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

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  • 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