- Timestamp:
- 02/22/08 16:40:12 (17 years ago)
- Location:
- doc/html
- Files:
-
- 71 modified
Legend:
- Unmodified
- Added
- Removed
-
doc/html/annotated.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 42 43 <tr><td class="indexkey"><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td class="indexvalue">Trivial particle filter with proposal density that is not conditioned on the data </td></tr> 43 44 </table> 44 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 45 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 45 46 <a href="http://www.doxygen.org/index.html"> 46 47 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classBM-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>BM Member List</h1>This is the complete list of members for <a class="el" href="classBM.html">BM</a>, including all inherited members.<p><table> 23 <tr class="memlist"><td><a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">bayes</a>(const vec &dt, bool evall=true)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 24 26 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 27 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 28 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 26 29 <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 27 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 30 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 28 31 <a href="http://www.doxygen.org/index.html"> 29 32 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classBM.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 41 42 42 43 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 43 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html# c52edf4ad6e1dff9bf64b9e1e0cfb1f0">bayes</a> (const vec &dt, bool evall=true)=0</td></tr>44 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 44 45 45 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="# c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><br></td></tr>46 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 46 47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="BM::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 47 48 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 48 49 49 50 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="BM::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 52 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 53 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 50 55 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 51 56 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> … … 53 58 54 59 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 60 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 61 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 62 63 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 55 64 </table> 56 65 <hr><a name="_details"></a><h2>Detailed Description</h2> 57 66 Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. <hr><h2>Member Function Documentation</h2> 58 <a class="anchor" name=" c52edf4ad6e1dff9bf64b9e1e0cfb1f0"></a><!-- doxytag: member="BM::bayes" ref="c52edf4ad6e1dff9bf64b9e1e0cfb1f0" args="(const vec &dt, bool evall=true)=0" -->67 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 59 68 <div class="memitem"> 60 69 <div class="memproto"> … … 64 73 <td>(</td> 65 74 <td class="paramtype">const vec & </td> 66 <td class="paramname"> <em>dt</em>, </td> 67 </tr> 68 <tr> 69 <td class="paramkey"></td> 70 <td></td> 71 <td class="paramtype">bool </td> 72 <td class="paramname"> <em>evall</em> = <code>true</code></td><td> </td> 73 </tr> 74 <tr> 75 <td></td> 76 <td>)</td> 77 <td></td><td></td><td width="100%"><code> [pure virtual]</code></td> 75 <td class="paramname"> <em>dt</em> </td> 76 <td> ) </td> 77 <td width="100%"><code> [pure virtual]</code></td> 78 78 </tr> 79 79 </table> … … 87 87 <table border="0" cellspacing="2" cellpadding="0"> 88 88 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 89 <tr><td valign="top"></td><td valign="top"><em>evall</em> </td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr>90 89 </table> 91 90 </dl> 92 93 <p>Implemented in <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a>, <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< sq_T ></a>, <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF< sq_T ></a>, <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a>, <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a>, and <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< fsqmat ></a>.</p>94 91 95 92 </div> … … 97 94 <hr>The documentation for this class was generated from the following file:<ul> 98 95 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 99 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 96 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 100 97 <a href="http://www.doxygen.org/index.html"> 101 98 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classDS-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 29 30 <tr class="memlist"><td><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039">write</a>(vec &ut)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr> 30 31 <tr class="memlist"><td><a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">write</a>(vec &ut, ivec &indeces)</td><td><a class="el" href="classDS.html">DS</a></td><td></td></tr> 31 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 32 33 <a href="http://www.doxygen.org/index.html"> 33 34 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classDS.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 116 117 <hr>The documentation for this class was generated from the following file:<ul> 117 118 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 118 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 119 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 119 120 <a href="http://www.doxygen.org/index.html"> 120 121 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classEKF-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>EKF< sq_T > Member List</h1>This is the complete list of members for <a class="el" href="classEKF.html">EKF< sq_T ></a>, including all inherited members.<p><table> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 23 25 <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 24 26 <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> … … 27 29 <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 28 30 <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr> 31 <tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr> 32 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 30 33 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 31 34 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> … … 35 38 <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 36 39 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 37 <tr class="memlist"><td><a class="el" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">EKF</a>(const diffbifn fxu, const diffbifn hxu)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr> 40 <tr class="memlist"><td><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a>(diffbifn *pfxu, diffbifn *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td><td><a class="el" href="classEKF.html">EKF< sq_T ></a></td><td><code> [inline]</code></td></tr> 41 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 38 42 <tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr> 39 43 <tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, fsqmatR0, fsqmatQ0, fsqmatP0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td></td></tr> … … 44 48 <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 45 49 <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman< fsqmat ></a>)</td><td><a class="el" href="classKalman.html">Kalman< fsqmat ></a></td><td><code> [protected]</code></td></tr> 46 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 50 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by 47 51 <a href="http://www.doxygen.org/index.html"> 48 52 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classEKF.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 37 38 <p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> 38 39 <map name="EKF_3_01sq__T_01_4__coll__map"> 39 <area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="61,337,208,364"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\< fsqmat \>" alt="" coords="109,196,117,204"><area shape="rect" title="\< fsqmat \>" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title=" fxu\nhxu" alt="" coords="299,361,307,369"><area shape="rect" title="fxu\nhxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map>40 <area shape="rect" href="classKalman.html" title="Kalman\< fsqmat \>" alt="" coords="61,337,208,364"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="203,7,264,33"><area shape="rect" title="\< fsqmat \>" alt="" coords="109,196,117,204"><area shape="rect" title="\< fsqmat \>" alt="" coords="127,333,135,341"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"><area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"><area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"><area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"><area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"><area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"></map> 40 41 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 41 42 … … 44 45 <tr><td></td></tr> 45 46 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 46 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" ec441d41529eeae4a1309426386b4a10"></a><!-- doxytag: member="EKF::EKF" ref="ec441d41529eeae4a1309426386b4a10" args="(const diffbifn fxu, const diffbifn hxu)" -->47 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html# ec441d41529eeae4a1309426386b4a10">EKF</a> (const <a class="el" href="classdiffbifn.html">diffbifn</a> fxu, const <a class="el" href="classdiffbifn.html">diffbifn</a> hxu)</td></tr>47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="003687c6cf2a01be90a00e2c99e3863e"></a><!-- doxytag: member="EKF::EKF" ref="003687c6cf2a01be90a00e2c99e3863e" args="(diffbifn *pfxu, diffbifn *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)" --> 48 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td></tr> 48 49 49 50 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 50 51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb0a08463f14e5584344ea2df99fe747"></a><!