Changeset 172 for doc/latex/classchmat.tex
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- 09/24/08 13:31:03 (16 years ago)
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doc/latex/classchmat.tex
r145 r172 1 \hypertarget{classchmat}{ 1 2 \section{chmat Class Reference} 2 3 \label{classchmat}\index{chmat@{chmat}} 4 } 3 5 Symmetric matrix stored in square root decomposition using upper cholesky. 4 6 … … 23 25 \begin{CompactItemize} 24 26 \item 25 void {\bf opupdt} (const vec \&v, double w) 26 \item 27 mat {\bf to\_\-mat} ()\label{classchmat_a37e2c726e4fc3ad50b26ac2ca6c1452} 27 void \hyperlink{classchmat_bbc2d98d7455b1f38828907d442836bf}{opupdt} (const vec \&v, double w) 28 \item 29 \hypertarget{classchmat_045addd685f8d978efda232d7dcb070e}{ 30 mat \hyperlink{classchmat_045addd685f8d978efda232d7dcb070e}{to\_\-mat} () const } 31 \label{classchmat_045addd685f8d978efda232d7dcb070e} 28 32 29 33 \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 30 void {\bfmult\_\-sym} (const mat \&C)34 void \hyperlink{classchmat_66f509f92b0ccf020e2a2a32566e0777}{mult\_\-sym} (const mat \&C) 31 35 \begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. \item\end{CompactList}\item 32 void \textbf{mult\_\-sym} (const mat \&C, {\bf chmat} \&U) const \label{classchmat_d558ab63475a2f2ebc0c0e149796dcc6} 33 34 \item 35 void {\bf mult\_\-sym\_\-t} (const mat \&C) 36 \hypertarget{classchmat_d558ab63475a2f2ebc0c0e149796dcc6}{ 37 void \textbf{mult\_\-sym} (const mat \&C, \hyperlink{classchmat}{chmat} \&U) const } 38 \label{classchmat_d558ab63475a2f2ebc0c0e149796dcc6} 39 40 \item 41 void \hyperlink{classchmat_07f50d1332b901eee962e8b1913102f7}{mult\_\-sym\_\-t} (const mat \&C) 36 42 \begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. \item\end{CompactList}\item 37 void \textbf{mult\_\-sym\_\-t} (const mat \&C, {\bf chmat} \&U) const \label{classchmat_31c3b985214a150b2a6b4be3b0fd40e3} 38 39 \item 40 double {\bf logdet} () const \label{classchmat_b504ca818203b13e667cb3c503980382} 43 \hypertarget{classchmat_31c3b985214a150b2a6b4be3b0fd40e3}{ 44 void \textbf{mult\_\-sym\_\-t} (const mat \&C, \hyperlink{classchmat}{chmat} \&U) const } 45 \label{classchmat_31c3b985214a150b2a6b4be3b0fd40e3} 46 47 \item 48 \hypertarget{classchmat_b504ca818203b13e667cb3c503980382}{ 49 double \hyperlink{classchmat_b504ca818203b13e667cb3c503980382}{logdet} () const } 50 \label{classchmat_b504ca818203b13e667cb3c503980382} 41 51 42 52 \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 43 vec {\bfsqrt\_\-mult} (const vec \&v) const53 vec \hyperlink{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{sqrt\_\-mult} (const vec \&v) const 44 54 \begin{CompactList}\small\item\em Multiplies square root of $V$ by vector $x$. \item\end{CompactList}\item 45 double {\bf qform} (const vec \&v) const \label{classchmat_6807737c7ffdb7041256b51db7592248} 55 \hypertarget{classchmat_6807737c7ffdb7041256b51db7592248}{ 56 double \hyperlink{classchmat_6807737c7ffdb7041256b51db7592248}{qform} (const vec \&v) const } 57 \label{classchmat_6807737c7ffdb7041256b51db7592248} 46 58 47 59 \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*V*v$;. \item\end{CompactList}\item 48 double {\bf invqform} (const vec \&v) const \label{classchmat_b49427cff186c62f5df3724e5d2c34b4} 60 \hypertarget{classchmat_b49427cff186c62f5df3724e5d2c34b4}{ 61 double \hyperlink{classchmat_b49427cff186c62f5df3724e5d2c34b4}{invqform} (const vec \&v) const } 62 \label{classchmat_b49427cff186c62f5df3724e5d2c34b4} 49 63 50 64 \begin{CompactList}\small\item\em Evaluates quadratic form $x= v'*inv(V)*v$;. \item\end{CompactList}\item 51 void {\bf clear} ()\label{classchmat_d0a995d312ecc11d3b43693f5e224ba9} 65 \hypertarget{classchmat_d0a995d312ecc11d3b43693f5e224ba9}{ 66 void \hyperlink{classchmat_d0a995d312ecc11d3b43693f5e224ba9}{clear} ()} 67 \label{classchmat_d0a995d312ecc11d3b43693f5e224ba9} 52 68 53 69 \begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 54 void {\bf add} (const {\bf chmat} \&A2, double w=1.0)\label{classchmat_f3921e3e5e31337cdbda40a3a5467257} 55 56 \begin{CompactList}\small\item\em add another \doxyref{chmat}{p.