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64<h1>square_mat.h</h1><a href="square__mat_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
65<a name="l00013"></a>00013 <span class="preprocessor">#ifndef DC_H</span>
66<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define DC_H</span>
67<a name="l00015"></a>00015 <span class="preprocessor"></span>
68<a name="l00016"></a>00016
69<a name="l00017"></a>00017 <span class="preprocessor">#include "../itpp_ext.h"</span>
70<a name="l00018"></a>00018 <span class="preprocessor">#include "../bdmerror.h"</span>
71<a name="l00019"></a>00019
72<a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm
73<a name="l00021"></a>00021 {
74<a name="l00022"></a>00022
75<a name="l00023"></a>00023 <span class="keyword">using namespace </span>itpp;
76<a name="l00024"></a>00024
77<a name="l00026"></a>00026 <span class="keywordtype">void</span> dydr ( <span class="keywordtype">double</span> * r, <span class="keywordtype">double</span> *f, <span class="keywordtype">double</span> *Dr, <span class="keywordtype">double</span> *Df, <span class="keywordtype">double</span> *R, <span class="keywordtype">int</span> jl, <span class="keywordtype">int</span> jh, <span class="keywordtype">double</span> *kr, <span class="keywordtype">int</span> m, <span class="keywordtype">int</span> mx );
78<a name="l00027"></a>00027
79<a name="l00029"></a>00029 <span class="comment">//TODO can be done via: dtrtri.f from lapack</span>
80<a name="l00030"></a>00030 mat ltuinv ( <span class="keyword">const</span> mat &amp;L );
81<a name="l00031"></a>00031
82<a name="l00036"></a><a class="code" href="classbdm_1_1sqmat.html">00036</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> {
83<a name="l00037"></a>00037 <span class="keyword">public</span>:
84<a name="l00045"></a><a class="code" href="classbdm_1_1sqmat.html#12298b1cc5a6f35876291e876b0e2993">00045</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1sqmat.html#12298b1cc5a6f35876291e876b0e2993">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ) { <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); };
85<a name="l00046"></a>00046
86<a name="l00050"></a><a class="code" href="classbdm_1_1sqmat.html#68888112cf70681c1c7a0231a631dc76">00050</a>         <span class="keyword">virtual</span> mat <a class="code" href="classbdm_1_1sqmat.html#68888112cf70681c1c7a0231a631dc76" title="Conversion to full matrix.">to_mat</a>()<span class="keyword"> const </span>{ <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); <span class="keywordflow">return</span> mat(0,0); }
87<a name="l00051"></a>00051
88<a name="l00055"></a><a class="code" href="classbdm_1_1sqmat.html#f8b513b6ac0e54d6fe47afda8b254b29">00055</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1sqmat.html#f8b513b6ac0e54d6fe47afda8b254b29" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ) { <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); };
89<a name="l00056"></a>00056
90<a name="l00060"></a><a class="code" href="classbdm_1_1sqmat.html#ba45b96855264178ab67648bbc7cead5">00060</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1sqmat.html#ba45b96855264178ab67648bbc7cead5" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ) { <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); }
91<a name="l00061"></a>00061
92<a name="l00062"></a>00062
93<a name="l00067"></a><a class="code" href="classbdm_1_1sqmat.html#e770665dd7362ffd0f2043642f9958d3">00067</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1sqmat.html#e770665dd7362ffd0f2043642f9958d3" title="Logarithm of a determinant.">logdet</a>()<span class="keyword"> const </span>{ <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); <span class="keywordflow">return</span> 0;};
94<a name="l00068"></a>00068
95<a name="l00074"></a><a class="code" href="classbdm_1_1sqmat.html#bcacd85ec5d128ebbb663ae4433c75b3">00074</a>         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1sqmat.html#bcacd85ec5d128ebbb663ae4433c75b3" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v )<span class="keyword">  const </span>{ <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); <span class="keywordflow">return</span> vec(0); };
96<a name="l00075"></a>00075
