Changeset 22 for doc/latex

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02/18/08 17:50:37 (16 years ago)
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smidl
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upravy Kalmana

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doc/latex
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  • doc/latex/annotated.tex

    r19 r22  
    11\section{mixpp Class List} 
    22Here are the classes, structs, unions and interfaces with brief descriptions:\begin{CompactList} 
     3\item\contentsline{section}{{\bf bilinfn} (Class representing function \$f(x,u) = Ax+Bu\$ )}{\pageref{classbilinfn}}{} 
    34\item\contentsline{section}{{\bf BM} (Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities )}{\pageref{classBM}}{} 
     5\item\contentsline{section}{{\bf constfn} (Class representing function \$f(x) = a\$, here rv is empty )}{\pageref{classconstfn}}{} 
     6\item\contentsline{section}{{\bf diffbifn} (Class representing a differentiable function of two variables \$f(x,u)\$ )}{\pageref{classdiffbifn}}{} 
    47\item\contentsline{section}{{\bf DS} (Abstract class for discrete-time sources of data )}{\pageref{classDS}}{} 
    58\item\contentsline{section}{{\bf eEF} (General conjugate exponential family posterior density )}{\pageref{classeEF}}{} 
    6 \item\contentsline{section}{{\bf enorm$<$ sq\_\-T $>$} (General exponential family density )}{\pageref{classenorm}}{} 
     9\item\contentsline{section}{{\bf EKF$<$ sq\_\-T $>$} (Extended \doxyref{Kalman}{p.}{classKalman} Filter )}{\pageref{classEKF}}{} 
     10\item\contentsline{section}{{\bf enorm$<$ sq\_\-T $>$} (Gaussian density with positive definite (decomposed) covariance matrix )}{\pageref{classenorm}}{} 
    711\item\contentsline{section}{{\bf epdf} (Probability density function with numerical statistics, e.g. posterior density )}{\pageref{classepdf}}{} 
    8 \item\contentsline{section}{{\bf fnc} (Class representing function of variables )}{\pageref{classfnc}}{} 
     12\item\contentsline{section}{{\bf fnc} (Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv} )}{\pageref{classfnc}}{} 
    913\item\contentsline{section}{{\bf fsqmat} (Fake \doxyref{sqmat}{p.}{classsqmat}. This class maps \doxyref{sqmat}{p.}{classsqmat} operations to operations on full matrix )}{\pageref{classfsqmat}}{} 
    10 \item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form )}{\pageref{classKalman}}{} 
     14\item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form )}{\pageref{classKalman}}{} 
    1115\item\contentsline{section}{{\bf KalmanFull} (Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! )}{\pageref{classKalmanFull}}{} 
     16\item\contentsline{section}{{\bf linfn} (Class representing function \$f(x) = Ax+B\$ )}{\pageref{classlinfn}}{} 
    1217\item\contentsline{section}{{\bf MemDS} (Class representing off-line data stored in memory )}{\pageref{classMemDS}}{} 
    1318\item\contentsline{section}{{\bf mpdf} (Conditional probability density, e.g. modeling some dependencies )}{\pageref{classmpdf}}{} 
  • doc/latex/classBM.tex

    r19 r22  
    1010\begin{center} 
    1111\leavevmode 
    12 \includegraphics[width=142pt]{classBM__inherit__graph} 
     12\includegraphics[width=161pt]{classBM__inherit__graph} 
    1313\end{center} 
    1414\end{figure} 
     
    1616\begin{CompactItemize} 
    1717\item  
     18{\bf BM} ()\label{classBM_ef32a12f4f89e4000bf5390ceda762ae} 
     19 
     20\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    1821virtual void {\bf bayes} (const vec \&dt, bool evall=true)=0 
    1922\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
     
