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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1sqmat.html">sqmat</a> |
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69 | <div class="contents"> |
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70 | <h1>bdm::sqmat Class Reference</h1><!-- doxytag: class="bdm::sqmat" -->Abstract class for representation of double symmetric matrices in square-root form. |
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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_1sqmat-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">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#12298b1cc5a6f35876291e876b0e2993">opupdt</a> (const vec &v, double w)</td></tr> |
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81 | |
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82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="68888112cf70681c1c7a0231a631dc76"></a><!-- doxytag: member="bdm::sqmat::to_mat" ref="68888112cf70681c1c7a0231a631dc76" args="() const " --> |
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83 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#68888112cf70681c1c7a0231a631dc76">to_mat</a> () const </td></tr> |
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84 | |
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85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
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86 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#f8b513b6ac0e54d6fe47afda8b254b29">mult_sym</a> (const mat &C)</td></tr> |
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87 | |
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88 | <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="#f8b513b6ac0e54d6fe47afda8b254b29"></a><br></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#ba45b96855264178ab67648bbc7cead5">mult_sym_t</a> (const mat &C)</td></tr> |
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90 | |
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91 | <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="#ba45b96855264178ab67648bbc7cead5"></a><br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e770665dd7362ffd0f2043642f9958d3"></a><!-- doxytag: member="bdm::sqmat::logdet" ref="e770665dd7362ffd0f2043642f9958d3" args="() const " --> |
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93 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#e770665dd7362ffd0f2043642f9958d3">logdet</a> () const </td></tr> |
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94 | |
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95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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96 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#bcacd85ec5d128ebbb663ae4433c75b3">sqrt_mult</a> (const vec &v) const </td></tr> |
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97 | |
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98 | <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="#bcacd85ec5d128ebbb663ae4433c75b3"></a><br></td></tr> |
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99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fad0f3844a0bbbf5b5b68c43fea0d12"></a><!-- doxytag: member="bdm::sqmat::qform" ref="0fad0f3844a0bbbf5b5b68c43fea0d12" args="(const vec &v) const " --> |
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100 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#0fad0f3844a0bbbf5b5b68c43fea0d12">qform</a> (const vec &v) const </td></tr> |
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101 | |
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102 | <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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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="022d2e2c128f3024b6f8c4bcf28dcfdd"></a><!-- doxytag: member="bdm::sqmat::invqform" ref="022d2e2c128f3024b6f8c4bcf28dcfdd" args="(const vec &v) const " --> |
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104 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#022d2e2c128f3024b6f8c4bcf28dcfdd">invqform</a> (const vec &v) const </td></tr> |
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105 | |
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106 | <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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107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d2ab703ff24a6ece1c10b8e24015e72"></a><!-- doxytag: member="bdm::sqmat::clear" ref="9d2ab703ff24a6ece1c10b8e24015e72" args="()" --> |
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108 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#9d2ab703ff24a6ece1c10b8e24015e72">clear</a> ()</td></tr> |
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109 | |
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110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="445ef762cf5d2d6cfdf53c72942363cf"></a><!-- doxytag: member="bdm::sqmat::cols" ref="445ef762cf5d2d6cfdf53c72942363cf" args="() const " --> |
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112 | 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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113 | |
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114 | <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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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73e639221343dcce76c3305524d67590"></a><!-- doxytag: member="bdm::sqmat::rows" ref="73e639221343dcce76c3305524d67590" args="() const " --> |
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116 | 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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117 | |
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118 | <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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119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33a9a1ec2f66b6c1e3081e5e65c36d0e"></a><!-- doxytag: member="bdm::sqmat::~sqmat" ref="33a9a1ec2f66b6c1e3081e5e65c36d0e" args="()" --> |
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120 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#33a9a1ec2f66b6c1e3081e5e65c36d0e">~sqmat</a> ()</td></tr> |
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121 | |
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122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d304dccc155638c6d435cd1c0611dfc"></a><!-- doxytag: member="bdm::sqmat::sqmat" ref="3d304dccc155638c6d435cd1c0611dfc" args="(const int dim0)" --> |
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124 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#3d304dccc155638c6d435cd1c0611dfc">sqmat</a> (const int dim0)</td></tr> |
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125 | |
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126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3051f1734d36cce6c58c799fdd4451bb"></a><!-- doxytag: member="bdm::sqmat::sqmat" ref="3051f1734d36cce6c58c799fdd4451bb" args="()" --> |