97<a name="l00080"></a><a class="code" href="classbdm_1_1sqmat.html#0fad0f3844a0bbbf5b5b68c43fea0d12">00080</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1sqmat.html#0fad0f3844a0bbbf5b5b68c43fea0d12" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span> vec &amp;v )<span class="keyword"> const </span>{ <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); <span class="keywordflow">return</span> 0; };
98<a name="l00081"></a>00081
99<a name="l00086"></a><a class="code" href="classbdm_1_1sqmat.html#022d2e2c128f3024b6f8c4bcf28dcfdd">00086</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1sqmat.html#022d2e2c128f3024b6f8c4bcf28dcfdd" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span> vec &amp;v )<span class="keyword"> const </span>{ <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); <span class="keywordflow">return</span> 0; };
100<a name="l00087"></a>00087
101<a name="l00088"></a>00088 <span class="comment">//      //! easy version of the</span>
102<a name="l00089"></a>00089 <span class="comment">//      sqmat inv();</span>
103<a name="l00090"></a>00090
104<a name="l00092"></a><a class="code" href="classbdm_1_1sqmat.html#9d2ab703ff24a6ece1c10b8e24015e72">00092</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1sqmat.html#9d2ab703ff24a6ece1c10b8e24015e72" title="Clearing matrix so that it corresponds to zeros.">clear</a>() { <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"not implemented"</span>); };
105<a name="l00093"></a>00093
106<a name="l00095"></a><a class="code" href="classbdm_1_1sqmat.html#445ef762cf5d2d6cfdf53c72942363cf">00095</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1sqmat.html#445ef762cf5d2d6cfdf53c72942363cf" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{
107<a name="l00096"></a>00096                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>;
108<a name="l00097"></a>00097         };
109<a name="l00098"></a>00098
110<a name="l00100"></a><a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590">00100</a>         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()<span class="keyword"> const </span>{
111<a name="l00101"></a>00101                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>;
112<a name="l00102"></a>00102         };
113<a name="l00103"></a>00103
114<a name="l00105"></a><a class="code" href="classbdm_1_1sqmat.html#33a9a1ec2f66b6c1e3081e5e65c36d0e">00105</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1sqmat.html#33a9a1ec2f66b6c1e3081e5e65c36d0e" title="Destructor for future use;.">~sqmat</a>() {};
115<a name="l00107"></a><a class="code" href="classbdm_1_1sqmat.html#3d304dccc155638c6d435cd1c0611dfc">00107</a>         <a class="code" href="classbdm_1_1sqmat.html#3d304dccc155638c6d435cd1c0611dfc" title="Default constructor.">sqmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ( dim0 ) {};
116<a name="l00109"></a><a class="code" href="classbdm_1_1sqmat.html#3051f1734d36cce6c58c799fdd4451bb">00109</a>         <a class="code" href="classbdm_1_1sqmat.html#3051f1734d36cce6c58c799fdd4451bb" title="Default constructor.">sqmat</a>() : <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ( 0 ) {};
117<a name="l00110"></a>00110 <span class="keyword">protected</span>:
118<a name="l00112"></a>00112         <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>;
119<a name="l00113"></a>00113 };
120<a name="l00114"></a>00114
121<a name="l00115"></a>00115
122<a name="l00120"></a><a class="code" href="classbdm_1_1fsqmat.html">00120</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> {
123<a name="l00121"></a>00121 <span class="keyword">protected</span>:
124<a name="l00123"></a><a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03">00123</a>         mat <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>;
125<a name="l00124"></a>00124 <span class="keyword">public</span>:
126<a name="l00125"></a>00125         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#a41b3686a77d1f9657b6942b01cfd8be">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w );
127<a name="l00126"></a>00126         mat <a class="code" href="classbdm_1_1fsqmat.html#5c27d47cd0fa7ae686d4519f89a3c9b0" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>;
128<a name="l00127"></a>00127         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#fca713af3f74677fd7fbafe723590112" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C );