    4750 
    4851 
    49 Implemented in {\bf KalmanFull} \doxyref{}{p.}{classKalmanFull_048b13739b94c331cda08249b278552b}, {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}, {\bf PF} \doxyref{}{p.}{classPF_eb06bd7d4325f22f54233967295793b9}, and {\bf TrivialPF} \doxyref{}{p.}{classTrivialPF_77a92bf054d763f806d27fc37a058389}. 
     52Implemented in {\bf KalmanFull} \doxyref{}{p.}{classKalmanFull_048b13739b94c331cda08249b278552b}, {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_fb0a08463f14e5584344ea2df99fe747}, {\bf PF} \doxyref{}{p.}{classPF_eb06bd7d4325f22f54233967295793b9}, {\bf TrivialPF} \doxyref{}{p.}{classTrivialPF_77a92bf054d763f806d27fc37a058389}, and {\bf Kalman$<$ fsqmat $>$} \doxyref{}{p.}{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}. 
    5053 
    5154The documentation for this class was generated from the following file:\begin{CompactItemize} 
  • doc/latex/classKalman.tex

    r19 r22  
    11\section{Kalman$<$ sq\_\-T $>$ Class Template Reference} 
    22\label{classKalman}\index{Kalman@{Kalman}} 
    3 \doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form.   
     3\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form.   
    44 
    55 
     
    1010\begin{center} 
    1111\leavevmode 
    12 \includegraphics[width=70pt]{classKalman__inherit__graph} 
     12\includegraphics[width=77pt]{classKalman__inherit__graph} 
    1313\end{center} 
    1414\end{figure} 
     
    2323\begin{CompactItemize} 
    2424\item  
     25{\bf Kalman} (int dimx, int dimu, int dimy)\label{classKalman_96958a5ebfa966d892137987f265083a} 
     26 
     27\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    2528{\bf Kalman} (mat A0, mat B0, mat C0, mat D0, sq\_\-T R0, sq\_\-T Q0, sq\_\-T P0, vec mu0)\label{classKalman_83118f4bd2ecbc70b03cfd573088ed6f} 
    2629 
     
    3841 
    3942\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\end{CompactItemize} 
     43\subsection*{Protected Attributes} 
     44\begin{CompactItemize} 
     45\item  
     46int \textbf{dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
     47 
     48\item  
     49int \textbf{dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
     50 
     51\item  
     52int \textbf{dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
     53 
     54\item  
     55mat \textbf{A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
     56 
     57\item  
     58mat \textbf{B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
     59 
     60\item  
     61mat \textbf{C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
     62 
     63\item  
     64mat \textbf{D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
     65 
     66\item  
     67sq\_\-T \textbf{R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
     68 
     69\item  
     70sq\_\-T \textbf{Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
     71 
     72\item  
     73mat \textbf{\_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132} 
     74 
     75\item  
     76vec \textbf{\_\-yp}\label{classKalman_30b7461989185d3d02cf42b8e2a37649} 
     77 
     78\item  
     79sq\_\-T \textbf{\_\-Ry}\label{classKalman_477dca07d91ea1a1f41d51bb0229934f} 
     80 
     81\item  
     82sq\_\-T \textbf{\_\-iRy}\label{classKalman_15f1a793210750a7e4642fcd948b24c5} 
     83 
     84\end{CompactItemize} 
    4085\subsection*{Friends} 
    4186\begin{CompactItemize} 
     
    4994\subsubsection*{template$<$class sq\_\-T$>$ class Kalman$<$ sq\_\-T $>$} 
    5095 
    51 \doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form.  
     96\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form.  
    5297 
    5398The documentation for this class was generated from the following file:\begin{CompactItemize} 
  • doc/latex/classRV.tex

    r19 r22  
    1818 
    1919\begin{CompactList}\small\item\em Empty constructor will be set later. \item\end{CompactList}\item  
    20 int {\bf count} ()\label{classRV_9dcaca7b87cfb0e24a19260067d62f04} 
     20int {\bf count} () const \label{classRV_f5c7b8bd589eef09ccdf3329a0addea0} 
    2121 
    2222\begin{CompactList}\small\item\em Return length (number of scalars) of the \doxyref{RV}{p.}{classRV}. \item\end{CompactList}\item  
     
    3838void {\bf t} (int delta)\label{classRV_e0a158d53ab9430627241f844f4c9a60} 
    3939 
    40 \begin{CompactList}\small\item\em Generate new {\tt \doxyref{RV}{p.}{classRV}} with {\tt time} shifted by delta. \item\end{CompactList}\end{CompactItemize} 
     40\begin{CompactList}\small\item\em Generate new {\tt \doxyref{RV}{p.}{classRV}} with {\tt time} shifted by delta. \item\end{CompactList}\item  
     41ivec {\bf indexlist} ()\label{classRV_8470cf53be6e7bdba78ad0efbd203ee7} 
     42 
     43\begin{CompactList}\small\item\em generate a list of indeces, i.e. which \item\end{CompactList}\end{CompactItemize} 
    4144\subsection*{Friends} 
    4245\begin{CompactItemize} 
  • doc/latex/classenorm.tex

    r19 r22  
    11\section{enorm$<$ sq\_\-T $>$ Class Template Reference} 
    22\label{classenorm}\index{enorm@{enorm}} 
    3 General exponential family density 
     3Gaussian density with positive definite (decomposed) covariance matrix 
    44 
    55 
     
