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3<title>mixpp: ldmat Class Reference</title>
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[219]69<h1>ldmat Class Reference<br>
70<small>
71[<a class="el" href="group__math.html">Auxiliary math functions</a>]</small>
[290]72</h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" -->Matrix stored in LD form, (commonly known as UD). 
73<a href="#_details">More...</a>
[33]74<p>
[397]75<<<<<<< HEAD:library/doc/html/classldmat.html
[396]76<code>#include &lt;<a class="el" href="square__mat_8h_source.html">square_mat.h</a>&gt;</code>
[397]77=======
78<code>#include &lt;<a class="el" href="square__mat_8h-source.html">square_mat.h</a>&gt;</code>
79>>>>>>> doc:library/doc/html/classldmat.html
[290]80<p>
[33]81
82<p>
[290]83<a href="classldmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[33]84<tr><td></td></tr>
85<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="968113788422e858da23a477e98fd3a1"></a><!-- doxytag: member="ldmat::ldmat" ref="968113788422e858da23a477e98fd3a1" args="(const mat &amp;L, const vec &amp;D)" -->
87&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#968113788422e858da23a477e98fd3a1">ldmat</a> (const mat &amp;<a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a>, const vec &amp;<a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a>)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by copy of L and D. <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f21785358072d36892d538eed1d1ea5"></a><!-- doxytag: member="ldmat::ldmat" ref="5f21785358072d36892d538eed1d1ea5" args="(const mat &amp;V)" -->
91&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f21785358072d36892d538eed1d1ea5">ldmat</a> (const mat &amp;V)</td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by decomposition of full matrix V. <br></td></tr>
[181]94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e88c818f9605bc726e52c4136c71cc5"></a><!-- doxytag: member="ldmat::ldmat" ref="8e88c818f9605bc726e52c4136c71cc5" args="(const ldmat &amp;V0, const ivec &amp;perm)" -->
95&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#8e88c818f9605bc726e52c4136c71cc5">ldmat</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;V0, const ivec &amp;perm)</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct by restructuring of V0 accordint to permutation vector perm. <br></td></tr>
[33]98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abe16e0f86668ef61a9a4896c8565dee"></a><!-- doxytag: member="ldmat::ldmat" ref="abe16e0f86668ef61a9a4896c8565dee" args="(vec D0)" -->
99&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#abe16e0f86668ef61a9a4896c8565dee">ldmat</a> (vec D0)</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Construct diagonal matrix with diagonal D0. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a12dda6f529580b0377cc45226b43303"></a><!-- doxytag: member="ldmat::ldmat" ref="a12dda6f529580b0377cc45226b43303" args="()" -->
103&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a12dda6f529580b0377cc45226b43303">ldmat</a> ()</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="163ee002a7858d104da1c59dd11f016d"></a><!-- doxytag: member="ldmat::ldmat" ref="163ee002a7858d104da1c59dd11f016d" args="(const int dim0)" -->
107&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#163ee002a7858d104da1c59dd11f016d">ldmat</a> (const int dim0)</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default initialization with proper size. <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e2734c0164ce5233c4d709679555138"></a><!-- doxytag: member="ldmat::~ldmat" ref="1e2734c0164ce5233c4d709679555138" args="()" -->
111virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#1e2734c0164ce5233c4d709679555138">~ldmat</a> ()</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">opupdt</a> (const vec &amp;v, double w)</td></tr>
115
[171]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c1ebc071de4bafbba55b80afd8a7e8e"></a><!-- doxytag: member="ldmat::to_mat" ref="2c1ebc071de4bafbba55b80afd8a7e8e" args="() const " -->
117mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e">to_mat</a> () const </td></tr>
[33]118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &amp;C)</td></tr>
121
[397]122<tr><td class="mdescLeft">&nbsp;</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="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr>
[33]123<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &amp;C)</td></tr>
124
[397]125<tr><td class="mdescLeft">&nbsp;</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="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr>
[33]126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &amp;ld2, double w=1.0)" -->
127void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;ld2, double w=1.0)</td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add another matrix in LD form with weight w. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b42750ba4962d439aa52a77ae12949b"></a><!-- doxytag: member="ldmat::logdet" ref="2b42750ba4962d439aa52a77ae12949b" args="() const " -->
131double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2b42750ba4962d439aa52a77ae12949b">logdet</a> () const </td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d64f331b781903e913cb2ee836886f3f"></a><!-- doxytag: member="ldmat::qform" ref="d64f331b781903e913cb2ee836886f3f" args="(const vec &amp;v) const " -->
135double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &amp;v) const </td></tr>
136
[397]137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_56.png">;. <br></td></tr>
[79]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &amp;v) const " -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &amp;v) const </td></tr>
140
[397]141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_57.png">;. <br></td></tr>
[33]142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" -->
143void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
[219]146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g0fceb6b5b637cec89bb0a3d2e6be1306"></a><!-- doxytag: member="ldmat::cols" ref="g0fceb6b5b637cec89bb0a3d2e6be1306" args="() const " -->