-- doxytag: member="EKF::bayes" ref="fb0a08463f14e5584344ea2df99fe747" args="(const vec &dt, bool evalll=true)" --> 51 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &dt, bool evalll=true)</td></tr>52 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 52 53 53 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 55 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 56 57 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 59 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 60 61 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="EKF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 63 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 64 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 66 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="EKF::mu" ref="3063a3f58a74cea672ae889971012eed" args="" --> 68 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td></tr> 69 70 <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 71 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="EKF::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" --> 72 <a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr> 73 74 <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 76 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 77 78 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 80 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 81 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 83 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 85 int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 86 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" --> 88 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 89 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" --> 91 int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 92 93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" --> 94 mat </td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 95 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" --> 97 mat </td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 98 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="EKF::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" --> 100 mat </td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 101 102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" --> 103 mat </td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 104 105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" --> 106 <a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 107 108 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" --> 109 <a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 110 111 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF::_K" ref="d422f51467c7a06174af2476d2826132" args="" --> 112 mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 113 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="EKF::_yp" ref="30b7461989185d3d02cf42b8e2a37649" args="" --> 115 vec </td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr> 116 117 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="EKF::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f" args="" --> 118 <a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 119 120 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="EKF::_iRy" ref="15f1a793210750a7e4642fcd948b24c5" args="" --> 121 <a class="el" href="classfsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 122 123 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 124 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKF::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> 125 std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &kf)</td></tr> 126 54 127 </table> 55 128 <hr><a name="_details"></a><h2>Detailed Description</h2> … … 59 132 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter. 60 133 <p> 61 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following file:<ul> 134 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> 135 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="EKF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 136 <div class="memitem"> 137 <div class="memproto"> 138 <table class="memname"> 139 <tr> 140 <td class="memname">virtual void BM::bayes </td> 141 <td>(</td> 142 <td class="paramtype">const vec & </td> 143 <td class="paramname"> <em>dt</em> </td> 144 <td> ) </td> 145 <td width="100%"><code> [pure virtual, inherited]</code></td> 146 </tr> 147 </table> 148 </div> 149 <div class="memdoc"> 150 151 <p> 152 Incremental Bayes rule. 153 <p> 154 <dl compact><dt><b>Parameters:</b></dt><dd> 155 <table border="0" cellspacing="2" cellpadding="0"> 156 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 157 </table> 158 </dl> 159 160 </div> 161 </div><p> 162 <hr>The documentation for this class was generated from the following file:<ul> 62 163 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 63 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 164 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by 64 165 <a href="http://www.doxygen.org/index.html"> 65 166 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classEKF__coll__graph.map
r23 r28 11 11 <area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"> 12 12 <area shape="rect" href="$classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"> 13 <area shape="rect" title=" fxu\nhxu" alt="" coords="299,361,307,369">14 <area shape="rect" title=" fxu\nhxu" alt="" coords="252,445,260,453">13 <area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"> 14 <area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"> 15 15 <area shape="rect" href="$classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"> 16 16 <area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"> -
doc/html/classEKF__coll__graph.md5
r23 r28 1 80e8a90e18a613ab2239b0c07bbf7889 1 f0af3ae76b214ecac356cc7e830905d0 -
doc/html/classKalman-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>Kalman< sq_T > Member List</h1>This is the complete list of members for <a class="el" href="classKalman.html">Kalman< sq_T ></a>, including all inherited members.<p><table> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 23 25 <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 24 26 <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> … … 27 29 <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 28 30 <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr> 31 <tr class="memlist"><td><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr> 32 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 30 33 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 31 34 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> … … 35 38 <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 36 39 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 40 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 37 41 <tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr> 38 42 <tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [inline]</code></td></tr> … … 43 47 <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 44 48 <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman< sq_T ></a>)</td><td><a class="el" href="classKalman.html">Kalman< sq_T ></a></td><td><code> [protected]</code></td></tr> 45 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:202008 for mixpp by 49 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 46 50 <a href="http://www.doxygen.org/index.html"> 47 51 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classKalman.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 53 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr> 54 55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e945d9205ca14acbd83ba80ea6f72b8e"></a><!-- doxytag: member="Kalman::bayes" ref="e945d9205ca14acbd83ba80ea6f72b8e" args="(const vec &dt, bool evalll=true)" --> 55 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &dt, bool evalll=true)</td></tr>56 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 56 57 57 58 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 59 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 60 61 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 63 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 64 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="Kalman::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 67 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 58 70 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 59 71 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="Kalman::mu" ref="3063a3f58a74cea672ae889971012eed" args="" --> … … 65 77 66 78 <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 80 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 81 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 84 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 85 86 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 67 87 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 68 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="Kalman::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> … … 114 134 class Kalman< sq_T ></h3> 115 135 116 <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr>The documentation for this class was generated from the following file:<ul> 136 <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr><h2>Member Function Documentation</h2> 137 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="Kalman::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 138 <div class="memitem"> 139 <div class="memproto"> 140 <table class="memname"> 141 <tr> 142 <td class="memname">virtual void BM::bayes </td> 143 <td>(</td> 144 <td class="paramtype">const vec & </td> 145 <td class="paramname"> <em>dt</em> </td> 146 <td> ) </td> 147 <td width="100%"><code> [pure virtual, inherited]</code></td> 148 </tr> 149 </table> 150 </div> 151 <div class="memdoc"> 152 153 <p> 154 Incremental Bayes rule. 155 <p> 156 <dl compact><dt><b>Parameters:</b></dt><dd> 157 <table border="0" cellspacing="2" cellpadding="0"> 158 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 159 </table> 160 </dl> 161 162 </div> 163 </div><p> 164 <hr>The documentation for this class was generated from the following file:<ul> 117 165 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 118 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:202008 for mixpp by 166 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 119 167 <a href="http://www.doxygen.org/index.html"> 120 168 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classKalmanFull-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>KalmanFull Member List</h1>This is the complete list of members for <a class="el" href="classKalmanFull.html">KalmanFull</a>, including all inherited members.