    2626 
    2727\item  
    28 void \textbf{tupdate} (double phi, mat \&vbar, double nubar)\label{classenorm_5b5fd142b6b17ea334597960e3fe126a} 
     28void {\bf tupdate} (double phi, mat \&vbar, double nubar)\label{classenorm_5b5fd142b6b17ea334597960e3fe126a} 
    2929 
    30 \item  
     30\begin{CompactList}\small\item\em tupdate in exponential form (not really handy) \item\end{CompactList}\item  
    3131void \textbf{dupdate} (mat \&v, double nu=1.0)\label{classenorm_5bf185e31e5954fceb90ada3debd2ff2} 
    3232 
    3333\item  
     34void {\bf tupdate} ()\label{classenorm_2a1a522504c7788dfd7fb733157ee39e} 
     35 
     36\begin{CompactList}\small\item\em tupdate used in KF \item\end{CompactList}\item  
     37double {\bf dupdate} ()\label{classenorm_d1b0faf61260de09cf63bf823add5b32} 
     38 
     39\begin{CompactList}\small\item\em dupdate used in KF \item\end{CompactList}\item  
    3440vec {\bf sample} () 
    3541\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item  
     
    3743 
    3844\item  
    39 double \textbf{eval} (const vec \&val)\label{classenorm_93107f05a8e9b34b64853767200121a4} 
     45double {\bf eval} (const vec \&val)\label{classenorm_93107f05a8e9b34b64853767200121a4} 
    4046 
    41 \end{CompactItemize} 
     47\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize} 
    4248\subsection*{Public Attributes} 
    4349\begin{CompactItemize} 
     
    5157\subsubsection*{template$<$class sq\_\-T$>$ class enorm$<$ sq\_\-T $>$} 
    5258 
    53 General exponential family density.  
     59Gaussian density with positive definite (decomposed) covariance matrix.  
    5460 
    5561More?...  
     
    6369Returns the required moment of the \doxyref{epdf}{p.}{classepdf}.  
    6470 
    65 Returns a sample from the density, \$x  epdf(rv)\$  
     71Returns a sample from the density, $x \sim epdf(rv)$  
    6672 
    6773Implements {\bf epdf} \doxyref{}{p.}{classepdf_7f74d871d50b9ff360f1b3879092a9fa}. 
  • doc/latex/classepdf.tex

    r19 r22  
    2525virtual vec {\bf sample} ()=0 
    2626\begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item  
    27 virtual double \textbf{eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc} 
     27virtual double {\bf eval} (const vec \&val)\label{classepdf_f333ceeb88ebc37d81fcd4cea4526bfc} 
    2828 
    29 \end{CompactItemize} 
     29\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\end{CompactItemize} 
    3030 
    3131 
     
    4141Returns the required moment of the \doxyref{epdf}{p.}{classepdf}.  
    4242 
    43 Returns a sample from the density, \$x  epdf(rv)\$  
     43Returns a sample from the density, $x \sim epdf(rv)$  
    4444 
    4545Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_6020bcd89db2c9584bd8871001bd2023}. 
  • doc/latex/classfnc.tex

    r19 r22  
    11\section{fnc Class Reference} 
    22\label{classfnc}\index{fnc@{fnc}} 
    3 Class representing function of variables 
     3Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv} 
    44 
    55 
     