129<a name="l00128"></a>00128         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#0f6b7cf09daf484f29ea99a144a27039" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C );
130<a name="l00130"></a>00130         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#fca713af3f74677fd7fbafe723590112" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U ) <span class="keyword">const</span>;
131<a name="l00132"></a>00132         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#0f6b7cf09daf484f29ea99a144a27039" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U ) <span class="keyword">const</span>;
132<a name="l00133"></a>00133         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#8ba3bc2f92b3fc6cfc90f21b3a5a5ada" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
133<a name="l00134"></a>00134
134<a name="l00136"></a><a class="code" href="classbdm_1_1fsqmat.html#d9461412d5087d685a3213671446f143">00136</a>         <a class="code" href="classbdm_1_1fsqmat.html#d9461412d5087d685a3213671446f143" title="Default initialization.">fsqmat</a>() {}; <span class="comment">// mat will be initialized OK</span>
135<a name="l00138"></a>00138 <span class="comment"></span>        <a class="code" href="classbdm_1_1fsqmat.html#d9461412d5087d685a3213671446f143" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ); <span class="comment">// mat will be initialized OK</span>
136<a name="l00140"></a>00140 <span class="comment"></span>        <a class="code" href="classbdm_1_1fsqmat.html#d9461412d5087d685a3213671446f143" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> );
137<a name="l00141"></a>00141
138<a name="l00146"></a><a class="code" href="classbdm_1_1fsqmat.html#8168a96449b2126dfc117c136fdf39d5">00146</a>         <a class="code" href="classbdm_1_1fsqmat.html#8168a96449b2126dfc117c136fdf39d5">fsqmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;<a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>, <span class="keyword">const</span> ivec &amp;perm ) {
139<a name="l00147"></a>00147                 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> );
140<a name="l00148"></a>00148         }
141<a name="l00149"></a>00149
142<a name="l00151"></a><a class="code" href="classbdm_1_1fsqmat.html#6203529db9dab639f2c123aac9fb6a6c">00151</a>         <a class="code" href="classbdm_1_1fsqmat.html#6203529db9dab639f2c123aac9fb6a6c" title="Constructor.">fsqmat</a> ( <span class="keyword">const</span> vec &amp;d ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( d.length() ) {
143<a name="l00152"></a>00152                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> = diag ( d );
144<a name="l00153"></a>00153         };
145<a name="l00154"></a>00154
146<a name="l00156"></a><a class="code" href="classbdm_1_1fsqmat.html#26d4037b787aa9cd63742393e6bd334f">00156</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1fsqmat.html#26d4037b787aa9cd63742393e6bd334f" title="Destructor for future use;.">~fsqmat</a>() {};
147<a name="l00157"></a>00157
148<a name="l00158"></a>00158
149<a name="l00164"></a>00164         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#d17495888ab35e09ebb9b4e789f586d5" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;Inv ) <span class="keyword">const</span>;
150<a name="l00165"></a>00165
151<a name="l00166"></a><a class="code" href="classbdm_1_1fsqmat.html#15de11fa1e280d4caa7cb010711881a0">00166</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1fsqmat.html#15de11fa1e280d4caa7cb010711881a0" title="Logarithm of a determinant.">logdet</a>()<span class="keyword"> const </span>{
152<a name="l00167"></a>00167                 <span class="keywordflow">return</span> log ( det ( <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> ) );
153<a name="l00168"></a>00168         };
154<a name="l00169"></a><a class="code" href="classbdm_1_1fsqmat.html#766faafcf138610840a6975f8a28d0b6">00169</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1fsqmat.html#766faafcf138610840a6975f8a28d0b6" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span>  vec &amp;v )<span class="keyword"> const </span>{
155<a name="l00170"></a>00170                 <span class="keywordflow">return</span> ( v* ( <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>*v ) );
156<a name="l00171"></a>00171         };
