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[91] | 63 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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[8] | 67 | </div> |
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[91] | 68 | <div class="contents"> |
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[219] | 69 | <h1>sqmat Class Reference<br> |
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| 70 | <small> |
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| 71 | [<a class="el" href="group__math.html">Auxiliary math functions</a>]</small> |
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[290] | 72 | </h1><!-- doxytag: class="sqmat" -->Virtual class for representation of double symmetric matrices in square-root form. |
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| 73 | <a href="#_details">More...</a> |
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[8] | 74 | <p> |
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[397] | 75 | <code>#include <<a class="el" href="square__mat_8h-source.html">square_mat.h</a>></code> |
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[290] | 76 | <p> |
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[8] | 77 | |
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| 78 | <p> |
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[290] | 79 | <a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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[8] | 80 | <tr><td></td></tr> |
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| 81 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> (const vec &v, double w)=0</td></tr> |
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| 83 | |
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[171] | 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0ea3701e4493f353499755fba6e07f"></a><!-- doxytag: member="sqmat::to_mat" ref="cd0ea3701e4493f353499755fba6e07f" args="() const =0" --> |
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| 85 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#cd0ea3701e4493f353499755fba6e07f">to_mat</a> () const =0</td></tr> |
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[8] | 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> |
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[32] | 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &C)=0</td></tr> |
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[8] | 89 | |
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[397] | 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_53.png">. <a href="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr> |
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[32] | 91 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &C)=0</td></tr> |
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[8] | 92 | |
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[397] | 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_54.png">. <a href="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr> |
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[32] | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" --> |
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| 95 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr> |
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| 96 | |
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[8] | 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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[33] | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqrt_mult</a> (const vec &v) const =0</td></tr> |
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[19] | 99 | |
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[397] | 100 | <tr><td class="mdescLeft"> </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="#6b79438b5d7544a9c8e110a145355d8f"></a><br></td></tr> |
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[33] | 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc026312eb02ba09f85d5aacd6f05ab3"></a><!-- doxytag: member="sqmat::qform" ref="fc026312eb02ba09f85d5aacd6f05ab3" args="(const vec &v) const =0" --> |
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| 102 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3">qform</a> (const vec &v) const =0</td></tr> |
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[8] | 103 | |
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[397] | 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_56.png">;. <br></td></tr> |
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[79] | 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6230e8e8a9341866aaa0ce008691aac2"></a><!-- doxytag: member="sqmat::invqform" ref="6230e8e8a9341866aaa0ce008691aac2" args="(const vec &v) const =0" --> |
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| 106 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6230e8e8a9341866aaa0ce008691aac2">invqform</a> (const vec &v) const =0</td></tr> |
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| 107 | |
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[397] | 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_57.png">;. <br></td></tr> |
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[8] | 109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" --> |
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| 110 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr> |
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| 111 | |
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| 112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> |
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[22] | 113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> |
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| 114 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> |
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[8] | 115 | |
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[22] | 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
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| 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " --> |
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| 118 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr> |
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[8] | 119 | |
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[22] | 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> |
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[32] | 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" --> |
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| 122 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr> |
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| 123 | |
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| 124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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[33] | 125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4268750c040c716b2c05037f725078a2"></a><!-- doxytag: member="sqmat::sqmat" ref="4268750c040c716b2c05037f725078a2" args="(const int dim0)" --> |
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| 126 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr> |
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| 127 | |
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| 128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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[270] | 129 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5493a4a11a2b3c41de9cdd8ce305bb44"></a><!-- doxytag: member="sqmat::sqmat" ref="5493a4a11a2b3c41de9cdd8ce305bb44" args="()" --> |
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| 130 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#5493a4a11a2b3c41de9cdd8ce305bb44">sqmat</a> ()</td></tr> |
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| 131 | |
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| 132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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[19] | 133 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> |
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[33] | 135 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> |
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[8] | 136 | |
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[33] | 137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
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[8] | 138 | </table> |
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[290] | 139 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 140 | Virtual class for representation of double symmetric matrices in square-root form. |
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[8] | 141 | <p> |
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[290] | 142 | All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2> |
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[32] | 143 | <a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &C)=0" --> |
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[8] | 144 | <div class="memitem"> |
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| 145 | <div class="memproto"> |
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| 146 | <table class="memname"> |
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| 147 | <tr> |
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| 148 | <td class="memname">virtual void sqmat::mult_sym </td> |
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| 149 | <td>(</td> |
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| 150 | <td class="paramtype">const mat & </td> |
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[32] | 151 | <td class="paramname"> <em>C</em> </td> |
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| 152 | <td> ) </td> |