    1010\begin{center} 
    1111\leavevmode 
    12 \includegraphics[width=48pt]{classfnc__inherit__graph} 
     12\includegraphics[width=109pt]{classfnc__inherit__graph} 
    1313\end{center} 
    1414\end{figure} 
    15 Collaboration diagram for fnc:\nopagebreak 
    16 \begin{figure}[H] 
    17 \begin{center} 
    18 \leavevmode 
    19 \includegraphics[width=37pt]{classfnc__coll__graph} 
    20 \end{center} 
    21 \end{figure} 
     15\subsection*{Public Member Functions} 
     16\begin{CompactItemize} 
     17\item  
     18virtual vec {\bf eval} (const vec \&cond)\label{classfnc_7fad2e6cb35909a165ec5a53def4a18c} 
     19 
     20\begin{CompactList}\small\item\em function evaluates numerical value of \$f(x)\$ at \$x=cond\$ \item\end{CompactList}\item  
     21int {\bf \_\-dimy} () const \label{classfnc_a8891973d0ca48ce38e1886df45ca298} 
     22 
     23\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
    2224 
    2325 
    2426\subsection{Detailed Description} 
    25 Class representing function of variables.  
     27Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv}.  
    2628 
    2729The documentation for this class was generated from the following file:\begin{CompactItemize} 
  • doc/latex/classfsqmat.tex

    r19 r22  
    2020\end{center} 
    2121\end{figure} 
     22\subsection*{Public Member Functions} 
     23\begin{CompactItemize} 
     24\item  
     25void {\bf opupdt} (const vec \&v, double w) 
     26\item  
     27mat {\bf to\_\-mat} ()\label{classfsqmat_cedf4f048309056f4262c930914dfda8} 
     28 
     29\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item  
     30void {\bf mult\_\-sym} (const mat \&C, bool trans=false) 
     31\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. \item\end{CompactList}\item  
     32void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U, bool trans=false)\label{classfsqmat_ccf5ad8fb038f82e9d2201c0606b65fa} 
     33 
     34\item  
     35void \textbf{inv} ({\bf fsqmat} \&Inv)\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1} 
     36 
     37\item  
     38void {\bf clear} ()\label{classfsqmat_cfa4c359483d2322f32d1d50050f8ac4} 
     39 
     40\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item  
     41{\bf fsqmat} (const mat \&M)\label{classfsqmat_1929fbc9fe375f1d67f979d0d302336f} 
     42 
     43\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
     44virtual void {\bf inv} ({\bf fsqmat} $\ast$Inv) 
     45\begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item  
     46double {\bf logdet} ()\label{classfsqmat_bf212272ec195ad2706e2bf4d8e7c9b3} 
     47 
     48\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item  
     49double {\bf qform} (vec \&v)\label{classfsqmat_6d047b9f7a27dfc093303a13cc9b1fba} 
     50 
     51\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item  
     52vec {\bf sqrt\_\-mult} (vec \&v) 
     53\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item  
     54{\bf fsqmat} \& \textbf{operator+=} (const {\bf fsqmat} \&A)\label{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de} 
     55 
     56\item  
     57{\bf fsqmat} \& \textbf{operator-=} (const {\bf fsqmat} \&A)\label{classfsqmat_e976bc9d899961e1d2087b0630ed33b7} 
     58 
     59\item  
     60{\bf fsqmat} \& \textbf{operator $\ast$=} (double x)\label{classfsqmat_8f7ce97628a50e06641281096b2af9b7} 
     61 
     62\end{CompactItemize} 
     63\subsection*{Protected Attributes} 
     64\begin{CompactItemize} 
     65\item  
     66mat \textbf{M}\label{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453} 
     67 
     68\end{CompactItemize} 
    2269 
    2370 
     
