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63 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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64 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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65 | </ul> |
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68 | <div class="contents"> |
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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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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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74 | <p> |
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75 | <code>#include <<a class="el" href="square__mat_8h-source.html">square_mat.h</a>></code> |
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76 | <p> |
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77 | |
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78 | <p> |
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79 | <a href="classsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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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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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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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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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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89 | |
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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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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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92 | |
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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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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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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> |
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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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99 | |
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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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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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103 | |
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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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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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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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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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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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115 | |
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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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119 | |
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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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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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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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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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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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135 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the square matrix <br></td></tr> |
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138 | </table> |
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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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141 | <p> |
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142 | All operations defined on this class should be optimized for the chosen decomposition. <hr><h2>Member Function Documentation</h2> |
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143 | <a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &C)=0" --> |
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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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151 | <td class="paramname"> <em>C</em> </td> |
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152 | <td> ) </td> |
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153 | <td><code> [pure virtual]</code></td> |
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154 | </tr> |
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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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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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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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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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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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176 | <tr> |
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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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182 | <td><code> [pure 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_52.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_54.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>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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198 | |
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199 | </div> |
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200 | </div><p> |
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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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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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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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238 | <a class="anchor" name="6b79438b5d7544a9c8e110a145355d8f"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="6b79438b5d7544a9c8e110a145355d8f" args="(const vec &v) const =0" --> |
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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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245 | <td class="paramtype">const vec & </td> |
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246 | <td class="paramname"> <em>v</em> </td> |
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247 | <td> ) </td> |
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248 | <td> const<code> [pure virtual]</code></td> |
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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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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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256 | <p> |
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257 | Used e.g. in generating normal samples. |
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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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259 | |
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260 | </div> |
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261 | </div><p> |
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262 | <hr>The documentation for this class was generated from the following file:<ul> |
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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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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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266 | <a href="http://www.doxygen.org/index.html"> |
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267 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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268 | </body> |
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269 | </html> |
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