<p><table> 23 <tr class="memlist"><td><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td><code> [virtual]</code></td></tr> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 <tr class="memlist"><td><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a>(const vec &dt, bool evalll=true)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 26 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 24 27 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 28 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 26 30 <tr class="memlist"><td><a class="el" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043">KalmanFull</a>(mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 27 31 <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> … … 29 33 <tr bgcolor="#f0f0f0"><td><b>operator<<</b> (defined in <a class="el" href="classKalmanFull.html">KalmanFull</a>)</td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td><code> [friend]</code></td></tr> 30 34 <tr class="memlist"><td><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td><td><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td></td></tr> 31 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 35 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 32 36 <a href="http://www.doxygen.org/index.html"> 33 37 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classKalmanFull.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 49 50 <tr><td class="mdescLeft"> </td><td class="mdescRight">Full constructor. <br></td></tr> 50 51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="048b13739b94c331cda08249b278552b"></a><!-- doxytag: member="KalmanFull::bayes" ref="048b13739b94c331cda08249b278552b" args="(const vec &dt, bool evalll=true)" --> 51 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a> (const vec &dt, bool evalll=true)</td></tr>52 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">bayes</a> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 52 53 53 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 55 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 56 57 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanFull::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 59 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 60 61 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="KalmanFull::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 63 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 64 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 54 66 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 55 67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="KalmanFull::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" --> … … 61 73 62 74 <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> 75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="KalmanFull::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 76 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 77 78 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="KalmanFull::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 80 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 81 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 63 83 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 64 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="KalmanFull::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> … … 67 87 </table> 68 88 <hr><a name="_details"></a><h2>Detailed Description</h2> 69 Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr>The documentation for this class was generated from the following files:<ul> 89 Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! <hr><h2>Member Function Documentation</h2> 90 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="KalmanFull::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 91 <div class="memitem"> 92 <div class="memproto"> 93 <table class="memname"> 94 <tr> 95 <td class="memname">virtual void BM::bayes </td> 96 <td>(</td> 97 <td class="paramtype">const vec & </td> 98 <td class="paramname"> <em>dt</em> </td> 99 <td> ) </td> 100 <td width="100%"><code> [pure virtual, inherited]</code></td> 101 </tr> 102 </table> 103 </div> 104 <div class="memdoc"> 105 106 <p> 107 Incremental Bayes rule. 108 <p> 109 <dl compact><dt><b>Parameters:</b></dt><dd> 110 <table border="0" cellspacing="2" cellpadding="0"> 111 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 112 </table> 113 </dl> 114 115 </div> 116 </div><p> 117 <hr>The documentation for this class was generated from the following files:<ul> 70 118 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul> 71 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 119 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 72 120 <a href="http://www.doxygen.org/index.html"> 73 121 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classMemDS-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 30 31 <tr class="memlist"><td><a class="el" href="classMemDS.html#b120ed178f7c848f1227c928d8a79be8">write</a>(vec &ut)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr> 31 32 <tr class="memlist"><td><a class="el" href="classMemDS.html#6279bf18d44343750747ecc12e050f09">write</a>(vec &ut, ivec &indexes)</td><td><a class="el" href="classMemDS.html">MemDS</a></td><td><code> [inline]</code></td></tr> 32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 33 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 33 34 <a href="http://www.doxygen.org/index.html"> 34 35 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classMemDS.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 70 71 </td><td class="memItemRight" valign="bottom"><b>MemDS</b> (mat &Dat, ivec &rowid, ivec &delays)</td></tr> 71 72 73 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1012025a1a3a1fdd24aa48698a3d3454"></a><!-- doxytag: member="MemDS::Drv" ref="1012025a1a3a1fdd24aa48698a3d3454" args="" --> 75 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">Drv</a></td></tr> 76 77 <tr><td class="mdescLeft"> </td><td class="mdescRight">Observed variables, returned by <code><a class="el" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata()</a></code>. <br></td></tr> 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a88ffaeb3c7c2cf30c69bc41a000629"></a><!-- doxytag: member="MemDS::Urv" ref="0a88ffaeb3c7c2cf30c69bc41a000629" args="" --> 79 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">Urv</a></td></tr> 80 81 <tr><td class="mdescLeft"> </td><td class="mdescRight">Action variables, accepted by <code><a class="el" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write()</a></code>. <br></td></tr> 72 82 </table> 73 83 <hr><a name="_details"></a><h2>Detailed Description</h2> … … 111 121 <hr>The documentation for this class was generated from the following files:<ul> 112 122 <li>work/mixpp/bdm/stat/<a class="el" href="libDS_8h-source.html">libDS.h</a><li>work/mixpp/bdm/stat/libDS.cpp</ul> 113 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 123 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 114 124 <a href="http://www.doxygen.org/index.html"> 115 125 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classPF-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>PF Member List</h1>This is the complete list of members for <a class="el" href="classPF.html">PF</a>, including all inherited members.<p><table> 23 <tr class="memlist"><td><a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">bayes</a>(const vec &dt, bool evell)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline, virtual]</code></td></tr> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 <tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &dt, bool evell) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [inline]</code></td></tr> 26 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 24 27 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 28 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 26 30 <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 27 31 <tr bgcolor="#f0f0f0"><td><b>n</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> … … 30 34 <tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 31 35 <tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 36 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 33 37 <a href="http://www.doxygen.org/index.html"> 34 38 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classPF.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 51 52 </td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr> 52 53 53 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">bayes</a> (const vec &dt, bool evell)</td></tr> 54 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &dt, bool evell)" --> 55 void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &dt, bool evell)</td></tr> 54 56 55 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#eb06bd7d4325f22f54233967295793b9"></a><br></td></tr> 57 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 58 59 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 60 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 61 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 62 63 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 64 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 65 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 66 67 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 68 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 69 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 70 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 71 72 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 73 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="PF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 74 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 75 76 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 56 77 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 57 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> … … 69 90 <p> 70 91 Bayesian Filtering equations hold. <hr><h2>Member Function Documentation</h2> 71 <a class="anchor" name=" eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &dt, bool evell)" -->92 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 72 93 <div class="memitem"> 73 94 <div class="memproto"> 74 95 <table class="memname"> 75 96 <tr> 76 <td class="memname">v oid PF::bayes </td>97 <td class="memname">virtual void BM::bayes </td> 77 98 <td>(</td> 78 99 <td class="paramtype">const vec & </td> 79 <td class="paramname"> <em>dt</em>, </td> 80 </tr> 81 <tr> 82 <td class="paramkey"></td> 83 <td></td> 84 <td class="paramtype">bool </td> 85 <td class="paramname"> <em>evall</em></td><td> </td> 86 </tr> 87 <tr> 88 <td></td> 89 <td>)</td> 90 <td></td><td></td><td width="100%"><code> [inline, virtual]</code></td> 100 <td class="paramname"> <em>dt</em> </td> 101 <td> ) </td> 102 <td width="100%"><code> [pure virtual, inherited]</code></td> 91 103 </tr> 92 104 </table> … … 100 112 <table border="0" cellspacing="2" cellpadding="0"> 101 113 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 102 <tr><td valign="top"></td><td valign="top"><em>evall</em> </td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr>103 114 </table> 104 115 </dl> 105 106 <p>Implements <a class="el" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0">BM</a>.