157<a name="l00172"></a><a class="code" href="classbdm_1_1fsqmat.html#967cbb3a58a0a6f7bd974f2c6ff5d520">00172</a>         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1fsqmat.html#967cbb3a58a0a6f7bd974f2c6ff5d520" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span>  vec &amp;v )<span class="keyword"> const </span>{
158<a name="l00173"></a>00173                 <span class="keywordflow">return</span> ( v* ( itpp::inv ( <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> ) *v ) );
159<a name="l00174"></a>00174         };
160<a name="l00175"></a><a class="code" href="classbdm_1_1fsqmat.html#ab240f84ea1685bc95df0446f948abfd">00175</a>         vec <a class="code" href="classbdm_1_1fsqmat.html#ab240f84ea1685bc95df0446f948abfd" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v )<span class="keyword"> const </span>{
161<a name="l00176"></a>00176                 mat Ch = chol ( <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> );
162<a name="l00177"></a>00177                 <span class="keywordflow">return</span> Ch*v;
163<a name="l00178"></a>00178         };
164<a name="l00179"></a>00179
165<a name="l00181"></a><a class="code" href="classbdm_1_1fsqmat.html#1a01433460718f7b8a9fa6ba9a911b8a">00181</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#1a01433460718f7b8a9fa6ba9a911b8a" title="Add another matrix in fsq form with weight w.">add</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;fsq2, <span class="keywordtype">double</span> w = 1.0 ) {
166<a name="l00182"></a>00182                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> += fsq2.<a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>;
167<a name="l00183"></a>00183         };
168<a name="l00184"></a>00184
169<a name="l00186"></a><a class="code" href="classbdm_1_1fsqmat.html#d36cb40feaa7079d8687d60bd33e50a5">00186</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#d36cb40feaa7079d8687d60bd33e50a5" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD ) {
170<a name="l00187"></a>00187                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> = diag ( nD );
171<a name="l00188"></a>00188         }
172<a name="l00190"></a><a class="code" href="classbdm_1_1fsqmat.html#d94e0156c4d15a756b23fa70ab181904">00190</a>         vec <a class="code" href="classbdm_1_1fsqmat.html#d94e0156c4d15a756b23fa70ab181904" title="Access functions.">getD</a> () {
173<a name="l00191"></a>00191                 <span class="keywordflow">return</span> diag ( <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> );
174<a name="l00192"></a>00192         }
175<a name="l00194"></a><a class="code" href="classbdm_1_1fsqmat.html#19f6f73679a09315babba64a95d89085">00194</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1fsqmat.html#19f6f73679a09315babba64a95d89085" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) {
176<a name="l00195"></a>00195                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j = i; j &lt; nD.length(); j++ ) {
177<a name="l00196"></a>00196                         <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> ( j, j ) = nD ( j - i );    <span class="comment">//Fixme can be more general</span>
178<a name="l00197"></a>00197                 }
179<a name="l00198"></a>00198         }
180<a name="l00199"></a>00199
181<a name="l00200"></a>00200
182<a name="l00202"></a><a class="code" href="classbdm_1_1fsqmat.html#83db17577372a459433cc56aef712583">00202</a>         <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classbdm_1_1fsqmat.html#83db17577372a459433cc56aef712583" title="add another fsqmat matrix">operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {
183<a name="l00203"></a>00203                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> += A.<a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>;
184<a name="l00204"></a>00204                 <span class="keywordflow">return</span> *<span class="keyword">this</span>;
185<a name="l00205"></a>00205         };
186<a name="l00207"></a><a class="code" href="classbdm_1_1fsqmat.html#019ee2145f7ef263bfb9a72e8e0532d9">00207</a>         <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classbdm_1_1fsqmat.html#019ee2145f7ef263bfb9a72e8e0532d9" title="subtrack another fsqmat matrix">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;A ) {
187<a name="l00208"></a>00208                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> -= A.<a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>;
