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# work/git/mixpp/bdm/math/libDC.h

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    00001
    00013 #ifndef DC_H
    00014 #define DC_H
    00015
    00016 #include <itpp/itbase.h>
    00017 #include "../itpp_ext.h"
    00018
    00024 using namespace itpp;
    00025
    00027 void dydr( double * r, double *f, double *Dr, double *Df, double *R, int jl, int jh, double *kr, int m, int mx );
    00028
    00030 //TODO can be done via: dtrtri.f from lapack
    00031 mat ltuinv( const mat &L );
    00032
    00037 class sqmat
    00038 {
    00039         public:
    00047                 virtual void opupdt ( const vec &v, double w ) =0;
    00048
    00052                 virtual mat to_mat() const =0;
    00053
    00057                 virtual void mult_sym ( const mat &C ) =0;
    00058
    00062                 virtual void mult_sym_t ( const mat &C ) =0;
    00063
    00064
    00069                 virtual double logdet() const =0;
    00070
    00076                 virtual vec sqrt_mult (const vec &v ) const =0;
    00077
    00082                 virtual double qform (const vec &v ) const =0;
    00083
    00088                 virtual double invqform (const vec &v ) const =0;
    00089
    00090 //      //! easy version of the
    00091 //      sqmat inv();
    00092
    00094                 virtual void clear() =0;
    00095
    00097                 int cols() const {return dim;};
    00098
    00100                 int rows() const {return dim;};
    00101
    00103                 virtual ~sqmat(){};
    00105                 sqmat(const int dim0): dim(dim0){};
    00106         protected:
    00108                 int dim;
    00109 };
    00110
    00111
    00116 class fsqmat: public sqmat
    00117 {
    00118         protected:
    00120                 mat M;
    00121         public:
    00122                 void opupdt ( const vec &v, double w );
    00123                 mat to_mat() const;
    00124                 void mult_sym ( const mat &C);
    00125                 void mult_sym_t ( const mat &C);
    00127                 void mult_sym ( const mat &C, fsqmat &U) const;
    00129                 void mult_sym_t ( const mat &C, fsqmat &U) const;
    00130                 void clear();
    00131
    00133                 fsqmat(); // mat will be initialized OK
    00135                 fsqmat(const int dim0); // mat will be initialized OK
    00137                 fsqmat ( const mat &M );
    00139                 fsqmat ( const fsqmat &M, const ivec &perm ):sqmat(M.rows()){it_error("not implemneted");};
    00141                 fsqmat ( const vec &d ):sqmat(d.length()){M=diag(d);};
    00142
    00144                 virtual ~fsqmat(){};
    00145
    00146
    00152                 virtual void inv ( fsqmat &Inv );
    00153
    00154                 double logdet() const {return log ( det ( M ) );};
    00155                 double qform (const  vec &v ) const {return ( v* ( M*v ) );};
    00156                 double invqform (const  vec &v ) const {return ( v* ( itpp::inv(M)*v ) );};
    00157                 vec sqrt_mult (const vec &v ) const {mat Ch=chol(M); return Ch*v;};
    00158
    00160                 void add ( const fsqmat &fsq2, double w=1.0 ){M+=fsq2.M;};
    00161
    00163                 void setD (const vec &nD){M=diag(nD);}
    00165                 vec getD (){return diag(M);}
    00167                 void setD (const vec &nD, int i){for(int j=i;j<nD.length();j++){M(j,j)=nD(j-i);}} //Fixme can be more general
    00168
    00169
    00171                 fsqmat& operator += ( const fsqmat &A ) {M+=A.M;return *this;};
    00173                 fsqmat& operator -= ( const fsqmat &A ) {M-=A.M;return *this;};
    00175                 fsqmat& operator *= ( double x ) {M*=x;return *this;};
    00176 //              fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};
    00178                 friend std::ostream &operator<< ( std::ostream &os, const fsqmat &sq );
    00179
    00180 };
    00181
    00187 class ldmat: sqmat
    00188 {
    00189         public:
    00191                 ldmat ( const mat &L, const vec &D );
    00193                 ldmat (const mat &V );
    00195                 ldmat (const ldmat &V0, const ivec &perm):sqmat(V0.rows()){     ldform(V0.L.get_cols(perm), V0.D);};
    00197                 ldmat ( vec D0 );
    00199                 ldmat ();
    00201                 ldmat(const int dim0);
    00202
    00204                 virtual ~ldmat(){};
    00205
    00206                 // Reimplementation of compulsory operatios
    00207
    00208                 void opupdt ( const vec &v, double w );
    00209                 mat to_mat() const;
    00210                 void mult_sym ( const mat &C);
    00211                 void mult_sym_t ( const mat &C);
    00213                 void add ( const ldmat &ld2, double w=1.0 );
    00214                 double logdet() const;
    00215                 double qform (const vec &v ) const;
    00216                 double invqform (const vec &v ) const;
    00217                 void clear();
    00218                 int cols() const;
    00219                 int rows() const;
    00220                 vec sqrt_mult ( const vec &v ) const;
    00221
    00222
    00226                 virtual void inv ( ldmat &Inv ) const;
    00227
    00232                 void mult_sym ( const mat &C, ldmat &U) const;
    00233
    00238                 void mult_sym_t ( const mat &C, ldmat &U) const;
    00239
    00240
    00247                 void ldform (const mat &A,const vec &D0 );
    00248
    00250                 void setD (const vec &nD){D=nD;}
    00252                 void setD (const vec &nD, int i){D.replace_mid(i,nD);} //Fixme can be more general
    00254                 void setL (const vec &nL){L=nL;}
    00255
    00257                 const vec& _D() const {return D;}
    00259                 const mat& _L() const {return L;}
    00260
    00262                 ldmat& operator += ( const ldmat &ldA );
    00264                 ldmat& operator -= ( const ldmat &ldA );
    00266                 ldmat& operator *= ( double x );
    00267
    00269                 friend std::ostream &operator<< ( std::ostream &os, const ldmat &sq );
    00270
    00271         protected:
    00273                 vec D;
    00275                 mat L;
    00276
    00277 };
    00278
    00281 inline ldmat& ldmat::operator += ( const ldmat &ldA )  {this->add ( ldA );return *this;}
    00283 inline ldmat& ldmat::operator -= ( const ldmat &ldA )  {this->add ( ldA,-1.0 );return *this;}
    00285 inline int ldmat::cols() const {return dim;}
    00287 inline int ldmat::rows() const {return dim;}
    00288
    00291 #endif // DC_H