</p>107 108 <p>Reimplemented in <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a>.</p>109 116 110 117 </div> … … 112 119 <hr>The documentation for this class was generated from the following files:<ul> 113 120 <li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul> 114 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 121 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 115 122 <a href="http://www.doxygen.org/index.html"> 116 123 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classRV-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 33 34 <tr class="memlist"><td><a class="el" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a">subt</a>(RV rv2)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr> 34 35 <tr class="memlist"><td><a class="el" href="classRV.html#e0a158d53ab9430627241f844f4c9a60">t</a>(int delta)</td><td><a class="el" href="classRV.html">RV</a></td><td></td></tr> 35 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 36 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by 36 37 <a href="http://www.doxygen.org/index.html"> 37 38 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classRV.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 85 86 More?... <hr>The documentation for this class was generated from the following files:<ul> 86 87 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/mixpp/bdm/stat/libBM.cpp</ul> 87 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 88 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by 88 89 <a href="http://www.doxygen.org/index.html"> 89 90 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classTrivialPF-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 </div> 22 23 <h1>TrivialPF Member List</h1>This is the complete list of members for <a class="el" href="classTrivialPF.html">TrivialPF</a>, including all inherited members.<p><table> 23 <tr class="memlist"><td><a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">bayes</a>(const vec &dt, bool evalll)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td><code> [virtual]</code></td></tr> 24 <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 <tr bgcolor="#f0f0f0"><td><b>bayes</b>(const vec &dt, bool evalll) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 26 <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 24 27 <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 25 28 <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 26 30 <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 27 31 <tr bgcolor="#f0f0f0"><td><b>n</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 28 32 <tr bgcolor="#f0f0f0"><td><b>PF</b>(vec w) (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr> 29 33 <tr class="memlist"><td><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a>(RESAMPLING_METHOD method=SYSTEMATIC)</td><td><a class="el" href="classPF.html">PF</a></td><td></td></tr> 30 <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &par, mpdf &obs, mpdf&prop, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr>34 <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &par, mpdf &obs, BM &prop, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 31 35 <tr bgcolor="#f0f0f0"><td><b>TrivialPF</b>(mpdf &par, mpdf &obs, int n0) (defined in <a class="el" href="classTrivialPF.html">TrivialPF</a>)</td><td><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td></td></tr> 32 36 <tr bgcolor="#f0f0f0"><td><b>URNG</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 33 37 <tr bgcolor="#f0f0f0"><td><b>w</b> (defined in <a class="el" href="classPF.html">PF</a>)</td><td><a class="el" href="classPF.html">PF</a></td><td><code> [protected]</code></td></tr> 34 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:222008 for mixpp by 38 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by 35 39 <a href="http://www.doxygen.org/index.html"> 36 40 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classTrivialPF.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 37 38 <p><center><img src="classTrivialPF__coll__graph.png" border="0" usemap="#TrivialPF__coll__map" alt="Collaboration graph"></center> 38 39 <map name="TrivialPF__coll__map"> 39 <area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords=" 8,119,45,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="69,119,125,145"><area shape="rect" title="prop\nobs\npar" alt="" coords="89,143,97,151"><area shape="rect" title="prop\nobs\npar" alt="" coords="65,245,73,253"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="79,7,116,33"><area shape="rect" title="rv\nrvc" alt="" coords="93,31,101,39"><area shape="rect" title="rv\nrvc" alt="" coords="93,115,101,123"></map>40 <area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="56,119,93,145"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="17,7,60,33"><area shape="rect" title="prop" alt="" coords="28,31,36,39"><area shape="rect" title="prop" alt="" coords="59,227,67,235"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="117,119,173,145"><area shape="rect" title="obs\npar" alt="" coords="132,143,140,151"><area shape="rect" title="obs\npar" alt="" coords="79,227,87,235"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="127,7,164,33"><area shape="rect" title="rv\nrvc" alt="" coords="141,31,149,39"><area shape="rect" title="rv\nrvc" alt="" coords="141,115,149,123"></map> 40 41 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 41 42 … … 44 45 <tr><td></td></tr> 45 46 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 46 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e6d9e3506da221a10a517bd5712b5a84"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="e6d9e3506da221a10a517bd5712b5a84" args="(mpdf &par, mpdf &obs, mpdf&prop, int n0)" -->47 </td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &par, <a class="el" href="classmpdf.html">mpdf</a> &obs, <a class="el" href="class mpdf.html">mpdf</a> &prop, int n0)</td></tr>47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5a420747532e24b25cb0d835288795b"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="c5a420747532e24b25cb0d835288795b" args="(mpdf &par, mpdf &obs, BM &prop, int n0)" --> 48 </td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &par, <a class="el" href="classmpdf.html">mpdf</a> &obs, <a class="el" href="classBM.html">BM</a> &prop, int n0)</td></tr> 48 49 49 50 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="59fc4c55a2d5fbb6bc9a17a9dd9a2e13"></a><!-- doxytag: member="TrivialPF::TrivialPF" ref="59fc4c55a2d5fbb6bc9a17a9dd9a2e13" args="(mpdf &par, mpdf &obs, int n0)" --> 50 51 </td><td class="memItemRight" valign="bottom"><b>TrivialPF</b> (<a class="el" href="classmpdf.html">mpdf</a> &par, <a class="el" href="classmpdf.html">mpdf</a> &obs, int n0)</td></tr> 51 52 52 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">bayes</a> (const vec &dt, bool evalll)</td></tr> 53 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77a92bf054d763f806d27fc37a058389"></a><!-- doxytag: member="TrivialPF::bayes" ref="77a92bf054d763f806d27fc37a058389" args="(const vec &dt, bool evalll)" --> 54 void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>)</td></tr> 53 55 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#77a92bf054d763f806d27fc37a058389"></a><br></td></tr> 56 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="TrivialPF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC)" --> 57 ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr> 58 59 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr> 60 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> 61 62 <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 63 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="TrivialPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 64 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 65 66 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="TrivialPF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 68 <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> 69 70 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 71 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 72 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="TrivialPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 73 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 74 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="TrivialPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 77 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 78 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 80 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="TrivialPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> 82 int </td><td class="memItemRight" valign="bottom"><b>n</b></td></tr> 83 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="TrivialPF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" --> 85 vec </td><td class="memItemRight" valign="bottom"><b>w</b></td></tr> 86 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="TrivialPF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" --> 88 Uniform_RNG </td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr> 89 55 90 </table> 56 91 <hr><a name="_details"></a><h2>Detailed Description</h2> 57 92 Trivial particle filter with proposal density that is not conditioned on the data. <hr><h2>Member Function Documentation</h2> 58 <a class="anchor" name=" 77a92bf054d763f806d27fc37a058389"></a><!-- doxytag: member="TrivialPF::bayes" ref="77a92bf054d763f806d27fc37a058389" args="(const vec &dt, bool evalll)" -->93 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="TrivialPF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> 59 94 <div class="memitem"> 60 95 <div class="memproto"> 61 96 <table class="memname"> 62 97 <tr> 63 <td class="memname">v oid TrivialPF::bayes </td>98 <td class="memname">virtual void BM::bayes </td> 64 99 <td>(</td> 65 100 <td class="paramtype">const vec & </td> 66 <td class="paramname"> <em>dt</em>, </td> 67 </tr> 68 <tr> 69 <td class="paramkey"></td> 70 <td></td> 71 <td class="paramtype">bool </td> 72 <td class="paramname"> <em>evall</em></td><td> </td> 73 </tr> 74 <tr> 75 <td></td> 76 <td>)</td> 77 <td></td><td></td><td width="100%"><code> [virtual]</code></td> 101 <td class="paramname"> <em>dt</em> </td> 102 <td> ) </td> 103 <td width="100%"><code> [pure virtual, inherited]</code></td> 78 104 </tr> 79 105 </table> … … 87 113 <table border="0" cellspacing="2" cellpadding="0"> 88 114 <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> 89 <tr><td valign="top"></td><td valign="top"><em>evall</em> </td><td>If true, the filter will compute likelihood of the data record and store it in <code>ll</code> </td></tr>90 115 </table> 91 116 </dl> 92 93 <p>Reimplemented from <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a>.</p>94 117 95 118 </div> … … 97 120 <hr>The documentation for this class was generated from the following files:<ul> 98 121 <li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul> 99 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:222008 for mixpp by 122 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by 100 123 <a href="http://www.doxygen.org/index.html"> 101 124 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classTrivialPF__coll__graph.map