}{classchmat} {\tt A2} with weight {\tt w}. \item\end{CompactList}\item 57 void {\bf inv} ({\bf chmat} \&Inv) const \label{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd} 70 \hypertarget{classchmat_f3921e3e5e31337cdbda40a3a5467257}{ 71 void \hyperlink{classchmat_f3921e3e5e31337cdbda40a3a5467257}{add} (const \hyperlink{classchmat}{chmat} \&A2, double w=1.0)} 72 \label{classchmat_f3921e3e5e31337cdbda40a3a5467257} 73 74 \begin{CompactList}\small\item\em add another \hyperlink{classchmat}{chmat} {\tt A2} with weight {\tt w}. \item\end{CompactList}\item 75 \hypertarget{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd}{ 76 void \hyperlink{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd}{inv} (\hyperlink{classchmat}{chmat} \&Inv) const } 77 \label{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd} 58 78 59 79 \begin{CompactList}\small\item\em Inversion in the same form, i.e. cholesky. \item\end{CompactList}\item 60 virtual {\bf $\sim$chmat} ()\label{classchmat_ba62fbf7cb8e065a4f3d24457824e89b} 80 \hypertarget{classchmat_ba62fbf7cb8e065a4f3d24457824e89b}{ 81 virtual \hyperlink{classchmat_ba62fbf7cb8e065a4f3d24457824e89b}{$\sim$chmat} ()} 82 \label{classchmat_ba62fbf7cb8e065a4f3d24457824e89b} 61 83 62 84 \begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 63 {\bf chmat} (const int dim0)\label{classchmat_fdd73b0c596161637fd25bdf2c670c39} 85 \hypertarget{classchmat_fdd73b0c596161637fd25bdf2c670c39}{ 86 \hyperlink{classchmat_fdd73b0c596161637fd25bdf2c670c39}{chmat} (const int dim0)} 87 \label{classchmat_fdd73b0c596161637fd25bdf2c670c39} 64 88 65 89 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 66 {\bf chmat} (const vec \&v)\label{classchmat_d4f0a94e81279295e60e72812130f9d4} 90 \hypertarget{classchmat_d4f0a94e81279295e60e72812130f9d4}{ 91 \hyperlink{classchmat_d4f0a94e81279295e60e72812130f9d4}{chmat} (const vec \&v)} 92 \label{classchmat_d4f0a94e81279295e60e72812130f9d4} 67 93 68 94 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 69 {\bf chmat} (const {\bf chmat} \&Ch0)\label{classchmat_d92f3bd9a727b8c88a8c7385feb3449a} 95 \hypertarget{classchmat_d92f3bd9a727b8c88a8c7385feb3449a}{ 96 \hyperlink{classchmat_d92f3bd9a727b8c88a8c7385feb3449a}{chmat} (const \hyperlink{classchmat}{chmat} \&Ch0)} 97 \label{classchmat_d92f3bd9a727b8c88a8c7385feb3449a} 70 98 71 99 \begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 72 {\bf chmat} (const mat \&M)\label{classchmat_8334a00f30f0a05f893c2aeec395ef10} 100 \hypertarget{classchmat_8334a00f30f0a05f893c2aeec395ef10}{ 101 \hyperlink{classchmat_8334a00f30f0a05f893c2aeec395ef10}{chmat} (const mat \&M)} 102 \label{classchmat_8334a00f30f0a05f893c2aeec395ef10} 73 103 74 104 \begin{CompactList}\small\item\em Default constructor (m3k:cholform). \item\end{CompactList}\item 75 mat \& {\bf \_\-Ch} ()\label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c} 105 \hypertarget{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}{ 106 mat \& \hyperlink{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}{\_\-Ch} ()} 107 \label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c} 76 108 77 109 \begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item 78 void {\bf setD} (const vec \&nD)\label{classchmat_a4fc7f9b0539b97c414442a22f3db6e8} 110 \hypertarget{classchmat_a4fc7f9b0539b97c414442a22f3db6e8}{ 