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[139] | 153 | <td><code> [pure virtual]</code></td> |
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[8] | 154 | </tr> |
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[32] | 155 | </table> |
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| 156 | </div> |
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| 157 | <div class="memdoc"> |
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| 158 | |
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| 159 | <p> |
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[397] | 160 | Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_53.png">. |
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[32] | 161 | <p> |
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| 162 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 163 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 164 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>multiplying matrix, </td></tr> |
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| 165 | </table> |
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| 166 | </dl> |
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| 167 | |
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[37] | 168 | <p>Implemented in <a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">chmat</a>, <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>, and <a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">ldmat</a>.</p> |
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[32] | 169 | |
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| 170 | </div> |
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| 171 | </div><p> |
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| 172 | <a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &C)=0" --> |
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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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[8] | 176 | <tr> |
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[32] | 177 | <td class="memname">virtual void 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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[139] | 182 | <td><code> [pure virtual]</code></td> |
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[8] | 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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[397] | 189 | Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_52.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_54.png">. |
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[8] | 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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[37] | 197 | <p>Implemented in <a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">chmat</a>, <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>, and <a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">ldmat</a>.</p> |
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[22] | 198 | |
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[8] | 199 | </div> |
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| 200 | </div><p> |
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[290] | 201 | <a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &v, double w)=0" --> |
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| 202 | <div class="memitem"> |
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| 203 | <div class="memproto"> |
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| 204 | <table class="memname"> |
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| 205 | <tr> |
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| 206 | <td class="memname">virtual void sqmat::opupdt </td> |
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| 207 | <td>(</td> |
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| 208 | <td class="paramtype">const vec & </td> |
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| 209 | <td class="paramname"> <em>v</em>, </td> |
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| 210 | </tr> |
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| 211 | <tr> |
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| 212 | <td class="paramkey"></td> |
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| 213 | <td></td> |
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| 214 | <td class="paramtype">double </td> |
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| 215 | <td class="paramname"> <em>w</em></td><td> </td> |
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| 216 | </tr> |
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| 217 | <tr> |
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| 218 | <td></td> |
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| 219 | <td>)</td> |
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| 220 | <td></td><td></td><td><code> [pure virtual]</code></td> |
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| 221 | </tr> |
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| 222 | </table> |
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| 223 | </div> |
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| 224 | <div class="memdoc"> |
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| 225 | |
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| 226 | <p> |
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[397] | 227 | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_51.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
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[290] | 228 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 229 | <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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| 230 | <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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| 231 | </table> |
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| 232 | </dl> |
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| 233 | BLAS-2b operation. |
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| 234 | <p>Implemented in <a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">chmat</a>, <a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">fsqmat</a>, and <a class="el" href="classldmat.html#0f0f6e083e6d947cf58097ffce3ccd1a">ldmat</a>.</p> |
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| 235 | |
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| 236 | </div> |
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| 237 | </div><p> |
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[33] | 238 | <a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &v) const =0" --> |
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[19] | 239 | <div class="memitem"> |
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| 240 | <div class="memproto"> |
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| 241 | <table class="memname"> |
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| 242 | <tr> |
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| 243 | <td class="memname">virtual vec sqmat::sqrt_mult </td> |
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| 244 | <td>(</td> |
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[32] | 245 | <td class="paramtype">const vec & </td> |
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[19] | 246 | <td class="paramname"> <em>v</em> </td> |
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| 247 | <td> ) </td> |
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[139] | 248 | <td> const<code> [pure virtual]</code></td> |
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[19] | 249 | </tr> |
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| 250 | </table> |
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| 251 | </div> |
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| 252 | <div class="memdoc"> |
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| 253 | |
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| 254 | <p> |
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[397] | 255 | Multiplies square root of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">. |
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[19] | 256 | <p> |
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| 257 | Used e.g. in generating normal samples. |
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[37] | 258 | <p>Implemented in <a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">chmat</a>, <a class="el" href="classfsqmat.html#842a774077ee34ac3c36d180ab33e103">fsqmat</a>, and <a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">ldmat</a>.</p> |
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[22] | 259 | |
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[19] | 260 | </div> |
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| 261 | </div><p> |
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[8] | 262 | <hr>The documentation for this class was generated from the following file:<ul> |
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[397] | 263 | <li><a class="el" href="square__mat_8h-source.html">square_mat.h</a></ul> |
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| 264 | </div> |
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[401] | 265 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:56 2009 for mixpp by |
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[8] | 266 | <a href="http://www.doxygen.org/index.html"> |
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[398] | 267 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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[8] | 268 | </body> |
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| 269 | </html> |
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