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128 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#3051f1734d36cce6c58c799fdd4451bb">sqmat</a> ()</td></tr> |
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129 | |
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130 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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131 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05111b5744a494880e62cb0f3d42293f"></a><!-- doxytag: member="bdm::sqmat::dim" ref="05111b5744a494880e62cb0f3d42293f" args="" --> |
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133 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f">dim</a></td></tr> |
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134 | |
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135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
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136 | </table> |
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137 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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138 | Abstract class for representation of double symmetric matrices in square-root form. |
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139 | <p> |
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140 | All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2> |
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141 | <a class="anchor" name="f8b513b6ac0e54d6fe47afda8b254b29"></a><!-- doxytag: member="bdm::sqmat::mult_sym" ref="f8b513b6ac0e54d6fe47afda8b254b29" args="(const mat &C)" --> |
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142 | <div class="memitem"> |
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143 | <div class="memproto"> |
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144 | <table class="memname"> |
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145 | <tr> |
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146 | <td class="memname">virtual void bdm::sqmat::mult_sym </td> |
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147 | <td>(</td> |
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148 | <td class="paramtype">const mat & </td> |
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149 | <td class="paramname"> <em>C</em> </td> |
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150 | <td> ) </td> |
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151 | <td><code> [inline, virtual]</code></td> |
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152 | </tr> |
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153 | </table> |
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154 | </div> |
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155 | <div class="memdoc"> |
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156 | |
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157 | <p> |
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158 | 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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159 | <p> |
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160 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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161 | <table border="0" cellspacing="2" cellpadding="0"> |
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162 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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163 | </table> |
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164 | </dl> |
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165 | |
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166 | <p>Reimplemented in <a class="el" href="classbdm_1_1chmat.html#832d1a18bbf33ee7681adf01d5d08e21">bdm::chmat</a>, <a class="el" href="classbdm_1_1fsqmat.html#fca713af3f74677fd7fbafe723590112">bdm::fsqmat</a>, and <a class="el" href="classbdm_1_1ldmat.html#7a813158c36347deccf50a08feee24a8">bdm::ldmat</a>.</p> |
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167 | |
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168 | <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> |
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169 | |
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170 | </div> |
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171 | </div><p> |
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172 | <a class="anchor" name="ba45b96855264178ab67648bbc7cead5"></a><!-- doxytag: member="bdm::sqmat::mult_sym_t" ref="ba45b96855264178ab67648bbc7cead5" args="(const mat &C)" --> |
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173 | <div class="memitem"> |
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174 | <div class="memproto"> |
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175 | <table class="memname"> |
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176 | <tr> |
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177 | <td class="memname">virtual void bdm::sqmat::mult_sym_t </td> |
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178 | <td>(</td> |
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179 | <td class="paramtype">const mat & </td> |
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180 | <td class="paramname"> <em>C</em> </td> |
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181 | <td> ) </td> |
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182 | <td><code> [inline, virtual]</code></td> |
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183 | </tr> |
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184 | </table> |
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185 | </div> |
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186 | <div class="memdoc"> |
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187 | |
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188 | <p> |
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189 | 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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190 | <p> |
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191 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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192 | <table border="0" cellspacing="2" cellpadding="0"> |
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193 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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194 | </table> |
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195 | </dl> |
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196 | |
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197 | <p>Reimplemented in <a class="el" href="classbdm_1_1chmat.html#7a4f54f1ea8b802f318de77a78f6ddb0">bdm::chmat</a>, <a class="el" href="classbdm_1_1fsqmat.html#0f6b7cf09daf484f29ea99a144a27039">bdm::fsqmat</a>, and <a class="el" href="classbdm_1_1ldmat.html#591ae54f5fce50e7160025eeab44888f">bdm::ldmat</a>.</p> |
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198 | |
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199 | <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> |
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200 | |
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201 | </div> |