111 void \hyperlink{classchmat_a4fc7f9b0539b97c414442a22f3db6e8}{setD} (const vec \&nD)} 112 \label{classchmat_a4fc7f9b0539b97c414442a22f3db6e8} 79 113 80 114 \begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 81 void {\bf setD} (const vec \&nD, int i)\label{classchmat_4b9271097d8317d9514c5d0d62cccb39} 115 \hypertarget{classchmat_4b9271097d8317d9514c5d0d62cccb39}{ 116 void \hyperlink{classchmat_4b9271097d8317d9514c5d0d62cccb39}{setD} (const vec \&nD, int i)} 117 \label{classchmat_4b9271097d8317d9514c5d0d62cccb39} 82 118 83 119 \begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item 84 {\bf chmat} \& {\bf operator+=} (const {\bfchmat} \&A2)120 \hyperlink{classchmat}{chmat} \& \hyperlink{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb}{operator+=} (const \hyperlink{classchmat}{chmat} \&A2) 85 121 \begin{CompactList}\small\item\em Operators. \item\end{CompactList}\item 86 {\bf chmat} \& {\bf operator-=} (const {\bf chmat} \&A2)\label{classchmat_a8c3628a8c15eb0009e57c66fcac1a76} 122 \hypertarget{classchmat_a8c3628a8c15eb0009e57c66fcac1a76}{ 123 \hyperlink{classchmat}{chmat} \& \hyperlink{classchmat_a8c3628a8c15eb0009e57c66fcac1a76}{operator-=} (const \hyperlink{classchmat}{chmat} \&A2)} 124 \label{classchmat_a8c3628a8c15eb0009e57c66fcac1a76} 87 125 88 126 \begin{CompactList}\small\item\em mapping of negative add operation to operators \item\end{CompactList}\item 89 int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} 90 91 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item 92 int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} 93 94 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize} 127 \hypertarget{classsqmat_ecc2e2540f95a04f4449842588170f5b}{ 128 int \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols} () const } 129 \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} 130 131 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\item 132 \hypertarget{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{ 133 int \hyperlink{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}{rows} () const } 134 \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} 135 136 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \hyperlink{classsqmat_ecc2e2540f95a04f4449842588170f5b}{cols()}. \item\end{CompactList}\end{CompactItemize} 95 137 \subsection*{Protected Attributes} 96 138 \begin{CompactItemize} 97 139 \item 98 mat {\bf Ch}\label{classchmat_95158bb150f5e7f939168abcd577fd9c} 140 \hypertarget{classchmat_95158bb150f5e7f939168abcd577fd9c}{ 141 mat \hyperlink{classchmat_95158bb150f5e7f939168abcd577fd9c}{Ch}} 142 \label{classchmat_95158bb150f5e7f939168abcd577fd9c} 99 143 100 144 \begin{CompactList}\small\item\em Upper triangle of the cholesky matrix. \item\end{CompactList}\item 101 int {\bf dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d} 145 \hypertarget{classsqmat_0abed904bdc0882373ba9adba919689d}{ 146 int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}} 147 \label{classsqmat_0abed904bdc0882373ba9adba919689d} 102 148 103 149 \begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize} … … 110 156 111 157 \subsection{Member Function Documentation} 158 \hypertarget{classchmat_bbc2d98d7455b1f38828907d442836bf}{ 112 159 \index{chmat@{chmat}!opupdt@{opupdt}} 113 160 \index{opupdt@{opupdt}!chmat@{chmat}} 114 \subsubsection[opupdt]{\setlength{\rightskip}{0pt plus 5cm}void chmat::opupdt (const vec \& {\em v}, \/ double {\em w})\hspace{0.3cm}{\tt [virtual]}}\label{classchmat_bbc2d98d7455b1f38828907d442836bf} 161 \subsubsection[opupdt]{\setlength{\rightskip}{0pt plus 5cm}void chmat::opupdt (const vec \& {\em v}, \/ double {\em w})\hspace{0.3cm}{\tt \mbox{[}virtual\mbox{]}}}} 162 \label{classchmat_bbc2d98d7455b1f38828907d442836bf} 115 163 116 164 … … 122 170 BLAS-2b operation. 