147int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g0fceb6b5b637cec89bb0a3d2e6be1306">cols</a> () const </td></tr>
[33]148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[219]150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g96dfb21865db4f5bd36fa70f9b0b1163"></a><!-- doxytag: member="ldmat::rows" ref="g96dfb21865db4f5bd36fa70f9b0b1163" args="() const " -->
151int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163">rows</a> () const </td></tr>
[33]152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
154<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &amp;v) const </td></tr>
155
[397]156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">.  <a href="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr>
[33]157<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &amp;Inv) const </td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix inversion preserving the chosen form.  <a href="#2c160cb123c1102face7a50ec566a031"></a><br></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr>
161
[397]162<tr><td class="mdescLeft">&nbsp;</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="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr>
[33]163<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr>
164
[397]165<tr><td class="mdescLeft">&nbsp;</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="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr>
[33]166<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &amp;A, const vec &amp;D0)</td></tr>
167
[397]168<tr><td class="mdescLeft">&nbsp;</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="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr>
[33]169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &amp;nD)" -->
170void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &amp;nD)</td></tr>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7619922b4de18830ce5351c6b5667e60"></a><!-- doxytag: member="ldmat::setD" ref="7619922b4de18830ce5351c6b5667e60" args="(const vec &amp;nD, int i)" -->
174void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#7619922b4de18830ce5351c6b5667e60">setD</a> (const vec &amp;nD, int i)</td></tr>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32ff66296627ff5341d7c0b973249614"></a><!-- doxytag: member="ldmat::setL" ref="32ff66296627ff5341d7c0b973249614" args="(const vec &amp;nL)" -->
178void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#32ff66296627ff5341d7c0b973249614">setL</a> (const vec &amp;nL)</td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
[99]181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="282c879f50aa9ef934e7f46d86881582"></a><!-- doxytag: member="ldmat::_D" ref="282c879f50aa9ef934e7f46d86881582" args="() const " -->
182const vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#282c879f50aa9ef934e7f46d86881582">_D</a> () const </td></tr>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f44f100248c6627314afaa653b9e5bd"></a><!-- doxytag: member="ldmat::_L" ref="5f44f100248c6627314afaa653b9e5bd" args="() const " -->
186const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#5f44f100248c6627314afaa653b9e5bd">_L</a> () const </td></tr>
187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access functions. <br></td></tr>
[219]189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#gca445ee152a56043af946ea095b2d8f8">operator+=</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;ldA)</td></tr>
[33]190
[219]191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">add another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix  <a href="group__math.html#gca445ee152a56043af946ea095b2d8f8"></a><br></td></tr>
192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb">operator-=</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;ldA)</td></tr>
[33]193
[219]194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">subtract another <a class="el" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> matrix  <a href="group__math.html#ge3f4d2d85ab1ba384c852329aa31d0fb"></a><br></td></tr>
[91]195<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="875b7e6dcf73ae7001329099019fdb1d"></a><!-- doxytag: member="ldmat::operator*=" ref="875b7e6dcf73ae7001329099019fdb1d" args="(double x)" -->
196<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#875b7e6dcf73ae7001329099019fdb1d">operator*=</a> (double x)</td></tr>
[33]197
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">multiply by a scalar <br></td></tr>
199<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cce04824539c4a8d062d9a36d6e014e"></a><!-- doxytag: member="ldmat::D" ref="4cce04824539c4a8d062d9a36d6e014e" args="" -->
201vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr>
202
[397]203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_50.png">. <br></td></tr>
[33]204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" -->
205mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr>
206
[397]207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_49.png">. <br></td></tr>
[290]208<tr><td colspan="2"><br><h2>Private Attributes</h2></td></tr>
209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="ldmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
210int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr>
211
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the square matrix <br></td></tr>
[33]213<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaaa0baa6026b84cfcbced41c84599d1"></a><!-- doxytag: member="ldmat::operator&lt;&lt;" ref="eaaa0baa6026b84cfcbced41c84599d1" args="(std::ostream &amp;os, const ldmat &amp;sq)" -->
215std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#eaaa0baa6026b84cfcbced41c84599d1">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classldmat.html">ldmat</a> &amp;sq)</td></tr>
216
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print both <code>L</code> and <code>D</code> <br></td></tr>
218</table>
[290]219<hr><a name="_details"></a><h2>Detailed Description</h2>
220Matrix stored in LD form, (commonly known as UD).