188<a name="l00209"></a>00209                 <span class="keywordflow">return</span> *<span class="keyword">this</span>;
189<a name="l00210"></a>00210         };
190<a name="l00212"></a><a class="code" href="classbdm_1_1fsqmat.html#093d62d05f04b97d91084ed97194560b">00212</a>         <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; <a class="code" href="classbdm_1_1fsqmat.html#093d62d05f04b97d91084ed97194560b" title="multiply by a scalar">operator *= </a>( <span class="keywordtype">double</span> x ) {
191<a name="l00213"></a>00213                 <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a> *= x;
192<a name="l00214"></a>00214                 <span class="keywordflow">return</span> *<span class="keyword">this</span>;
193<a name="l00215"></a>00215         };
194<a name="l00216"></a>00216         
195<a name="l00218"></a><a class="code" href="classbdm_1_1fsqmat.html#296faede93e2143abd3a4f1f7b4974c7">00218</a>         <a class="code" href="classbdm_1_1fsqmat.html#296faede93e2143abd3a4f1f7b4974c7" title="cast to normal mat">operator mat&amp;</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1fsqmat.html#ae9e9d807cd320ec265df81022eb9f03" title="Full matrix on which the operations are performed.">M</a>;};
196<a name="l00219"></a>00219         
197<a name="l00220"></a>00220 <span class="comment">//              fsqmat&amp; operator = ( const fsqmat &amp;A) {M=A.M; return *this;};</span>
198<a name="l00222"></a>00222 <span class="comment"></span>        <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classbdm_1_1fsqmat.html#e06aba54d61e807b41bd68b5ee6ac22f" title="print full matrix">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classbdm_1_1fsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;sq );
199<a name="l00223"></a>00223
200<a name="l00224"></a>00224 };
201<a name="l00225"></a>00225
202<a name="l00226"></a>00226
203<a name="l00232"></a><a class="code" href="classbdm_1_1ldmat.html">00232</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> {
204<a name="l00233"></a>00233 <span class="keyword">public</span>:
205<a name="l00235"></a>00235         <a class="code" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990" title="Default constructor.">ldmat</a> ( <span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1ldmat.html#2488cf5a8f056b2566e2565d1ce9ec57" title="Lower-triangular matrix .">L</a>, <span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1ldmat.html#03b89dcb9a5241a237a07102f932638f" title="Positive vector .">D</a> );
206<a name="l00237"></a>00237         <a class="code" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990" title="Default constructor.">ldmat</a> ( <span class="keyword">const</span> mat &amp;V );
207<a name="l00239"></a><a class="code" href="classbdm_1_1ldmat.html#984df3535e93e777dc5f9897aa682176">00239</a>         <a class="code" href="classbdm_1_1ldmat.html#984df3535e93e777dc5f9897aa682176" title="Construct by restructuring of V0 accordint to permutation vector perm.">ldmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;V0, <span class="keyword">const</span> ivec &amp;perm ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( V0.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>() ) {
208<a name="l00240"></a>00240                 <a class="code" href="classbdm_1_1ldmat.html#f95718893e86bff149080116736ab566" title="Transforms general  into pure .">ldform</a> ( V0.<a class="code" href="classbdm_1_1ldmat.html#2488cf5a8f056b2566e2565d1ce9ec57" title="Lower-triangular matrix .">L</a>.get_cols ( perm ), V0.<a class="code" href="classbdm_1_1ldmat.html#03b89dcb9a5241a237a07102f932638f" title="Positive vector .">D</a> );
209<a name="l00241"></a>00241         };
210<a name="l00243"></a>00243         <a class="code" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990" title="Default constructor.">ldmat</a> ( vec D0 );
211<a name="l00245"></a>00245         <a class="code" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990" title="Default constructor.">ldmat</a> ();
212<a name="l00247"></a>00247         <a class="code" href="classbdm_1_1ldmat.html#30235afa1e80e709d7d7da380201a990" title="Default constructor.">ldmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 );
213<a name="l00248"></a>00248