r23 r28 1 <area shape="rect" href="$classPF.html" title="A Particle Filter prototype." alt="" coords="8,119,45,145"> 2 <area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"> 3 <area shape="rect" href="$classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="69,119,125,145"> 4 <area shape="rect" title="prop\nobs\npar" alt="" coords="89,143,97,151"> 5 <area shape="rect" title="prop\nobs\npar" alt="" coords="65,245,73,253"> 6 <area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="79,7,116,33"> 7 <area shape="rect" title="rv\nrvc" alt="" coords="93,31,101,39"> 8 <area shape="rect" title="rv\nrvc" alt="" coords="93,115,101,123"> 1 <area shape="rect" href="$classPF.html" title="A Particle Filter prototype." alt="" coords="56,119,93,145"> 2 <area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="17,7,60,33"> 3 <area shape="rect" title="prop" alt="" coords="28,31,36,39"> 4 <area shape="rect" title="prop" alt="" coords="59,227,67,235"> 5 <area shape="rect" href="$classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="117,119,173,145"> 6 <area shape="rect" title="obs\npar" alt="" coords="132,143,140,151"> 7 <area shape="rect" title="obs\npar" alt="" coords="79,227,87,235"> 8 <area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="127,7,164,33"> 9 <area shape="rect" title="rv\nrvc" alt="" coords="141,31,149,39"> 10 <area shape="rect" title="rv\nrvc" alt="" coords="141,115,149,123"> -
doc/html/classTrivialPF__coll__graph.md5
r23 r28 1 6c68223e40f77452ac769094ee74c41c 1 13a92e808324a6ca95a65924a5935ad1 -
doc/html/classbilinfn-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 31 32 <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 32 33 <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 33 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="class diffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>34 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 34 35 <tr class="memlist"><td><a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">eval</a>(const vec &x0, const vec &u0)</td><td><a class="el" href="classbilinfn.html">bilinfn</a></td><td><code> [inline, virtual]</code></td></tr> 35 36 <tr class="memlist"><td><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">diffbifn::eval</a>(const vec &cond)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 36 37 <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 37 38 <tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 38 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 39 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 39 40 <a href="http://www.doxygen.org/index.html"> 40 41 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classbilinfn.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 61 62 62 63 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates <img class="formulaInl" alt="$A=\frac{d}{du}f(x,u)|_{x0,u0}$" src="form_2.png"> and writes result into <code>A</code> . <a href="#90f2b15612b14883d6ed2b0e295cb82b"></a><br></td></tr> 64 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad7673e16aa1a046b131b24c731c4632"></a><!-- doxytag: member="bilinfn::eval" ref="ad7673e16aa1a046b131b24c731c4632" args="(const vec &cond)" --> 65 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">eval</a> (const vec &cond)</td></tr> 66 67 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ). <br></td></tr> 68 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="436de7a7301ea9eac7d6081b893bbf57"></a><!-- doxytag: member="bilinfn::_dimx" ref="436de7a7301ea9eac7d6081b893bbf57" args="() const " --> 69 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">_dimx</a> () const </td></tr> 70 71 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 72 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc8779acbff170611aff0ee70cee3879"></a><!-- doxytag: member="bilinfn::_dimu" ref="fc8779acbff170611aff0ee70cee3879" args="() const " --> 73 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">_dimu</a> () const </td></tr> 74 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="bilinfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 77 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 78 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 80 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcf96b86250c3cbd465ba5ee62474b75"></a><!-- doxytag: member="bilinfn::rvx" ref="bcf96b86250c3cbd465ba5ee62474b75" args="" --> 82 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvx</b></td></tr> 83 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c41c74c7942dba51ef0b0bfed963447d"></a><!-- doxytag: member="bilinfn::rvu" ref="c41c74c7942dba51ef0b0bfed963447d" args="" --> 85 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr> 86 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6918bc0a9dad656b4cddc028137eb78"></a><!-- doxytag: member="bilinfn::dimx" ref="f6918bc0a9dad656b4cddc028137eb78" args="" --> 88 int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 89 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2e07ce491e973f03d763e37624d0fe79"></a><!-- doxytag: member="bilinfn::dimu" ref="2e07ce491e973f03d763e37624d0fe79" args="" --> 91 int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 92 93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="bilinfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 94 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 95 63 96 </table> 64 97 <hr><a name="_details"></a><h2>Detailed Description</h2> … … 166 199 <hr>The documentation for this class was generated from the following files:<ul> 167 200 <li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul> 168 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 201 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 169 202 <a href="http://www.doxygen.org/index.html"> 170 203 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classconstfn-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 23 24 <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 24 25 <tr class="memlist"><td><a class="el" href="classconstfn.html#d08acd7fac0ef3edfa59bbe48403f2bc">constfn</a>(const vec &val0)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 26 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 25 27 <tr bgcolor="#f0f0f0"><td><b>eval</b>() (defined in <a class="el" href="classconstfn.html">constfn</a>)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 26 28 <tr bgcolor="#f0f0f0"><td><b>eval</b>(vec &cond) (defined in <a class="el" href="classconstfn.html">constfn</a>)</td><td><a class="el" href="classconstfn.html">constfn</a></td><td><code> [inline]</code></td></tr> 27 29 <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc::eval</a>(const vec &cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> 28 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 30 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 29 31 <a href="http://www.doxygen.org/index.html"> 30 32 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classconstfn.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 54 55 55 56 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fad2e6cb35909a165ec5a53def4a18c"></a><!-- doxytag: member="constfn::eval" ref="7fad2e6cb35909a165ec5a53def4a18c" args="(const vec &cond)" --> 58 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a> (const vec &cond)</td></tr> 59 60 <tr><td class="mdescLeft"> </td><td class="mdescRight">function evaluates numerical value of $f(x)$ at $x=cond$ <br></td></tr> 61 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="constfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 62 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 63 64 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 65 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="constfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 67 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 68 56 69 </table> 57 70 <hr><a name="_details"></a><h2>Detailed Description</h2> 58 71 class representing function $f(x) = a$, here rv is empty <hr>The documentation for this class was generated from the following file:<ul> 59 72 <li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul> 60 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 73 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 61 74 <a href="http://www.doxygen.org/index.html"> 62 75 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classdiffbifn-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 29 30 <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 30 31 <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 31 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="class diffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr>32 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 32 33 <tr class="memlist"><td><a class="el" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">eval</a>(const vec &cond)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 33 34 <tr class="memlist"><td><a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">eval</a>(const vec &x0, const vec &u0)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [inline, virtual]</code></td></tr> 34 35 <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 35 36 <tr bgcolor="#f0f0f0"><td><b>rvx</b> (defined in <a class="el" href="classdiffbifn.html">diffbifn</a>)</td><td><a class="el" href="classdiffbifn.html">diffbifn</a></td><td><code> [protected]</code></td></tr> 36 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 37 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 37 38 <a href="http://www.doxygen.org/index.html"> 38 39 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classdiffbifn.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 70 71 71 72 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 73 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="diffbifn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 74 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 75 76 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 72 77 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 73 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcf96b86250c3cbd465ba5ee62474b75"></a><!-- doxytag: member="diffbifn::rvx" ref="bcf96b86250c3cbd465ba5ee62474b75" args="" --> … … 83 88 int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 84 89 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9ed8ce97123e01c7636dcbbb63ea8461"></a><!