123 171 124 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}. 125 126 References Ch.\index{chmat@{chmat}!mult\_\-sym@{mult\_\-sym}} 172 Implements \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{sqmat}. 173 174 References Ch.\hypertarget{classchmat_66f509f92b0ccf020e2a2a32566e0777}{ 175 \index{chmat@{chmat}!mult\_\-sym@{mult\_\-sym}} 127 176 \index{mult\_\-sym@{mult\_\-sym}!chmat@{chmat}} 128 \subsubsection[mult\_\-sym]{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt [virtual]}}\label{classchmat_66f509f92b0ccf020e2a2a32566e0777} 177 \subsubsection[mult\_\-sym]{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt \mbox{[}virtual\mbox{]}}}} 178 \label{classchmat_66f509f92b0ccf020e2a2a32566e0777} 129 179 130 180 … … 138 188 139 189 140 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_60fbbfa9e483b8187c135f787ee53afa}.\index{chmat@{chmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} 190 Implements \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{sqmat}.\hypertarget{classchmat_07f50d1332b901eee962e8b1913102f7}{ 191 \index{chmat@{chmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} 141 192 \index{mult\_\-sym\_\-t@{mult\_\-sym\_\-t}!chmat@{chmat}} 142 \subsubsection[mult\_\-sym\_\-t]{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt [virtual]}}\label{classchmat_07f50d1332b901eee962e8b1913102f7} 193 \subsubsection[mult\_\-sym\_\-t]{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt \mbox{[}virtual\mbox{]}}}} 194 \label{classchmat_07f50d1332b901eee962e8b1913102f7} 143 195 144 196 … … 152 204 153 205 154 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6909e906da17725b1b80f3cae7cf3325}.\index{chmat@{chmat}!sqrt\_\-mult@{sqrt\_\-mult}} 206 Implements \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{sqmat}.\hypertarget{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{ 207 \index{chmat@{chmat}!sqrt\_\-mult@{sqrt\_\-mult}} 155 208 \index{sqrt\_\-mult@{sqrt\_\-mult}!chmat@{chmat}} 156 \subsubsection[sqrt\_\-mult]{\setlength{\rightskip}{0pt plus 5cm}vec chmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt [virtual]}}\label{classchmat_b22aa239dbaca33e3fb93b4f674d7051} 209 \subsubsection[sqrt\_\-mult]{\setlength{\rightskip}{0pt plus 5cm}vec chmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt \mbox{[}virtual\mbox{]}}}} 210 \label{classchmat_b22aa239dbaca33e3fb93b4f674d7051} 157 211 158 212 … … 161 215 Used e.g. in generating normal samples. 162 216 163 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6b79438b5d7544a9c8e110a145355d8f}. 164 165 References Ch.\index{chmat@{chmat}!operator+=@{operator+=}} 217 Implements \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqmat}. 218 219 References Ch.\hypertarget{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb}{ 220 \index{chmat@{chmat}!operator+=@{operator+=}} 166 221 \index{operator+=@{operator+=}!chmat@{chmat}} 167 \subsubsection[operator+=]{\setlength{\rightskip}{0pt plus 5cm}{\bf chmat} \& chmat::operator+= (const {\bf chmat} \& {\em A2})\hspace{0.3cm}{\tt [inline]}}\label{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb} 222 \subsubsection[operator+=]{\setlength{\rightskip}{0pt plus 5cm}{\bf chmat} \& chmat::operator+= (const {\bf chmat} \& {\em A2})\hspace{0.3cm}{\tt \mbox{[}inline\mbox{]}}}} 223 \label{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb} 168 224 169 225 … … 174 230 The documentation for this class was generated from the following files:\begin{CompactItemize} 175 231 \item 176 work/git/mixpp/bdm/math/ {\bfchmat.h}\item232 work/git/mixpp/bdm/math/\hyperlink{chmat_8h}{chmat.h}\item 177 233 work/git/mixpp/bdm/math/chmat.cpp\end{CompactItemize}