221<p>
222Matrix is decomposed as follows: <p class="formulaDsp">
[397]223<img class="formulaDsp" alt="\[M = L'DL\]" src="form_48.png">
[290]224<p>
[397]225 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>
[290]226<a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &amp;Inv) const " -->
[33]227<div class="memitem">
228<div class="memproto">
229      <table class="memname">
230        <tr>
[290]231          <td class="memname">void ldmat::inv           </td>
[33]232          <td>(</td>
[290]233          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
234          <td class="paramname"> <em>Inv</em>          </td>
235          <td>&nbsp;)&nbsp;</td>
236          <td> const<code> [virtual]</code></td>
[33]237        </tr>
238      </table>
239</div>
240<div class="memdoc">
241
242<p>
[290]243Matrix inversion preserving the chosen form.
244<p>
245<dl compact><dt><b>Parameters:</b></dt><dd>
[33]246  <table border="0" cellspacing="2" cellpadding="0">
[290]247    <tr><td valign="top"></td><td valign="top"><em>Inv</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
[33]248  </table>
249</dl>
250
[397]251<<<<<<< HEAD:library/doc/html/classldmat.html
[396]252<p>References <a class="el" href="square__mat_8cpp_source.html#l00116">clear()</a>, <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00277">L</a>, <a class="el" href="square__mat_8cpp_source.html#l00200">ldform()</a>, and <a class="el" href="square__mat_8cpp_source.html#l00298">ltuinv()</a>.</p>
[91]253
[396]254<p>Referenced by <a class="el" href="exp__family_8cpp_source.html#l00124">bdm::egiw::variance()</a>.</p>
[397]255=======
256<p>References <a class="el" href="square__mat_8cpp-source.html#l00116">clear()</a>, <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00277">L</a>, <a class="el" href="square__mat_8cpp-source.html#l00200">ldform()</a>, and <a class="el" href="square__mat_8cpp-source.html#l00298">ltuinv()</a>.</p>
[91]257
[397]258<p>Referenced by <a class="el" href="exp__family_8cpp-source.html#l00124">bdm::egiw::variance()</a>.</p>
259>>>>>>> doc:library/doc/html/classldmat.html
260
[33]261</div>
262</div><p>
[290]263<a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &amp;A, const vec &amp;D0)" -->
[33]264<div class="memitem">
265<div class="memproto">
266      <table class="memname">
267        <tr>
[290]268          <td class="memname">void ldmat::ldform           </td>
[33]269          <td>(</td>
270          <td class="paramtype">const mat &amp;&nbsp;</td>
[290]271          <td class="paramname"> <em>A</em>, </td>
[33]272        </tr>
[290]273        <tr>
274          <td class="paramkey"></td>
275          <td></td>
276          <td class="paramtype">const vec &amp;&nbsp;</td>
277          <td class="paramname"> <em>D0</em></td><td>&nbsp;</td>
278        </tr>
279        <tr>
280          <td></td>
281          <td>)</td>
282          <td></td><td></td><td></td>
283        </tr>
[33]284      </table>
285</div>
286<div class="memdoc">
287
288<p>
[397]289Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_59.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_60.png">.