-- doxytag: member="diffbifn::dimy" ref="9ed8ce97123e01c7636dcbbb63ea8461" args="" -->90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="diffbifn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 86 91 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 87 92 … … 194 199 <hr>The documentation for this class was generated from the following file:<ul> 195 200 <li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a></ul> 196 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 201 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 197 202 <a href="http://www.doxygen.org/index.html"> 198 203 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classeEF-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 25 26 <tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr> 26 27 <tr bgcolor="#f0f0f0"><td><b>tupdate</b>(double phi, mat &vbar, double nubar) (defined in <a class="el" href="classeEF.html">eEF</a>)</td><td><a class="el" href="classeEF.html">eEF</a></td><td><code> [inline, virtual]</code></td></tr> 27 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 28 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 28 29 <a href="http://www.doxygen.org/index.html"> 29 30 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classeEF.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 50 51 virtual void </td><td class="memItemRight" valign="bottom"><b>dupdate</b> (mat &v, double nu=1.0)</td></tr> 51 52 53 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a> ()=0</td></tr> 54 55 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <a href="#7f74d871d50b9ff360f1b3879092a9fa"></a><br></td></tr> 56 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f333ceeb88ebc37d81fcd4cea4526bfc"></a><!-- doxytag: member="eEF::eval" ref="f333ceeb88ebc37d81fcd4cea4526bfc" args="(const vec &val)" --> 57 virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a> (const vec &val)</td></tr> 58 59 <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> 52 60 </table> 53 61 <hr><a name="_details"></a><h2>Detailed Description</h2> 54 62 General conjugate exponential family posterior density. 55 63 <p> 56 More?... <hr>The documentation for this class was generated from the following file:<ul> 64 More?... <hr><h2>Member Function Documentation</h2> 65 <a class="anchor" name="7f74d871d50b9ff360f1b3879092a9fa"></a><!-- doxytag: member="eEF::sample" ref="7f74d871d50b9ff360f1b3879092a9fa" args="()=0" --> 66 <div class="memitem"> 67 <div class="memproto"> 68 <table class="memname"> 69 <tr> 70 <td class="memname">virtual vec epdf::sample </td> 71 <td>(</td> 72 <td class="paramname"> </td> 73 <td> ) </td> 74 <td width="100%"><code> [pure virtual, inherited]</code></td> 75 </tr> 76 </table> 77 </div> 78 <div class="memdoc"> 79 80 <p> 81 Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. 82 <p> 83 Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 84 <p>Implemented in <a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">enorm< sq_T ></a>.</p> 85 86 </div> 87 </div><p> 88 <hr>The documentation for this class was generated from the following file:<ul> 57 89 <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 58 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:172008 for mixpp by 90 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:41 2008 for mixpp by 59 91 <a href="http://www.doxygen.org/index.html"> 60 92 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classenorm-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 31 32 <tr class="memlist"><td><a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">tupdate</a>(double phi, mat &vbar, double nubar)</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td><code> [inline, virtual]</code></td></tr> 32 33 <tr class="memlist"><td><a class="el" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e">tupdate</a>()</td><td><a class="el" href="classenorm.html">enorm< sq_T ></a></td><td></td></tr> 33 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 34 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by 34 35 <a href="http://www.doxygen.org/index.html"> 35 36 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classenorm.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 111 112 <hr>The documentation for this class was generated from the following file:<ul> 112 113 <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 113 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 114 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by 114 115 <a href="http://www.doxygen.org/index.html"> 115 116 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classepdf-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 23 24 <tr class="memlist"><td><a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">eval</a>(const vec &val)</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [inline, virtual]</code></td></tr> 24 25 <tr class="memlist"><td><a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">sample</a>()=0</td><td><a class="el" href="classepdf.html">epdf</a></td><td><code> [pure virtual]</code></td></tr> 25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 26 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 26 27 <a href="http://www.doxygen.org/index.html"> 27 28 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classepdf.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 79 80 <hr>The documentation for this class was generated from the following file:<ul> 80 81 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 81 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 82 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by 82 83 <a href="http://www.doxygen.org/index.html"> 83 84 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classfnc-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 22 23 <h1>fnc Member List</h1>This is the complete list of members for <a class="el" href="classfnc.html">fnc</a>, including all inherited members.<p><table> 23 24 <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 25 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 24 26 <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a>(const vec &cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> 25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 27 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 26 28 <a href="http://www.doxygen.org/index.html"> 27 29 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classfnc.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 45 46 46 47 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 48 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 49 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="fnc::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 50 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 51 47 52 </table> 48 53 <hr><a name="_details"></a><h2>Detailed Description</h2> 49 54 Class representing function $f(x)$ of variable $x$ represented by <code>rv</code>. <hr>The documentation for this class was generated from the following file:<ul> 50 55 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 51 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:192008 for mixpp by 56 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 52 57 <a href="http://www.doxygen.org/index.html"> 53 58 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classfsqmat-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 24 25 <tr class="memlist"><td><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a>() const </td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [inline]</code></td></tr> 25 26 <tr bgcolor="#f0f0f0"><td><b>dim</b> (defined in <a class="el" href="classsqmat.html">sqmat</a>)</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [protected]</code></td></tr> 26 <tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td>< code> [inline]</code></td></tr>27 <tr bgcolor="#f0f0f0"><td><b>fsqmat</b>() (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 27 28 <tr class="memlist"><td><a class="el" href="classfsqmat.html#1929fbc9fe375f1d67f979d0d302336f">fsqmat</a>(const mat &M)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 28 <tr bgcolor="#f0f0f0"><td><b>inv</b>(fsqmat &Inv) (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td></td></tr> 29 <tr class="memlist"><td><a class="el" href="classfsqmat.html#788423cc2679620dd6da8d2fca2e3e4d">inv</a>(fsqmat *Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 29 <tr class="memlist"><td><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>(fsqmat &Inv)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 30 30 <tr class="memlist"><td><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 31 31 <tr bgcolor="#f0f0f0"><td><b>M</b> (defined in <a class="el" href="classfsqmat.html">fsqmat</a>)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [protected]</code></td></tr> … … 40 40 <tr class="memlist"><td><a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">sqrt_mult</a>(vec &v)</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [inline, virtual]</code></td></tr> 41 41 <tr class="memlist"><td><a class="el" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8">to_mat</a>()</td><td><a class="el" href="classfsqmat.html">fsqmat</a></td><td><code> [virtual]</code></td></tr> 42 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:202008 for mixpp by 42 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 43 43 <a href="http://www.doxygen.org/index.html"> 44 44 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classfsqmat.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 56 57 void </td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &C, <a class="el" href="classfsqmat.html">fsqmat</a> &U, bool trans=false)</td></tr> 57 58 58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fa853e1ca28f2a1a1c43377e798ecb1"></a><!-- doxytag: member="fsqmat::inv" ref="9fa853e1ca28f2a1a1c43377e798ecb1" args="(fsqmat &Inv)" -->59 void </td><td class="memItemRight" valign="bottom"><b>inv</b> (<a class="el" href="classfsqmat.html">fsqmat</a> &Inv)</td></tr>60 61 59 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfa4c359483d2322f32d1d50050f8ac4"></a><!-- doxytag: member="fsqmat::clear" ref="cfa4c359483d2322f32d1d50050f8ac4" args="()" --> 62 60 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4">clear</a> ()</td></tr> … … 67 65 68 66 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> 69 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </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"> </td><td class="mdescRight">Matrix inversion preserving the chosen form. <a href="# 788423cc2679620dd6da8d2fca2e3e4d"></a><br></td></tr>67 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a> (<a class="el" href="classfsqmat.html">fsqmat</a> &Inv)</td></tr> 68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix inversion preserving the chosen form. <a href="#9fa853e1ca28f2a1a1c43377e798ecb1"></a><br></td></tr> 72 70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf212272ec195ad2706e2bf4d8e7c9b3"></a><!