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Revision 37, 1.2 kB
(checked in by smidl, 18 years ago)
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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes
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| 1 | #include <itpp/itbase.h> |
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| 2 | #include "../bdm/stat/libBM.h" |
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| 3 | #include "../bdm/math/libDC.h" |
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| 4 | #include "../bdm/math/chmat.h" |
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| 5 | |
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| 6 | using namespace itpp; |
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| 7 | |
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| 8 | //These lines are needed for use of cout and endl |
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| 9 | using std::cout; |
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| 10 | using std::endl; |
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| 11 | |
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| 12 | int main() |
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| 13 | { |
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| 14 | RV th = RV ( "1 2","{a b }","1 1","0 0"); |
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| 15 | RV r = RV ( "3 4" ); |
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| 16 | |
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| 17 | cout << th << r << endl; |
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| 18 | |
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| 19 | ldmat ld = ldmat("1 0;0.5 1","1.1 1.3"); |
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| 20 | vec v = "1 -0.1"; |
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| 21 | |
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| 22 | cout << "Test to_mat"<<endl; |
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| 23 | // cout << ld << endl; |
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| 24 | cout << ld.to_mat()<<endl; |
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| 25 | |
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| 26 | cout << "Test opupdt" <<endl; |
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| 27 | ldmat ldup = ld; |
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| 28 | ldup.opupdt(v,1); |
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| 29 | cout << ldup.to_mat()<<endl; |
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| 30 | |
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| 31 | cout << "Test +="<<endl; |
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| 32 | ldmat ld2x = ld; |
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| 33 | ld2x+=ld; |
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| 34 | cout << ld.to_mat() << ld2x.to_mat() <<endl; |
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| 35 | |
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| 36 | cout << "Test ldinv()"<<endl; |
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| 37 | ldmat Il = ld; |
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| 38 | ld.inv(Il); // |
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| 39 | mat I = Il.to_mat()*ld.to_mat(); |
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| 40 | cout << "ld:"<<Il.to_mat() << "eye:"<< I <<endl; |
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| 41 | |
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| 42 | cout << "Test ldform()"<<endl; |
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| 43 | mat V = "1 2; 2 13"; |
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| 44 | ldmat lV(V); |
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| 45 | ldmat ilV(V); |
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| 46 | lV.inv(ilV); |
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| 47 | cout << "ld:" << lV << "eye:"<< V*(ilV.to_mat()) <<endl; |
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| 48 | |
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| 49 | cout << "Test logdet()"<<endl; |
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| 50 | chmat chV(V); |
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| 51 | cout << "ch:" << chV.to_mat() <<endl; |
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| 52 | cout << "log(det(V)):"<< chV.logdet() <<endl; |
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| 53 | cout << "qform : " << chV.qform(ones(2)) <<endl; |
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| 54 | |
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| 55 | |
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| 56 | //Exit program: |
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| 57 | getchar(); |
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| 58 | return 0; |
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| 59 | |
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| 60 | } |
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