    2774This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices;  
    2875 
     76\subsection{Member Function Documentation} 
     77\index{fsqmat@{fsqmat}!opupdt@{opupdt}} 
     78\index{opupdt@{opupdt}!fsqmat@{fsqmat}} 
     79\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::opupdt (const vec \& {\em v}, double {\em w})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_b36530e155667fe9f1bd58394e50c65a} 
     80 
     81 
     82Perfroms a rank-1 update by outer product of vectors: \$V = V + w v v'\$. \begin{Desc} 
     83\item[Parameters:] 
     84\begin{description} 
     85\item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description} 
     86\end{Desc} 
     87BLAS-2b operation.  
     88 
     89Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}.\index{fsqmat@{fsqmat}!mult_sym@{mult\_\-sym}} 
     90\index{mult_sym@{mult\_\-sym}!fsqmat@{fsqmat}} 
     91\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C}, bool {\em trans} = {\tt false})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_acc5d2d0a243f1de6d0106065f01f518} 
     92 
     93 
     94Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$.  
     95 
     96\begin{Desc} 
     97\item[Parameters:] 
     98\begin{description} 
     99\item[{\em C}]multiplying matrix, \item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \end{description} 
     100\end{Desc} 
     101 
     102 
     103Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_faa3bc90be142adde9cf74f573c70157}.\index{fsqmat@{fsqmat}!inv@{inv}} 
     104\index{inv@{inv}!fsqmat@{fsqmat}} 
     105\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void fsqmat::inv ({\bf fsqmat} $\ast$ {\em Inv})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_788423cc2679620dd6da8d2fca2e3e4d} 
     106 
     107 
     108Matrix inversion preserving the chosen form.  
     109 
     110\begin{Desc} 
     111\item[Parameters:] 
     112\begin{description} 
     113\item[{\em Inv}]a space where the inverse is stored. \end{description} 
     114\end{Desc} 
     115\index{fsqmat@{fsqmat}!sqrt_mult@{sqrt\_\-mult}} 
     116\index{sqrt_mult@{sqrt\_\-mult}!fsqmat@{fsqmat}} 
     117\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (vec \& {\em v})\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classfsqmat_6648dd4291b809cce14e8497d0433ad3} 
     118 
     119 
     120Multiplies square root of \$V\$ by vector \$x\$.  
     121 
     122Used e.g. in generating normal samples.  
     123 
     124Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b5236c8a050199e1a9d338b0da1a08d2}. 
     125 
    29126The documentation for this class was generated from the following file:\begin{CompactItemize} 
    30127\item  
  • doc/latex/classsqmat.tex

    r19 r22  
    3434 
    3535\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item  
    36 virtual int {\bf cols} ()=0\label{classsqmat_743d3799d9e73403230c54e14ecf09ed} 
     36int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b} 
    3737 
    38 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_743d3799d9e73403230c54e14ecf09ed}. \item\end{CompactList}\item  
    39 virtual int {\bf rows} ()=0\label{classsqmat_f59664a4be09450f8c6ce3f5e5ab2dc7} 
     38\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item  
     39int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} 
    4040 
    41 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_743d3799d9e73403230c54e14ecf09ed}. \item\end{CompactList}\end{CompactItemize} 
     41\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize} 
    4242\subsection*{Protected Attributes} 
    4343\begin{CompactItemize} 
     
    6464\item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description} 
    6565\end{Desc} 
    66 BLAS-2b operation. \index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}} 
     66BLAS-2b operation.  
     67 
     68Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}} 
    6769\index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}} 
    6870\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C}, bool {\em trans} = {\tt true})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_faa3bc90be142adde9cf74f573c70157} 
     
    7678\item[{\em C}]multiplying matrix, \item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \end{description} 
    7779\end{Desc} 
    78 \index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} 
     80 
     81 
     82Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_acc5d2d0a243f1de6d0106065f01f518}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} 
    7983\index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}} 
    8084\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (vec \& {\em v})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_b5236c8a050199e1a9d338b0da1a08d2} 
     
    8589Used e.g. in generating normal samples.  
    8690 
     91Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_6648dd4291b809cce14e8497d0433ad3}. 
     92 
    8793The documentation for this class was generated from the following file:\begin{CompactItemize} 
    8894\item  
  • doc/latex/doxygen.sty

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    1111\rhead[\fancyplain{}{\bfseries\leftmark}] 
    1212        {\fancyplain{}{\bfseries\thepage}} 
    13 \rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Fri Feb 15 18:57:36 2008 for mixpp by Doxygen }]{} 
    14 \lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Fri Feb 15 18:57:36 2008 for mixpp by Doxygen }} 
     13\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Sun Feb 17 16:14:14 2008 for mixpp by Doxygen }]{} 
     14\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Sun Feb 17 16:14:14 2008 for mixpp by Doxygen }} 
    1515\cfoot{} 
    1616\newenvironment{Code} 
  • doc/latex/hierarchy.tex

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    44\begin{CompactList} 
    55\item \contentsline{section}{Kalman$<$ sq\_\-T $>$}{\pageref{classKalman}}{} 
     6\item \contentsline{section}{Kalman$<$ fsqmat $>$}{\pageref{classKalman}}{} 
     7\begin{CompactList} 
     8\item \contentsline{section}{EKF$<$ sq\_\-T $>$}{\pageref{classEKF}}{} 
     9\end{CompactList} 
    610\item \contentsline{section}{KalmanFull}{\pageref{classKalmanFull}}{} 
    711\item \contentsline{section}{PF}{\pageref{classPF}}{} 
     
