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    r145 r172  
     1\hypertarget{classchmat}{ 
    12\section{chmat Class Reference} 
    23\label{classchmat}\index{chmat@{chmat}} 
     4} 
    35Symmetric matrix stored in square root decomposition using upper cholesky.   
    46 
     
    2325\begin{CompactItemize} 
    2426\item  
    25 void {\bf opupdt} (const vec \&v, double w) 
    26 \item  
    27 mat {\bf to\_\-mat} ()\label{classchmat_a37e2c726e4fc3ad50b26ac2ca6c1452} 
     27void \hyperlink{classchmat_bbc2d98d7455b1f38828907d442836bf}{opupdt} (const vec \&v, double w) 
     28\item  
     29\hypertarget{classchmat_045addd685f8d978efda232d7dcb070e}{ 
     30mat \hyperlink{classchmat_045addd685f8d978efda232d7dcb070e}{to\_\-mat} () const } 
     31\label{classchmat_045addd685f8d978efda232d7dcb070e} 
    2832 
    2933\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item  
    30 void {\bf mult\_\-sym} (const mat \&C) 
     34void \hyperlink{classchmat_66f509f92b0ccf020e2a2a32566e0777}{mult\_\-sym} (const mat \&C) 
    3135\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}{ 
     37void \textbf{mult\_\-sym} (const mat \&C, \hyperlink{classchmat}{chmat} \&U) const } 
     38\label{classchmat_d558ab63475a2f2ebc0c0e149796dcc6} 
     39 
     40\item  
     41void \hyperlink{classchmat_07f50d1332b901eee962e8b1913102f7}{mult\_\-sym\_\-t} (const mat \&C) 
    3642\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}{ 
     44void \textbf{mult\_\-sym\_\-t} (const mat \&C, \hyperlink{classchmat}{chmat} \&U) const } 
     45\label{classchmat_31c3b985214a150b2a6b4be3b0fd40e3} 
     46 
     47\item  
     48\hypertarget{classchmat_b504ca818203b13e667cb3c503980382}{ 
     49double \hyperlink{classchmat_b504ca818203b13e667cb3c503980382}{logdet} () const } 
     50\label{classchmat_b504ca818203b13e667cb3c503980382} 
    4151 
    4252\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item  
    43 vec {\bf sqrt\_\-mult} (const vec \&v) const  
     53vec \hyperlink{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{sqrt\_\-mult} (const vec \&v) const  
    4454\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}{ 
     56double \hyperlink{classchmat_6807737c7ffdb7041256b51db7592248}{qform} (const vec \&v) const } 
     57\label{classchmat_6807737c7ffdb7041256b51db7592248} 
    4658 
    4759\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}{ 
     61double \hyperlink{classchmat_b49427cff186c62f5df3724e5d2c34b4}{invqform} (const vec \&v) const } 
     62\label{classchmat_b49427cff186c62f5df3724e5d2c34b4} 
    4963 
    5064\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}{ 
     66void \hyperlink{classchmat_d0a995d312ecc11d3b43693f5e224ba9}{clear} ()} 
     67\label{classchmat_d0a995d312ecc11d3b43693f5e224ba9} 
    5268 
    5369\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}{ 
     71void \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}{ 
     76void \hyperlink{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd}{inv} (\hyperlink{classchmat}{chmat} \&Inv) const } 
     77\label{classchmat_5ce4e21a9012a4e98c1f0ed1ca5669bd} 
    5878 
    5979\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}{ 
     81virtual \hyperlink{classchmat_ba62fbf7cb8e065a4f3d24457824e89b}{$\sim$chmat} ()} 
     82\label{classchmat_ba62fbf7cb8e065a4f3d24457824e89b} 
    6183 
    6284\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} 
    6488 
    6589\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} 
    6793 
    6894\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} 
    7098 
    7199\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} 
    73103 
    74104\begin{CompactList}\small\item\em Default constructor (m3k:cholform). \item\end{CompactList}\item  
    75 mat \& {\bf \_\-Ch} ()\label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c} 
     105\hypertarget{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}{ 
     106mat \& \hyperlink{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}{\_\-Ch} ()} 
     107\label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c} 
    76108 
    77109\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}{ 
     111void \hyperlink{classchmat_a4fc7f9b0539b97c414442a22f3db6e8}{setD} (const vec \&nD)} 
     112\label{classchmat_a4fc7f9b0539b97c414442a22f3db6e8} 
    79113 
    80114\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}{ 
     116void \hyperlink{classchmat_4b9271097d8317d9514c5d0d62cccb39}{setD} (const vec \&nD, int i)} 
     117\label{classchmat_4b9271097d8317d9514c5d0d62cccb39} 
    82118 
    83119\begin{CompactList}\small\item\em Access functions. \item\end{CompactList}\item  
    84 {\bf chmat} \& {\bf operator+=} (const {\bf chmat} \&A2) 
     120\hyperlink{classchmat}{chmat} \& \hyperlink{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb}{operator+=} (const \hyperlink{classchmat}{chmat} \&A2) 
    85121\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} 
    87125 
    88126\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}{ 
     128int \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}{ 
     133int \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} 
    95137\subsection*{Protected Attributes} 
    96138\begin{CompactItemize} 
    97139\item  
    98 mat {\bf Ch}\label{classchmat_95158bb150f5e7f939168abcd577fd9c} 
     140\hypertarget{classchmat_95158bb150f5e7f939168abcd577fd9c}{ 
     141mat \hyperlink{classchmat_95158bb150f5e7f939168abcd577fd9c}{Ch}} 
     142\label{classchmat_95158bb150f5e7f939168abcd577fd9c} 
    99143 
    100144\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}{ 
     146int \hyperlink{classsqmat_0abed904bdc0882373ba9adba919689d}{dim}} 
     147\label{classsqmat_0abed904bdc0882373ba9adba919689d} 
    102148 
    103149\begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize} 
     