[33]290<p>
[397]291The 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>
[33]292  <table border="0" cellspacing="2" cellpadding="0">
[290]293    <tr><td valign="top"></td><td valign="top"><em>A</em>&nbsp;</td><td>general matrix </td></tr>
294    <tr><td valign="top"></td><td valign="top"><em>D0</em>&nbsp;</td><td>general vector </td></tr>
[33]295  </table>
296</dl>
297
[397]298<<<<<<< HEAD:library/doc/html/classldmat.html
[396]299<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00107">sqmat::dim</a>, and <a class="el" href="square__mat_8h_source.html#l00277">L</a>.</p>
[33]300
[396]301<p>Referenced by <a class="el" href="square__mat_8cpp_source.html#l00118">inv()</a>, <a class="el" href="square__mat_8cpp_source.html#l00046">ldmat()</a>, <a class="el" href="square__mat_8cpp_source.html#l00125">mult_sym()</a>, and <a class="el" href="square__mat_8cpp_source.html#l00130">mult_sym_t()</a>.</p>
[397]302=======
303<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="square__mat_8h-source.html#l00277">L</a>.</p>
[91]304
[397]305<p>Referenced by <a class="el" href="square__mat_8cpp-source.html#l00118">inv()</a>, <a class="el" href="square__mat_8cpp-source.html#l00046">ldmat()</a>, <a class="el" href="square__mat_8cpp-source.html#l00125">mult_sym()</a>, and <a class="el" href="square__mat_8cpp-source.html#l00130">mult_sym_t()</a>.</p>
306>>>>>>> doc:library/doc/html/classldmat.html
307
[33]308</div>
309</div><p>
[290]310<a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &amp;C, ldmat &amp;U) const " -->
[33]311<div class="memitem">
312<div class="memproto">
313      <table class="memname">
314        <tr>
[290]315          <td class="memname">void ldmat::mult_sym           </td>
[33]316          <td>(</td>
317          <td class="paramtype">const mat &amp;&nbsp;</td>
[290]318          <td class="paramname"> <em>C</em>, </td>
[33]319        </tr>
[290]320        <tr>
321          <td class="paramkey"></td>
322          <td></td>
323          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
324          <td class="paramname"> <em>U</em></td><td>&nbsp;</td>
325        </tr>
326        <tr>
327          <td></td>
328          <td>)</td>
329          <td></td><td></td><td> const</td>
330        </tr>
[33]331      </table>
332</div>
333<div class="memdoc">
334
335<p>
[397]336Symmetric 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.
[33]337<p>
338<dl compact><dt><b>Parameters:</b></dt><dd>
339  <table border="0" cellspacing="2" cellpadding="0">
[290]340    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>matrix to multiply with </td></tr>
341    <tr><td valign="top"></td><td valign="top"><em>U</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
[33]342  </table>
343</dl>
344
[397]345<<<<<<< HEAD:library/doc/html/classldmat.html
[396]346<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp_source.html#l00200">ldform()</a>.</p>
[397]347=======
348<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00200">ldform()</a>.</p>
349>>>>>>> doc:library/doc/html/classldmat.html
[91]350
[33]351</div>
352</div><p>
[290]353<a class="anchor" name="e967b9425007f0cb6cd59b845f9756d8"></a><!-- doxytag: member="ldmat::mult_sym" ref="e967b9425007f0cb6cd59b845f9756d8" args="(const mat &amp;C)" -->
[33]354<div class="memitem">
355<div class="memproto">
356      <table class="memname">
357        <tr>
[290]358          <td class="memname">void ldmat::mult_sym           </td>
[33]359          <td>(</td>
[290]360          <td class="paramtype">const mat &amp;&nbsp;</td>
361          <td class="paramname"> <em>C</em>          </td>
[33]362          <td>&nbsp;)&nbsp;</td>
[290]363          <td><code> [virtual]</code></td>
[33]364        </tr>
365      </table>
366</div>
367<div class="memdoc">
368
369<p>
[397]370Inplace 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">.
