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53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
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60    <ul>
61      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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68<div class="contents">
69<h1>sqmat Class Reference<br>
70<small>
71[<a class="el" href="group__math.html">Auxiliary math functions</a>]</small>
72</h1><!-- doxytag: class="sqmat" -->Virtual class for representation of double symmetric matrices in square-root form. 
73<a href="#_details">More...</a>
74<p>
75<code>#include &lt;<a class="el" href="square__mat_8h-source.html">square_mat.h</a>&gt;</code>
76<p>
77
78<p>
79<a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
80<tr><td></td></tr>
81<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> (const vec &amp;v, double w)=0</td></tr>
83
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" -->
85virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#cd0ea3701e4493f353499755fba6e07f">to_mat</a> () const =0</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &amp;C)=0</td></tr>
89
90<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="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &amp;C)=0</td></tr>
92
93<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="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr>
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" -->
95virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqrt_mult</a> (const vec &amp;v) const =0</td></tr>
99
100<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="#6b79438b5d7544a9c8e110a145355d8f"></a><br></td></tr>
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 &amp;v) const =0" -->
102virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#fc026312eb02ba09f85d5aacd6f05ab3">qform</a> (const vec &amp;v) const =0</td></tr>
103
104<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>
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 &amp;v) const =0" -->
106virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6230e8e8a9341866aaa0ce008691aac2">invqform</a> (const vec &amp;v) const =0</td></tr>
107
108<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>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6fca246f9eabbdeb8cac03030e826b5e"></a><!-- doxytag: member="sqmat::clear" ref="6fca246f9eabbdeb8cac03030e826b5e" args="()=0" -->
110virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e">clear</a> ()=0</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="sqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " -->
114int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</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>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="sqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " -->
118int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</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>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" -->
122virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
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)" -->
126&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#4268750c040c716b2c05037f725078a2">sqmat</a> (const int dim0)</td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5493a4a11a2b3c41de9cdd8ce305bb44"></a><!-- doxytag: member="sqmat::sqmat" ref="5493a4a11a2b3c41de9cdd8ce305bb44" args="()" -->
130&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#5493a4a11a2b3c41de9cdd8ce305bb44">sqmat</a> ()</td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
133<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" -->
135int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the square matrix <br></td></tr>
138</table>
139<hr><a name="_details"></a><h2>Detailed Description</h2>
140Virtual class for representation of double symmetric matrices in square-root form.
141<p>
142All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2>
143<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" -->
144<div class="memitem">
145<div class="memproto">
146      <table class="memname">
147        <tr>
148          <td class="memname">virtual void sqmat::mult_sym           </td>
149          <td>(</td>
150          <td class="paramtype">const mat &amp;&nbsp;</td>
151          <td class="paramname"> <em>C</em>          </td>
152          <td>&nbsp;)&nbsp;</td>
153          <td><code> [pure virtual]</code></td>
154        </tr>
155      </table>
156</div>
157<div class="memdoc">
158
159<p>
160Inplace 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">.
161<p>
162<dl compact><dt><b>Parameters:</b></dt><dd>
163  <table border="0" cellspacing="2" cellpadding="0">
164    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
165  </table>
166</dl>
167
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>
169
170</div>
171</div><p>
172<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" -->
173<div class="memitem">
174<div class="memproto">
175      <table class="memname">
176        <tr>
177          <td class="memname">virtual void sqmat::mult_sym_t           </td>
178          <td>(</td>
179          <td class="paramtype">const mat &amp;&nbsp;</td>
180          <td class="paramname"> <em>C</em>          </td>
181          <td>&nbsp;)&nbsp;</td>
182          <td><code> [pure virtual]</code></td>
183        </tr>
184      </table>
185</div>
186<div class="memdoc">
187
188<p>
189Inplace 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">.
190<p>
191<dl compact><dt><b>Parameters:</b></dt><dd>
192  <table border="0" cellspacing="2" cellpadding="0">
193    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr>
194  </table>
195</dl>
196
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>
198
199</div>
200</div><p>
201<a class="anchor" name="b223484796661f2dadb5607a86ce0581"></a><!-- doxytag: member="sqmat::opupdt" ref="b223484796661f2dadb5607a86ce0581" args="(const vec &amp;v, double w)=0" -->
202<div class="memitem">
203<div class="memproto">
204      <table class="memname">
205        <tr>
206          <td class="memname">virtual void sqmat::opupdt           </td>
207          <td>(</td>
208          <td class="paramtype">const vec &amp;&nbsp;</td>
209          <td class="paramname"> <em>v</em>, </td>
210        </tr>
211        <tr>
212          <td class="paramkey"></td>
213          <td></td>
214          <td class="paramtype">double&nbsp;</td>
215          <td class="paramname"> <em>w</em></td><td>&nbsp;</td>
216        </tr>
217        <tr>
218          <td></td>
219          <td>)</td>
220          <td></td><td></td><td><code> [pure virtual]</code></td>
221        </tr>
222      </table>
223</div>
224<div class="memdoc">
225
226<p>
227Perfroms 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>
228  <table border="0" cellspacing="2" cellpadding="0">
229    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr>
230    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr>
231  </table>
232</dl>
233BLAS-2b operation.
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>
235
236</div>
237</div><p>
238<a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &amp;v) const =0" -->
239<div class="memitem">
240<div class="memproto">
241      <table class="memname">
242        <tr>
243          <td class="memname">virtual vec sqmat::sqrt_mult           </td>
244          <td>(</td>
245          <td class="paramtype">const vec &amp;&nbsp;</td>
246          <td class="paramname"> <em>v</em>          </td>
247          <td>&nbsp;)&nbsp;</td>
248          <td> const<code> [pure virtual]</code></td>
249        </tr>
250      </table>
251</div>
252<div class="memdoc">
253
254<p>
255Multiplies square root of <img class="formulaInl" alt="$V$" src="form_55.png"> by vector <img class="formulaInl" alt="$x$" src="form_1.png">.
256<p>
257Used e.g. in generating normal samples.
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>
259
260</div>
261</div><p>
262<hr>The documentation for this class was generated from the following file:<ul>
263<li><a class="el" href="square__mat_8h-source.html">square_mat.h</a></ul>
264</div>
265<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:56 2009 for mixpp by&nbsp;
266<a href="http://www.doxygen.org/index.html">
267<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
268</body>
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