-- doxytag: member="fsqmat::logdet" ref="bf212272ec195ad2706e2bf4d8e7c9b3" args="()" --> 73 71 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">logdet</a> ()</td></tr> … … 90 88 <a class="el" href="classfsqmat.html">fsqmat</a> & </td><td class="memItemRight" valign="bottom"><b>operator *=</b> (double x)</td></tr> 91 89 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="fsqmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> 91 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> 92 93 <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> 94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="071e80ced9cc3b8cbb360fa7462eb646"></a><!-- doxytag: member="fsqmat::rows" ref="071e80ced9cc3b8cbb360fa7462eb646" args="() const " --> 95 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">rows</a> () const </td></tr> 96 97 <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplementing common functions of mat: <a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols()</a>. <br></td></tr> 92 98 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 93 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a7a1fcb9aae19d1e4daddfc9c22ce453"></a><!-- doxytag: member="fsqmat::M" ref="a7a1fcb9aae19d1e4daddfc9c22ce453" args="" --> 94 100 mat </td><td class="memItemRight" valign="bottom"><b>M</b></td></tr> 101 102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="fsqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 103 int </td><td class="memItemRight" valign="bottom"><b>dim</b></td></tr> 95 104 96 105 </table> … … 175 184 </div> 176 185 </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">v irtual void fsqmat::inv </td>183 <td>(</td> 184 <td class="paramtype"><a class="el" href="classfsqmat.html">fsqmat</a> * </td>186 <a class="anchor" name="9fa853e1ca28f2a1a1c43377e798ecb1"></a><!-- doxytag: member="fsqmat::inv" ref="9fa853e1ca28f2a1a1c43377e798ecb1" args="(fsqmat &Inv)" --> 187 <div class="memitem"> 188 <div class="memproto"> 189 <table class="memname"> 190 <tr> 191 <td class="memname">void fsqmat::inv </td> 192 <td>(</td> 193 <td class="paramtype"><a class="el" href="classfsqmat.html">fsqmat</a> & </td> 185 194 <td class="paramname"> <em>Inv</em> </td> 186 195 <td> ) </td> … … 226 235 </div> 227 236 </div><p> 228 <hr>The documentation for this class was generated from the following file :<ul>229 <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a>< /ul>230 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:202008 for mixpp by 237 <hr>The documentation for this class was generated from the following files:<ul> 238 <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/mixpp/bdm/math/libDC.cpp<li>work/mixpp/bdm/math/libDC_.cpp</ul> 239 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 231 240 <a href="http://www.doxygen.org/index.html"> 232 241 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classlinfn-members.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 22 23 <h1>linfn Member List</h1>This is the complete list of members for <a class="el" href="classlinfn.html">linfn</a>, including all inherited members.<p><table> 23 24 <tr class="memlist"><td><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a>() const </td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline]</code></td></tr> 25 <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classfnc.html">fnc</a>)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [protected]</code></td></tr> 24 26 <tr bgcolor="#f0f0f0"><td><b>eval</b>(vec &cond) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 25 27 <tr class="memlist"><td><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc::eval</a>(const vec &cond)</td><td><a class="el" href="classfnc.html">fnc</a></td><td><code> [inline, virtual]</code></td></tr> … … 28 30 <tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &rv0, const mat &A0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 29 31 <tr bgcolor="#f0f0f0"><td><b>linfn</b>(const RV &rv0, const mat &A0, const vec &B0) (defined in <a class="el" href="classlinfn.html">linfn</a>)</td><td><a class="el" href="classlinfn.html">linfn</a></td><td><code> [inline]</code></td></tr> 30 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 32 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 31 33 <a href="http://www.doxygen.org/index.html"> 32 34 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classlinfn.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 59 60 </td><td class="memItemRight" valign="bottom"><b>linfn</b> (const <a class="el" href="classRV.html">RV</a> &rv0, const mat &A0, const vec &B0)</td></tr> 60 61 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fad2e6cb35909a165ec5a53def4a18c"></a><!-- doxytag: member="linfn::eval" ref="7fad2e6cb35909a165ec5a53def4a18c" args="(const vec &cond)" --> 63 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">eval</a> (const vec &cond)</td></tr> 64 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">function evaluates numerical value of $f(x)$ at $x=cond$ <br></td></tr> 66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8891973d0ca48ce38e1886df45ca298"></a><!-- doxytag: member="linfn::_dimy" ref="a8891973d0ca48ce38e1886df45ca298" args="() const " --> 67 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">_dimy</a> () const </td></tr> 68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 70 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 71 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="22d51d10a7901331167f64f80d1af8e9"></a><!-- doxytag: member="linfn::dimy" ref="22d51d10a7901331167f64f80d1af8e9" args="" --> 72 int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 73 61 74 </table> 62 75 <hr><a name="_details"></a><h2>Detailed Description</h2> 63 76 Class representing function $f(x) = Ax+B$. <hr>The documentation for this class was generated from the following files:<ul> 64 77 <li>work/mixpp/bdm/stat/<a class="el" href="libFN_8h-source.html">libFN.h</a><li>work/mixpp/bdm/stat/libFN.cpp</ul> 65 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 78 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 66 79 <a href="http://www.doxygen.org/index.html"> 67 80 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classmpdf-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 23 24 <tr bgcolor="#f0f0f0"><td><b>condition</b>(vec &cond) (defined in <a class="el" href="classmpdf.html">mpdf</a>)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr> 24 25 <tr class="memlist"><td><a class="el" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">samplecond</a>(vec &cond, double lik)</td><td><a class="el" href="classmpdf.html">mpdf</a></td><td><code> [inline, virtual]</code></td></tr> 25 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 26 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 26 27 <a href="http://www.doxygen.org/index.html"> 27 28 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classmpdf.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 84 85 <hr>The documentation for this class was generated from the following file:<ul> 85 86 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 86 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:212008 for mixpp by 87 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by 87 88 <a href="http://www.doxygen.org/index.html"> 88 89 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classsqmat-members.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 31 32 <tr class="memlist"><td><a class="el" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2">sqrt_mult</a>(vec &v)=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr> 32 33 <tr class="memlist"><td><a class="el" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc">to_mat</a>()=0</td><td><a class="el" href="classsqmat.html">sqmat</a></td><td><code> [pure virtual]</code></td></tr> 33 </table><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:222008 for mixpp by 34 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by 34 35 <a href="http://www.doxygen.org/index.html"> 35 36 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/classsqmat.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 180 181 <hr>The documentation for this class was generated from the following file:<ul> 181 182 <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul> 182 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:222008 for mixpp by 183 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by 183 184 <a href="http://www.doxygen.org/index.html"> 184 185 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/files.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 23 24 <tr><td class="indexkey">work/mixpp/bdm/stat/<b>libFN.h</b> <a href="libFN_8h-source.html">[code]</a></td><td class="indexvalue"></td></tr> 24 25 </table> 25 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:232008 for mixpp by 26 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by 26 27 <a href="http://www.doxygen.org/index.html"> 27 28 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/functions.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 63 64 <li>_dimy() 64 65 : <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a> 66 <li>_epdf() 67 : <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a> 65 68 </ul> 66 69 <h3><a class="anchor" name="index_a">- a -</a></h3><ul> … … 72 75 : <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a> 73 76 , <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< sq_T ></a> 74 , <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a> 75 , <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a> 76 , <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a> 77 , <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a> 77 78 , <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF< sq_T ></a> 78 79 <li>bilinfn() … … 108 109 <h3><a class="anchor" name="index_e">- e -</a></h3><ul> 109 110 <li>EKF() 110 : <a class="el" href="classEKF.html# ec441d41529eeae4a1309426386b4a10">EKF< sq_T ></a>111 : <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF< sq_T ></a> 111 112 <li>eval() 112 : <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> 113 : <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a> 114 , <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> 113 115 , <a class="el" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">diffbifn</a> 114 116 , <a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">enorm< sq_T ></a> 115 117 , <a class="el" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">epdf</a> 116 , <a class="el" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">fnc</a> 118 <li>evalll 119 : <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a> 117 120 </ul> 118 121 <h3><a class="anchor" name="index_f">- f -</a></h3><ul> … … 132 135 : <a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">RV</a> 133 136 <li>inv() 134 : <a class="el" href="classfsqmat.html# 788423cc2679620dd6da8d2fca2e3e4d">fsqmat</a>137 : <a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">fsqmat</a> 135 138 </ul> 136 139 <h3><a class="anchor" name="index_k">- k -</a></h3><ul> … … 221 224 , <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a> 222 225 </ul> 223 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 226 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 224 227 <a href="http://www.doxygen.org/index.html"> 225 228 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/functions_func.