[33]371<p>
372<dl compact><dt><b>Parameters:</b></dt><dd>
373  <table border="0" cellspacing="2" cellpadding="0">
[290]374    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
[33]375  </table>
376</dl>
377
[290]378<p>Implements <a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">sqmat</a>.</p>
[91]379
[397]380<<<<<<< HEAD:library/doc/html/classldmat.html
[396]381<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp_source.html#l00200">ldform()</a>.</p>
[397]382=======
383<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00200">ldform()</a>.</p>
384>>>>>>> doc:library/doc/html/classldmat.html
[261]385
[33]386</div>
387</div><p>
[290]388<a class="anchor" name="f94dc3a233f3d40fc853d8d4ac3b8eab"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="f94dc3a233f3d40fc853d8d4ac3b8eab" args="(const mat &amp;C, ldmat &amp;U) const " -->
[33]389<div class="memitem">
390<div class="memproto">
391      <table class="memname">
392        <tr>
[290]393          <td class="memname">void ldmat::mult_sym_t           </td>
[33]394          <td>(</td>
395          <td class="paramtype">const mat &amp;&nbsp;</td>
396          <td class="paramname"> <em>C</em>, </td>
397        </tr>
398        <tr>
399          <td class="paramkey"></td>
400          <td></td>
401          <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td>
402          <td class="paramname"> <em>U</em></td><td>&nbsp;</td>
403        </tr>
404        <tr>
405          <td></td>
406          <td>)</td>
[139]407          <td></td><td></td><td> const</td>
[33]408        </tr>
409      </table>
410</div>
411<div class="memdoc">
412
413<p>
[397]414Symmetric 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.
[33]415<p>
416<dl compact><dt><b>Parameters:</b></dt><dd>
417  <table border="0" cellspacing="2" cellpadding="0">
418    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>matrix to multiply with </td></tr>
419    <tr><td valign="top"></td><td valign="top"><em>U</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr>
420  </table>
421</dl>
422
[397]423<<<<<<< HEAD:library/doc/html/classldmat.html
[396]424<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp_source.html#l00200">ldform()</a>.</p>
[397]425=======
426<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00200">ldform()</a>.</p>
427>>>>>>> doc:library/doc/html/classldmat.html
[91]428
[33]429</div>
430</div><p>
[290]431<a class="anchor" name="4fd155f38eb6dd5af4bdf9c98a7999a9"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="4fd155f38eb6dd5af4bdf9c98a7999a9" args="(const mat &amp;C)" -->
[33]432<div class="memitem">
433<div class="memproto">
434      <table class="memname">
435        <tr>
436          <td class="memname">void ldmat::mult_sym_t           </td>
437          <td>(</td>
438          <td class="paramtype">const mat &amp;&nbsp;</td>
[290]439          <td class="paramname"> <em>C</em>          </td>
440          <td>&nbsp;)&nbsp;</td>
441          <td><code> [virtual]</code></td>
[33]442        </tr>
443      </table>
444</div>
445<div class="memdoc">
446
447<p>
[397]448Inplace 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">.
[33]449<p>
450<dl compact><dt><b>Parameters:</b></dt><dd>
451  <table border="0" cellspacing="2" cellpadding="0">
[290]452    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
[33]453  </table>
454</dl>
455
[290]456<p>Implements <a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">sqmat</a>.</p>
457
[397]458<<<<<<< HEAD:library/doc/html/classldmat.html
[396]459<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp_source.html#l00200">ldform()</a>.</p>
[397]460=======
461<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00277">L</a>, and <a class="el" href="square__mat_8cpp-source.html#l00200">ldform()</a>.</p>
462>>>>>>> doc:library/doc/html/classldmat.html
[91]463
[33]464</div>
465</div><p>
[290]466<a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &amp;v, double w)" -->
[33]467<div class="memitem">
468<div class="memproto">
469      <table class="memname">
470        <tr>
[290]471          <td class="memname">void ldmat::opupdt           </td>
[33]472          <td>(</td>
[290]473          <td class="paramtype">const vec &amp;&nbsp;</td>
474          <td class="paramname"> <em>v</em>, </td>
[33]475        </tr>
476        <tr>
477          <td class="paramkey"></td>
478          <td></td>
[290]479          <td class="paramtype">double&nbsp;</td>
480          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
[33]481        </tr>
482        <tr>
483          <td></td>
484          <td>)</td>
[290]485          <td></td><td></td><td><code> [virtual]</code></td>
[33]486        </tr>
487      </table>
488</div>
489<div class="memdoc">
490
491<p>
[397]492Perfroms 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>
[33]493  <table border="0" cellspacing="2" cellpadding="0">
[290]494    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
495    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
[33]496  </table>
497</dl>
[290]498BLAS-2b operation.