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202 | </div><p> |
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203 | <a class="anchor" name="12298b1cc5a6f35876291e876b0e2993"></a><!-- doxytag: member="bdm::sqmat::opupdt" ref="12298b1cc5a6f35876291e876b0e2993" args="(const vec &v, double w)" --> |
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204 | <div class="memitem"> |
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205 | <div class="memproto"> |
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206 | <table class="memname"> |
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207 | <tr> |
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208 | <td class="memname">virtual void bdm::sqmat::opupdt </td> |
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209 | <td>(</td> |
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210 | <td class="paramtype">const vec & </td> |
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211 | <td class="paramname"> <em>v</em>, </td> |
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212 | </tr> |
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213 | <tr> |
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214 | <td class="paramkey"></td> |
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215 | <td></td> |
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216 | <td class="paramtype">double </td> |
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217 | <td class="paramname"> <em>w</em></td><td> </td> |
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218 | </tr> |
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219 | <tr> |
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220 | <td></td> |
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221 | <td>)</td> |
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222 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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223 | </tr> |
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224 | </table> |
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225 | </div> |
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226 | <div class="memdoc"> |
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227 | |
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228 | <p> |
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229 | 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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230 | <table border="0" cellspacing="2" cellpadding="0"> |
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231 | <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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232 | <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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233 | </table> |
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234 | </dl> |
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235 | BLAS-2b operation. |
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236 | <p>Reimplemented in <a class="el" href="classbdm_1_1chmat.html#bea30d9ae395363e5aef36f6359b15fd">bdm::chmat</a>, <a class="el" href="classbdm_1_1fsqmat.html#a41b3686a77d1f9657b6942b01cfd8be">bdm::fsqmat</a>, and <a class="el" href="classbdm_1_1ldmat.html#c9dc3f1f86d36ec7eedb8746eb2c3b5c">bdm::ldmat</a>.</p> |
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237 | |
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238 | <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> |
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239 | |
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240 | </div> |
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241 | </div><p> |
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242 | <a class="anchor" name="bcacd85ec5d128ebbb663ae4433c75b3"></a><!-- doxytag: member="bdm::sqmat::sqrt_mult" ref="bcacd85ec5d128ebbb663ae4433c75b3" args="(const vec &v) const " --> |
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243 | <div class="memitem"> |
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244 | <div class="memproto"> |
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245 | <table class="memname"> |
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246 | <tr> |
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247 | <td class="memname">virtual vec bdm::sqmat::sqrt_mult </td> |
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248 | <td>(</td> |
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249 | <td class="paramtype">const vec & </td> |
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250 | <td class="paramname"> <em>v</em> </td> |
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251 | <td> ) </td> |
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252 | <td> const<code> [inline, virtual]</code></td> |
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253 | </tr> |
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254 | </table> |
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255 | </div> |
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256 | <div class="memdoc"> |
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257 | |
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258 | <p> |
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259 | 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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260 | <p> |
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261 | Used e.g. in generating normal samples. |
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262 | <p>Reimplemented in <a class="el" href="classbdm_1_1chmat.html#ec8d3a1cbf3b50183f246a858663c92d">bdm::chmat</a>, <a class="el" href="classbdm_1_1fsqmat.html#ab240f84ea1685bc95df0446f948abfd">bdm::fsqmat</a>, and <a class="el" href="classbdm_1_1ldmat.html#2c670269c0ee397eb49ba7b0712e16a5">bdm::ldmat</a>.</p> |
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263 | |
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264 | <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> |
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265 | |
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266 | </div> |
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267 | </div><p> |
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268 | <hr>The documentation for this class was generated from the following file:<ul> |
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269 | <li><a class="el" href="square__mat_8h_source.html">square_mat.h</a></ul> |
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270 | </div> |
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271 | <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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272 | <a href="http://www.doxygen.org/index.html"> |
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273 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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274 | </body> |
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275 | </html> |
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