><td> </td> |
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494 | </tr> |
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495 | <tr> |
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496 | <td></td> |
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497 | <td>)</td> |
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498 | <td></td><td></td><td><code> [virtual]</code></td> |
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499 | </tr> |
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500 | </table> |
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501 | </div> |
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502 | <div class="memdoc"> |
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503 | |
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504 | <p> |
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505 | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_59.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
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506 | <table border="0" cellspacing="2" cellpadding="0"> |
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507 | <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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508 | <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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509 | </table> |
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510 | </dl> |
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511 | BLAS-2b operation. |
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512 | <p>Reimplemented from <a class="el" href="classbdm_1_1sqmat.html#12298b1cc5a6f35876291e876b0e2993">bdm::sqmat</a>.</p> |
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513 | |
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514 | <p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="square__mat_8h_source.html#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00109">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h_source.html#l00329">L</a>.</p> |
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515 | |
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516 | <p>Referenced by <a class="el" href="square__mat_8cpp_source.html#l00122">add()</a>, <a class="el" href="arx_8cpp_source.html#l00004">bdm::ARX::bayes()</a>, and <a class="el" href="arx_8cpp_source.html#l00037">bdm::ARX::logpred()</a>.</p> |
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517 | |
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518 | </div> |
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519 | </div><p> |
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520 | <a class="anchor" name="2c670269c0ee397eb49ba7b0712e16a5"></a><!-- doxytag: member="bdm::ldmat::sqrt_mult" ref="2c670269c0ee397eb49ba7b0712e16a5" args="(const vec &v) const " --> |
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521 | <div class="memitem"> |
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522 | <div class="memproto"> |
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523 | <table class="memname"> |
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524 | <tr> |
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525 | <td class="memname">vec bdm::ldmat::sqrt_mult </td> |
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526 | <td>(</td> |
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527 | <td class="paramtype">const vec & </td> |
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528 | <td class="paramname"> <em>v</em> </td> |
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529 | <td> ) </td> |
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530 | <td> const<code> [virtual]</code></td> |
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531 | </tr> |
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532 | </table> |
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533 | </div> |
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534 | <div class="memdoc"> |
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535 | |
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536 | <p> |
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537 | 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_63.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">. |
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538 | <p> |
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539 | Used e.g. in generating normal samples. |
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540 | <p>Reimplemented from <a class="el" href="classbdm_1_1sqmat.html#bcacd85ec5d128ebbb663ae4433c75b3">bdm::sqmat</a>.</p> |
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541 | |
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542 | <p>References <a class="el" href="square__mat_8h_source.html#l00327">D</a>, <a class="el" href="square__mat_8h_source.html#l00109">bdm::sqmat::dim</a>, and <a class="el" href="square__mat_8h_source.html#l00329">L</a>.</p> |
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543 | |
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544 | </div> |
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545 | </div><p> |
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546 | <hr>The documentation for this class was generated from the following files:<ul> |
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547 | <li><a class="el" href="square__mat_8h_source.html">square_mat.h</a><li>square_mat.cpp</ul> |
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548 | </div> |
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549 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by |
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550 | <a href="http://www.doxygen.org/index.html"> |
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551 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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552 | </body> |
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553 | </html> |
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