499<p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p>
[33]500
[397]501<<<<<<< HEAD:library/doc/html/classldmat.html
[396]502<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00107">sqmat::dim</a>, <a class="el" href="square__mat_8cpp_source.html#l00319">dydr()</a>, and <a class="el" href="square__mat_8h_source.html#l00277">L</a>.</p>
[91]503
[396]504<p>Referenced by <a class="el" href="square__mat_8cpp_source.html#l00104">add()</a>, <a class="el" href="bdm_2estim_2arx_8cpp_source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp_source.html#l00025">bdm::ARX::logpred()</a>.</p>
[397]505=======
506<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00107">sqmat::dim</a>, <a class="el" href="square__mat_8cpp-source.html#l00319">dydr()</a>, and <a class="el" href="square__mat_8h-source.html#l00277">L</a>.</p>
[91]507
[397]508<p>Referenced by <a class="el" href="square__mat_8cpp-source.html#l00104">add()</a>, <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00025">bdm::ARX::logpred()</a>.</p>
509>>>>>>> doc:library/doc/html/classldmat.html
510
[33]511</div>
512</div><p>
[290]513<a class="anchor" name="fc380626ced6f9244fb58c5f0231174d"></a><!-- doxytag: member="ldmat::sqrt_mult" ref="fc380626ced6f9244fb58c5f0231174d" args="(const vec &amp;v) const " -->
514<div class="memitem">
515<div class="memproto">
516      <table class="memname">
517        <tr>
518          <td class="memname">vec ldmat::sqrt_mult           </td>
519          <td>(</td>
520          <td class="paramtype">const vec &amp;&nbsp;</td>
521          <td class="paramname"> <em>v</em>          </td>
522          <td>&nbsp;)&nbsp;</td>
523          <td> const<code> [virtual]</code></td>
524        </tr>
525      </table>
526</div>
527<div class="memdoc">
528
529<p>
[397]530Multiplies square root of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">.
[290]531<p>
532Used e.g. in generating normal samples.
533<p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p>
534
[397]535<<<<<<< HEAD:library/doc/html/classldmat.html
[396]536<p>References <a class="el" href="square__mat_8h_source.html#l00275">D</a>, <a class="el" href="square__mat_8h_source.html#l00107">sqmat::dim</a>, and <a class="el" href="square__mat_8h_source.html#l00277">L</a>.</p>
[397]537=======
538<p>References <a class="el" href="square__mat_8h-source.html#l00275">D</a>, <a class="el" href="square__mat_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="square__mat_8h-source.html#l00277">L</a>.</p>
539>>>>>>> doc:library/doc/html/classldmat.html
[290]540
541</div>
542</div><p>
[33]543<hr>The documentation for this class was generated from the following files:<ul>
[397]544<<<<<<< HEAD:library/doc/html/classldmat.html
[396]545<li><a class="el" href="square__mat_8h_source.html">square_mat.h</a><li>square_mat.cpp</ul>
[91]546</div>
[396]547<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:47 2009 for mixpp by&nbsp;
[397]548=======
549<li><a class="el" href="square__mat_8h-source.html">square_mat.h</a><li>square_mat.cpp</ul>
550</div>
551<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:51 2009 for mixpp by&nbsp;
552>>>>>>> doc:library/doc/html/classldmat.html
[33]553<a href="http://www.doxygen.org/index.html">
[396]554<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
[33]555</body>
556</html>
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