| 22 | \subsection*{Public Member Functions} |
| 23 | \begin{CompactItemize} |
| 24 | \item |
| 25 | void {\bf opupdt} (const vec \&v, double w) |
| 26 | \item |
| 27 | mat {\bf to\_\-mat} ()\label{classfsqmat_cedf4f048309056f4262c930914dfda8} |
| 28 | |
| 29 | \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item |
| 30 | void {\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 |
| 32 | void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U, bool trans=false)\label{classfsqmat_ccf5ad8fb038f82e9d2201c0606b65fa} |
| 33 | |
| 34 | \item |
| 35 | void \textbf{inv} ({\bf fsqmat} \&Inv)\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1} |
| 36 | |
| 37 | \item |
| 38 | void {\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 |
| 44 | virtual void {\bf inv} ({\bf fsqmat} $\ast$Inv) |
| 45 | \begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item |
| 46 | double {\bf logdet} ()\label{classfsqmat_bf212272ec195ad2706e2bf4d8e7c9b3} |
| 47 | |
| 48 | \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item |
| 49 | double {\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 |
| 52 | vec {\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 |
| 66 | mat \textbf{M}\label{classfsqmat_a7a1fcb9aae19d1e4daddfc9c22ce453} |
| 67 | |
| 68 | \end{CompactItemize} |
| 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 | |
| 82 | Perfroms 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} |
| 87 | BLAS-2b operation. |
| 88 | |
| 89 | Implements {\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 | |
| 94 | Inplace 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 | |
| 103 | Implements {\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 | |
| 108 | Matrix 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 | |
| 120 | Multiplies square root of \$V\$ by vector \$x\$. |
| 121 | |
| 122 | Used e.g. in generating normal samples. |
| 123 | |
| 124 | Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b5236c8a050199e1a9d338b0da1a08d2}. |
| 125 | |