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upravy Kalmana

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  • doc/html/classfsqmat.html

    r19 r22  
    4343<a href="classfsqmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    4444<tr><td></td></tr> 
     45<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     46<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> (const vec &amp;v, double w)</td></tr> 
     47 
     48<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cedf4f048309056f4262c930914dfda8"></a><!-- doxytag: member="fsqmat::to_mat" ref="cedf4f048309056f4262c930914dfda8" args="()" --> 
     49mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">to_mat</a> ()</td></tr> 
     50 
     51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr> 
     52<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">mult_sym</a> (const mat &amp;C, bool trans=false)</td></tr> 
     53 
     54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  <a href="#acc5d2d0a243f1de6d0106065f01f518"></a><br></td></tr> 
     55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccf5ad8fb038f82e9d2201c0606b65fa"></a><!-- doxytag: member="fsqmat::mult_sym" ref="ccf5ad8fb038f82e9d2201c0606b65fa" args="(const mat &amp;C, fsqmat &amp;U, bool trans=false)" --> 
     56void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &amp;C, <a class="el" href="classfsqmat.html">fsqmat</a> &amp;U, bool trans=false)</td></tr> 
     57 
     58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fa853e1ca28f2a1a1c43377e798ecb1"></a><!-- doxytag: member="fsqmat::inv" ref="9fa853e1ca28f2a1a1c43377e798ecb1" args="(fsqmat &amp;Inv)" --> 
     59void&nbsp;</td><td class="memItemRight" valign="bottom"><b>inv</b> (<a class="el" href="classfsqmat.html">fsqmat</a> &amp;Inv)</td></tr> 
     60 
     61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfa4c359483d2322f32d1d50050f8ac4"></a><!-- doxytag: member="fsqmat::clear" ref="cfa4c359483d2322f32d1d50050f8ac4" args="()" --> 
     62void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4">clear</a> ()</td></tr> 
     63 
     64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> 
     65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1929fbc9fe375f1d67f979d0d302336f"></a><!-- doxytag: member="fsqmat::fsqmat" ref="1929fbc9fe375f1d67f979d0d302336f" args="(const mat &amp;M)" --> 
     66&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a> (const mat &amp;M)</td></tr> 
     67 
     68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr> 
     69<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">inv</a> (<a class="el" href="classfsqmat.html">fsqmat</a> *Inv)</td></tr> 
     70 
     71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix inversion preserving the chosen form.  <a href="#788423cc2679620dd6da8d2fca2e3e4d"></a><br></td></tr> 
     72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf212272ec195ad2706e2bf4d8e7c9b3"></a><!-- doxytag: member="fsqmat::logdet" ref="bf212272ec195ad2706e2bf4d8e7c9b3" args="()" --> 
     73double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a> ()</td></tr> 
     74 
     75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> 
     76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d047b9f7a27dfc093303a13cc9b1fba"></a><!-- doxytag: member="fsqmat::qform" ref="6d047b9f7a27dfc093303a13cc9b1fba" args="(vec &amp;v)" --> 
     77double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">qform</a> (vec &amp;v)</td></tr> 
     78 
     79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr> 
     80<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a> (vec &amp;v)</td></tr> 
     81 
     82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of $V$ by vector $x$.  <a href="#6648dd4291b809cce14e8497d0433ad3"></a><br></td></tr> 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="514d1fdd8a382dbd6a774f2cf1ebd3de"></a><!-- doxytag: member="fsqmat::operator+=" ref="514d1fdd8a382dbd6a774f2cf1ebd3de" args="(const fsqmat &amp;A)" --> 
     84<a class="el" href="classfsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator+=</b> (const <a class="el" href="classfsqmat.html">fsqmat</a> &amp;A)</td></tr> 
     85 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e976bc9d899961e1d2087b0630ed33b7"></a><!-- doxytag: member="fsqmat::operator-=" ref="e976bc9d899961e1d2087b0630ed33b7" args="(const fsqmat &amp;A)" --> 
     87<a class="el" href="classfsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator-=</b> (const <a class="el" href="classfsqmat.html">fsqmat</a> &amp;A)</td></tr> 
     88 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f7ce97628a50e06641281096b2af9b7"></a><!-- doxytag: member="fsqmat::operator *=" ref="8f7ce97628a50e06641281096b2af9b7" args="(double x)" --> 
     90<a class="el" href="classfsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator *=</b> (double x)</td></tr> 
     91 
     92<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a7a1fcb9aae19d1e4daddfc9c22ce453"></a><!-- doxytag: member="fsqmat::M" ref="a7a1fcb9aae19d1e4daddfc9c22ce453" args="" --> 
     94mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>M</b></td></tr> 
     95 
    4596</table> 
    4697<hr><a name="_details"></a><h2>Detailed Description</h2> 
    4798Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix.  