    2226\end{CompactList} 
    2327\item \contentsline{section}{fnc}{\pageref{classfnc}}{} 
     28\begin{CompactList} 
     29\item \contentsline{section}{constfn}{\pageref{classconstfn}}{} 
     30\item \contentsline{section}{diffbifn}{\pageref{classdiffbifn}}{} 
     31\begin{CompactList} 
     32\item \contentsline{section}{bilinfn}{\pageref{classbilinfn}}{} 
     33\end{CompactList} 
     34\item \contentsline{section}{linfn}{\pageref{classlinfn}}{} 
     35\end{CompactList} 
    2436\item \contentsline{section}{mpdf}{\pageref{classmpdf}}{} 
    2537\item \contentsline{section}{RV}{\pageref{classRV}}{} 
  • doc/latex/libBM_8h.tex

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    1919\begin{center} 
    2020\leavevmode 
    21 \includegraphics[width=420pt]{libBM_8h__dep__incl} 
     21\includegraphics[width=361pt]{libBM_8h__dep__incl} 
    2222\end{center} 
    2323\end{figure} 
     
    2828\begin{CompactList}\small\item\em Class representing variables, most often random variables. \item\end{CompactList}\item  
    2929class {\bf fnc} 
    30 \begin{CompactList}\small\item\em Class representing function of variables. \item\end{CompactList}\item  
     30\begin{CompactList}\small\item\em Class representing function \$f(x)\$ of variable \$x\$ represented by {\tt rv}. \item\end{CompactList}\item  
    3131class {\bf BM} 
    3232\begin{CompactList}\small\item\em Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. \item\end{CompactList}\item  
  • doc/latex/libEF_8h.tex

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    2323\item  
    2424class {\bf enorm$<$ sq\_\-T $>$} 
    25 \begin{CompactList}\small\item\em General exponential family density. \item\end{CompactList}\item  
     25\begin{CompactList}\small\item\em Gaussian density with positive definite (decomposed) covariance matrix. \item\end{CompactList}\item  
    2626class \textbf{mlnorm$<$ sq\_\-T $>$} 
    2727\end{CompactItemize} 
  • doc/latex/libKF_8h.tex

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    44 
    55{\tt \#include $<$itpp/itbase.h$>$}\par 
    6 {\tt \#include \char`\"{}../stat/libBM.h\char`\"{}}\par 
     6{\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par 
    77{\tt \#include \char`\"{}../math/libDC.h\char`\"{}}\par 
    88 
     
    1212\begin{center} 
    1313\leavevmode 
    14 \includegraphics[width=135pt]{libKF_8h__incl} 
     14\includegraphics[width=134pt]{libKF_8h__incl} 
    1515\end{center} 
    1616\end{figure} 
     
    2121\begin{CompactList}\small\item\em Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item  
    2222class {\bf Kalman$<$ sq\_\-T $>$} 
    23 \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form. \item\end{CompactList}\end{CompactItemize} 
     23\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item  
     24class {\bf EKF$<$ sq\_\-T $>$} 
     25\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\end{CompactItemize} 
    2426 
    2527 
  • doc/latex/refman.tex

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    2121{\large Generated by Doxygen 1.5.3}\\ 
    2222\vspace*{0.5cm} 
    23 {\small Fri Feb 15 18:57:36 2008}\\ 
     23{\small Sun Feb 17 16:14:14 2008}\\ 
    2424\end{center} 
    2525\end{titlepage} 
     
    3636\input{files} 
    3737\chapter{mixpp Class Documentation} 
    38 \input{classBM} 
     38\input{classbilinfn} 
     39\include{classBM} 
     40\include{classconstfn} 
     41\include{classdiffbifn} 
    3942\include{classDS} 
    4043\include{classeEF} 
     44\include{classEKF} 
    4145\include{classenorm} 
    4246\include{classepdf} 
     
    4549\include{classKalman} 
    4650\include{classKalmanFull} 
     51\include{classlinfn} 
    4752\include{classMemDS} 
    4853\include{classmpdf}