    110156 
    111157\subsection{Member Function Documentation} 
     158\hypertarget{classchmat_bbc2d98d7455b1f38828907d442836bf}{ 
    112159\index{chmat@{chmat}!opupdt@{opupdt}} 
    113160\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} 
    115163 
    116164 
     
    122170BLAS-2b operation.  
    123171 
    124 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}. 
    125  
    126 References Ch.\index{chmat@{chmat}!mult\_\-sym@{mult\_\-sym}} 
     172Implements \hyperlink{classsqmat_b223484796661f2dadb5607a86ce0581}{sqmat}. 
     173 
     174References Ch.\hypertarget{classchmat_66f509f92b0ccf020e2a2a32566e0777}{ 
     175\index{chmat@{chmat}!mult\_\-sym@{mult\_\-sym}} 
    127176\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} 
    129179 
    130180 
     
    138188 
    139189 
    140 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_60fbbfa9e483b8187c135f787ee53afa}.\index{chmat@{chmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} 
     190Implements \hyperlink{classsqmat_60fbbfa9e483b8187c135f787ee53afa}{sqmat}.\hypertarget{classchmat_07f50d1332b901eee962e8b1913102f7}{ 
     191\index{chmat@{chmat}!mult\_\-sym\_\-t@{mult\_\-sym\_\-t}} 
    141192\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} 
    143195 
    144196 
     
    152204 
    153205 
    154 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6909e906da17725b1b80f3cae7cf3325}.\index{chmat@{chmat}!sqrt\_\-mult@{sqrt\_\-mult}} 
     206Implements \hyperlink{classsqmat_6909e906da17725b1b80f3cae7cf3325}{sqmat}.\hypertarget{classchmat_b22aa239dbaca33e3fb93b4f674d7051}{ 
     207\index{chmat@{chmat}!sqrt\_\-mult@{sqrt\_\-mult}} 
    155208\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} 
    157211 
    158212 
     
    161215Used e.g. in generating normal samples.  
    162216 
    163 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6b79438b5d7544a9c8e110a145355d8f}. 
    164  
    165 References Ch.\index{chmat@{chmat}!operator+=@{operator+=}} 
     217Implements \hyperlink{classsqmat_6b79438b5d7544a9c8e110a145355d8f}{sqmat}. 
     218 
     219References Ch.\hypertarget{classchmat_6a8b39fe3a28d2c8e3fc0d74141229fb}{ 
     220\index{chmat@{chmat}!operator+=@{operator+=}} 
    166221\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} 
    168224 
    169225 
     
    174230The documentation for this class was generated from the following files:\begin{CompactItemize} 
    175231\item  
    176 work/git/mixpp/bdm/math/{\bf chmat.h}\item  
     232work/git/mixpp/bdm/math/\hyperlink{chmat_8h}{chmat.h}\item  
    177233work/git/mixpp/bdm/math/chmat.cpp\end{CompactItemize}