    4899<p> 
    49 This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices; <hr>The documentation for this class was generated from the following file:<ul> 
     100This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices; <hr><h2>Member Function Documentation</h2> 
     101<a class="anchor" name="b36530e155667fe9f1bd58394e50c65a"></a><!-- doxytag: member="fsqmat::opupdt" ref="b36530e155667fe9f1bd58394e50c65a" args="(const vec &amp;v, double w)" --> 
     102<div class="memitem"> 
     103<div class="memproto"> 
     104      <table class="memname"> 
     105        <tr> 
     106          <td class="memname">void fsqmat::opupdt           </td> 
     107          <td>(</td> 
     108          <td class="paramtype">const vec &amp;&nbsp;</td> 
     109          <td class="paramname"> <em>v</em>, </td> 
     110        </tr> 
     111        <tr> 
     112          <td class="paramkey"></td> 
     113          <td></td> 
     114          <td class="paramtype">double&nbsp;</td> 
     115          <td class="paramname"> <em>w</em></td><td>&nbsp;</td> 
     116        </tr> 
     117        <tr> 
     118          <td></td> 
     119          <td>)</td> 
     120          <td></td><td></td><td width="100%"><code> [virtual]</code></td> 
     121        </tr> 
     122      </table> 
     123</div> 
     124<div class="memdoc"> 
     125 
     126<p> 
     127Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. <dl compact><dt><b>Parameters:</b></dt><dd> 
     128  <table border="0" cellspacing="2" cellpadding="0"> 
     129    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr> 
     130    <tr><td valign="top"></td><td valign="top"><em>w</em>&nbsp;</td><td>weight of updating; can be negative</td></tr> 
     131  </table> 
     132</dl> 
     133BLAS-2b operation.  
     134<p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> 
     135 
     136</div> 
     137</div><p> 
     138<a class="anchor" name="acc5d2d0a243f1de6d0106065f01f518"></a><!-- doxytag: member="fsqmat::mult_sym" ref="acc5d2d0a243f1de6d0106065f01f518" args="(const mat &amp;C, bool trans=false)" --> 
     139<div class="memitem"> 
     140<div class="memproto"> 
     141      <table class="memname"> 
     142        <tr> 
     143          <td class="memname">void fsqmat::mult_sym           </td> 
     144          <td>(</td> 
     145          <td class="paramtype">const mat &amp;&nbsp;</td> 
     146          <td class="paramname"> <em>C</em>, </td> 
     147        </tr> 
     148        <tr> 
     149          <td class="paramkey"></td> 
     150          <td></td> 
     151          <td class="paramtype">bool&nbsp;</td> 
     152          <td class="paramname"> <em>trans</em> = <code>false</code></td><td>&nbsp;</td> 
     153        </tr> 
     154        <tr> 
     155          <td></td> 
     156          <td>)</td> 
     157          <td></td><td></td><td width="100%"><code> [virtual]</code></td> 
     158        </tr> 
     159      </table> 
     160</div> 
     161<div class="memdoc"> 
     162 
     163<p> 
     164Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  
     165<p> 
     166<dl compact><dt><b>Parameters:</b></dt><dd> 
     167  <table border="0" cellspacing="2" cellpadding="0"> 
     168    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr> 
     169    <tr><td valign="top"></td><td valign="top"><em>trans</em>&nbsp;</td><td>if true, product $V = C'*V*C$ will be computed instead; </td></tr> 
     170  </table> 
     171</dl> 
     172 
     173<p>Implements <a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">sqmat</a>.</p> 
     174 
     175</div> 
     176</div><p> 
     177<a class="anchor" name="788423cc2679620dd6da8d2fca2e3e4d"></a><!-- doxytag: member="fsqmat::inv" ref="788423cc2679620dd6da8d2fca2e3e4d" args="(fsqmat *Inv)" --> 
     178<div class="memitem"> 
     179<div class="memproto"> 
     180      <table class="memname"> 
     181        <tr> 
     182          <td class="memname">virtual void fsqmat::inv           </td> 
     183          <td>(</td> 
     184          <td class="paramtype"><a class="el" href="classfsqmat.html">fsqmat</a> *&nbsp;</td> 
     185          <td class="paramname"> <em>Inv</em>          </td> 
     186          <td>&nbsp;)&nbsp;</td> 
     187          <td width="100%"><code> [virtual]</code></td> 
     188        </tr> 
     189      </table> 
     190</div> 
     191<div class="memdoc"> 
     192 
     193<p> 
     194Matrix inversion preserving the chosen form.  
     195<p> 
     196<dl compact><dt><b>Parameters:</b></dt><dd> 
     197  <table border="0" cellspacing="2" cellpadding="0"> 
     198    <tr><td valign="top"></td><td valign="top"><em>Inv</em>&nbsp;</td><td>a space where the inverse is stored. </td></tr> 
     199  </table> 
     200</dl> 
     201 
     202</div> 
     203</div><p> 
     204<a class="anchor" name="6648dd4291b809cce14e8497d0433ad3"></a><!-- doxytag: member="fsqmat::sqrt_mult" ref="6648dd4291b809cce14e8497d0433ad3" args="(vec &amp;v)" --> 
     205<div class="memitem"> 
     206<div class="memproto"> 
     207      <table class="memname"> 
     208        <tr> 
     209          <td class="memname">vec fsqmat::sqrt_mult           </td> 
     210          <td>(</td> 
     211          <td class="paramtype">vec &amp;&nbsp;</td> 
     212          <td class="paramname"> <em>v</em>          </td> 
     213          <td>&nbsp;)&nbsp;</td> 
     214          <td width="100%"><code> [inline, virtual]</code></td> 
     215        </tr> 
     216      </table> 
     217</div> 
     218<div class="memdoc"> 
     219 
     220<p> 
     221Multiplies square root of $V$ by vector $x$.  
     222<p> 
     223Used e.g. in generating normal samples.  
     224<p>Implements <a class="el" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2">sqmat</a>.</p> 
     225 
     226</div> 
     227</div><p> 
     228<hr>The documentation for this class was generated from the following file:<ul> 
    50229<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul> 
    51 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 15 18:57:45 2008 for mixpp by&nbsp; 
     230<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:20 2008 for mixpp by&nbsp; 
    52231<a href="http://www.doxygen.org/index.html"> 
    53232<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>