214<a name="l00250"></a><a class="code" href="classbdm_1_1ldmat.html#deb3ea5e22f1c12fe06a56841d1c5ccc">00250</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1ldmat.html#deb3ea5e22f1c12fe06a56841d1c5ccc" title="Destructor for future use;.">~ldmat</a>() {};
215<a name="l00251"></a>00251
216<a name="l00252"></a>00252         <span class="comment">// Reimplementation of compulsory operatios</span>
217<a name="l00253"></a>00253
218<a name="l00254"></a>00254         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#c9dc3f1f86d36ec7eedb8746eb2c3b5c">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w );
219<a name="l00255"></a>00255         mat <a class="code" href="classbdm_1_1ldmat.html#387f6acb29086e93828331a30a638ae4" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>;
220<a name="l00256"></a>00256         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#7a813158c36347deccf50a08feee24a8" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C );
221<a name="l00257"></a>00257         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#591ae54f5fce50e7160025eeab44888f" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C );
222<a name="l00259"></a>00259         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#9ae1fe991497135973a18097a58c6f25" title="Add another matrix in LD form with weight w.">add</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ld2, <span class="keywordtype">double</span> w = 1.0 );
223<a name="l00260"></a>00260         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1ldmat.html#0913623ee335d78f96bb474f62616375" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>;
224<a name="l00261"></a>00261         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1ldmat.html#5725cb504d3dd68713ac232c18526c87" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
225<a name="l00262"></a>00262         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
226<a name="l00263"></a>00263         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#913a4746f16e4c5e130f63bd3f31829a" title="Clearing matrix so that it corresponds to zeros.">clear</a>();
227<a name="l00264"></a>00264         vec <a class="code" href="classbdm_1_1ldmat.html#2c670269c0ee397eb49ba7b0712e16a5" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>;
228<a name="l00265"></a>00265
229<a name="l00266"></a>00266
230<a name="l00270"></a>00270         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#e5940e396d822b9e93a43ac0924d3823" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;Inv ) <span class="keyword">const</span>;
231<a name="l00271"></a>00271
232<a name="l00276"></a>00276         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#7a813158c36347deccf50a08feee24a8" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;U ) <span class="keyword">const</span>;
233<a name="l00277"></a>00277
234<a name="l00282"></a>00282         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#591ae54f5fce50e7160025eeab44888f" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;U ) <span class="keyword">const</span>;
235<a name="l00283"></a>00283
236<a name="l00284"></a>00284
237<a name="l00291"></a>00291         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#f95718893e86bff149080116736ab566" title="Transforms general  into pure .">ldform</a> ( <span class="keyword">const</span> mat &amp;A, <span class="keyword">const</span> vec &amp;D0 );
238<a name="l00292"></a>00292
239<a name="l00294"></a><a class="code" href="classbdm_1_1ldmat.html#72e61ad4e0653f4fc38e7d60d3cf1d4e">00294</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#72e61ad4e0653f4fc38e7d60d3cf1d4e" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD ) {
240<a name="l00295"></a>00295                 D = nD;
241<a name="l00296"></a>00296         }
242<a name="l00298"></a><a class="code" href="classbdm_1_1ldmat.html#c4aa9180695e22fec17c714c5494a8b1">00298</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#c4aa9180695e22fec17c714c5494a8b1" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) {
243<a name="l00299"></a>00299                 D.replace_mid ( i, nD );    <span class="comment">//Fixme can be more general</span>
244<a name="l00300"></a>00300         }
245<a name="l00302"></a><a class="code" href="classbdm_1_1ldmat.html#f8d6bb6f315c25b8f8af72e4e62230ee">00302</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ldmat.html#f8d6bb6f315c25b8f8af72e4e62230ee" title="Access functions.">setL</a> ( <span class="keyword">const</span> vec &amp;nL ) {
246<a name="l00303"></a>00303                 L = nL;
247<a name="l00304"></a>00304         }
248<a name="l00305"></a>00305
249<a name="l00307"></a><a class="code" href="classbdm_1_1ldmat.html#0cc4632b40e8b61945bd463913d08b69">00307</a>         <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1ldmat.html#0cc4632b40e8b61945bd463913d08b69" title="Access functions.">_D</a>()<span class="keyword"> const </span>{
250<a name="l00308"></a>00308                 <span class="keywordflow">return</span> D;
251<a name="l00309"></a>00309         }
252<a name="l00311"></a><a class="code" href="classbdm_1_1ldmat.html#75c80134f0602ec1face282ec0f05b96">00311</a>         <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1ldmat.html#75c80134f0602ec1face282ec0f05b96" title="Access functions.">_L</a>()<span class="keyword"> const </span>{
253<a name="l00312"></a>00312                 <span class="keywordflow">return</span> L;
254<a name="l00313"></a>00313         }
255<a name="l00314"></a>00314
256<a name="l00316"></a>00316         <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classbdm_1_1ldmat.html#6e1d28681e7e7e6b570a14a9a370821a" title="add another ldmat matrix">operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA );
257<a name="l00318"></a>00318         <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classbdm_1_1ldmat.html#db2f7a02b4686ea1bf7013284b40d954" title="subtract another ldmat matrix">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;ldA );
258<a name="l00320"></a>00320         <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classbdm_1_1ldmat.html#d387ee8c6e5514244a00e4e8ff1e533c" title="multiply by a scalar">operator *= </a>( <span class="keywordtype">double</span> x );
259<a name="l00321"></a>00321
260<a name="l00323"></a>00323         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classbdm_1_1ldmat.html#eaaa0baa6026b84cfcbced41c84599d1" title="print both L and D ">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;sq );
261<a name="l00324"></a>00324
262<a name="l00325"></a>00325 <span class="keyword">protected</span>:
263<a name="l00327"></a><a class="code" href="classbdm_1_1ldmat.html#03b89dcb9a5241a237a07102f932638f">00327</a>         vec D;
264<a name="l00329"></a><a class="code" href="classbdm_1_1ldmat.html#2488cf5a8f056b2566e2565d1ce9ec57">00329</a>         mat L;
265<a name="l00330"></a>00330
266<a name="l00331"></a>00331 };
267<a name="l00332"></a>00332
268<a name="l00335"></a><a class="code" href="classbdm_1_1ldmat.html#6e1d28681e7e7e6b570a14a9a370821a">00335</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classbdm_1_1ldmat.html#6e1d28681e7e7e6b570a14a9a370821a" title="add another ldmat matrix">ldmat::operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp; ldA )  {
269<a name="l00336"></a>00336         this-&gt;<a class="code" href="classbdm_1_1ldmat.html#9ae1fe991497135973a18097a58c6f25" title="Add another matrix in LD form with weight w.">add</a> ( ldA );
270<a name="l00337"></a>00337         <span class="keywordflow">return</span> *<span class="keyword">this</span>;
271<a name="l00338"></a>00338 }
272<a name="l00340"></a><a class="code" href="classbdm_1_1ldmat.html#db2f7a02b4686ea1bf7013284b40d954">00340</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; <a class="code" href="classbdm_1_1ldmat.html#db2f7a02b4686ea1bf7013284b40d954" title="subtract another ldmat matrix">ldmat::operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp; ldA )  {
273<a name="l00341"></a>00341         this-&gt;<a class="code" href="classbdm_1_1ldmat.html#9ae1fe991497135973a18097a58c6f25" title="Add another matrix in LD form with weight w.">add</a> ( ldA, -1.0 );
274<a name="l00342"></a>00342         <span class="keywordflow">return</span> *<span class="keyword">this</span>;
275<a name="l00343"></a>00343 }
276<a name="l00344"></a>00344
277<a name="l00345"></a>00345 }
278<a name="l00346"></a>00346
279<a name="l00347"></a>00347 <span class="preprocessor">#endif // DC_H</span>
280</pre></div></div>
281<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:44 2009 for mixpp by&nbsp;
282<a href="http://www.doxygen.org/index.html">
283<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
284</body>
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