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 61 62 <li>_dimy() 62 63 : <a class="el" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">fnc</a> 64 <li>_epdf() 65 : <a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">BM</a> 63 66 </ul> 64 67 <h3><a class="anchor" name="index_a">- a -</a></h3><ul> … … 70 73 : <a class="el" href="classKalmanFull.html#048b13739b94c331cda08249b278552b">KalmanFull</a> 71 74 , <a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">Kalman< sq_T ></a> 72 , <a class="el" href="classPF.html#eb06bd7d4325f22f54233967295793b9">PF</a> 73 , <a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM</a> 74 , <a class="el" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389">TrivialPF</a> 75 , <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a> 75 76 , <a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">EKF< sq_T ></a> 76 77 <li>bilinfn() … … 104 105 <h3><a class="anchor" name="index_e">- e -</a></h3><ul> 105 106 <li>EKF() 106 : <a class="el" href="classEKF.html# ec441d41529eeae4a1309426386b4a10">EKF< sq_T ></a>107 : <a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF< sq_T ></a> 107 108 <li>eval() 108 109 : <a class="el" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24">bilinfn</a> … … 128 129 : <a class="el" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7">RV</a> 129 130 <li>inv() 130 : <a class="el" href="classfsqmat.html# 788423cc2679620dd6da8d2fca2e3e4d">fsqmat</a>131 : <a class="el" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">fsqmat</a> 131 132 </ul> 132 133 <h3><a class="anchor" name="index_k">- k -</a></h3><ul> … … 201 202 , <a class="el" href="classDS.html#f4ae51a3bc1267a6a52fc229973afe85">DS</a> 202 203 </ul> 203 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 204 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 204 205 <a href="http://www.doxygen.org/index.html"> 205 206 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/functions_rela.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 34 35 : <a class="el" href="classRV.html#cad6f15535d10437f6690cb4492176a8">RV</a> 35 36 </ul> 36 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 37 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 37 38 <a href="http://www.doxygen.org/index.html"> 38 39 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/functions_vars.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 33 34 <li>Drv 34 35 : <a class="el" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">DS</a> 36 <li>evalll 37 : <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">BM</a> 35 38 <li>ll 36 39 : <a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">BM</a> … … 44 47 : <a class="el" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">DS</a> 45 48 </ul> 46 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 49 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 47 50 <a href="http://www.doxygen.org/index.html"> 48 51 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/graph_legend.html
r23 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 75 76 A yellow dashed arrow denotes a relation between a template instance and the template class it was instantiated from. The arrow is labeled with the template parameters of the instance. </li> 76 77 </ul> 77 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:232008 for mixpp by 78 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by 78 79 <a href="http://www.doxygen.org/index.html"> 79 80 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/hierarchy.html
r22 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 63 64 </ul> 64 65 </ul> 65 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 66 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 66 67 <a href="http://www.doxygen.org/index.html"> 67 68 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/index.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> 15 16 <h1>mixpp Documentation</h1> 16 17 <p> 17 <h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 18 <h3 align="center">1 </h3><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 18 19 <a href="http://www.doxygen.org/index.html"> 19 20 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/inherits.html
r23 r28 11 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 45 46 <area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="7,5,68,32"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="119,5,185,32"></map></td></tr> 46 47 </table> 47 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:232008 for mixpp by 48 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by 48 49 <a href="http://www.doxygen.org/index.html"> 49 50 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/itpp__ext_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 29 30 <a name="l00015"></a>00015 Array<int> to_Arr(<span class="keyword">const</span> ivec &indices); 30 31 <a name="l00016"></a>00016 } 31 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 32 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 32 33 <a href="http://www.doxygen.org/index.html"> 33 34 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libBM_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 56 57 <a name="l00072"></a>00072 57 58 <a name="l00074"></a><a class="code" href="classfnc.html">00074</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> { 58 <a name="l00075"></a>00075 <span class="keywordtype">int</span> dimy; 59 <a name="l00076"></a>00076 <span class="keyword">public</span>: 60 <a name="l00078"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00078</a> <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &cond){}; <span class="comment">//Fixme: virtual?</span> 61 <a name="l00080"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00080</a> <span class="comment"></span> <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;} 62 <a name="l00081"></a>00081 }; 63 <a name="l00082"></a>00082 64 <a name="l00084"></a><a class="code" href="classBM.html">00084</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 65 <a name="l00085"></a>00085 <span class="keyword">public</span>: 66 <a name="l00087"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00087</a> <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 67 <a name="l00088"></a>00088 68 <a name="l00090"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00090</a> <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>(){<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>=0;}; 69 <a name="l00091"></a>00091 70 <a name="l00096"></a>00096 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evall=<span class="keyword">true</span> ) = 0; 71 <a name="l00098"></a>00098 <span class="keywordtype">void</span> <a class="code" href="classBM.html#c52edf4ad6e1dff9bf64b9e1e0cfb1f0" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 72 <a name="l00099"></a>00099 }; 73 <a name="l00100"></a>00100 74 <a name="l00102"></a><a class="code" href="classepdf.html">00102</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 75 <a name="l00103"></a>00103 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 76 <a name="l00104"></a>00104 <span class="keyword">public</span>: 77 <a name="l00106"></a>00106 <span class="comment">// virtual vec moment ( const int order = 1 );</span> 78 <a name="l00108"></a>00108 <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0; 79 <a name="l00110"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00110</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &val){}; 80 <a name="l00111"></a>00111 }; 81 <a name="l00112"></a>00112 82 <a name="l00114"></a><a class="code" href="classmpdf.html">00114</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 83 <a name="l00116"></a>00116 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 84 <a name="l00118"></a>00118 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 85 <a name="l00119"></a>00119 <span class="keyword">public</span>: 86 <a name="l00120"></a>00120 87 <a name="l00122"></a>00122 <span class="comment">// virtual fnc moment ( const int order = 1 );</span> 88 <a name="l00124"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00124</a> <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &cond, <span class="keywordtype">double</span> lik){}; 89 <a name="l00125"></a>00125 <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &cond){}; 90 <a name="l00126"></a>00126 }; 91 <a name="l00127"></a>00127 92 <a name="l00134"></a><a class="code" href="classDS.html">00134</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 93 <a name="l00135"></a>00135 <span class="keyword">protected</span>: 94 <a name="l00137"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00137</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>; 95 <a name="l00139"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00139</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 96 <a name="l00140"></a>00140 <span class="keyword">public</span>: 97 <a name="l00142"></a>00142 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt); 98 <a name="l00144"></a>00144 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt, ivec &indeces); 99 <a name="l00146"></a>00146 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut); 100 <a name="l00148"></a>00148 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut, ivec &indeces); 101 <a name="l00154"></a>00154 <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &urv); 102 <a name="l00155"></a>00155 103 <a name="l00157"></a>00157 <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 104 <a name="l00158"></a>00158 }; 105 <a name="l00159"></a>00159 106 <a name="l00160"></a>00160 107 <a name="l00161"></a>00161 <span class="preprocessor">#endif // BM_H</span> 108 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by 59 <a name="l00075"></a>00075 <span class="keyword">protected</span>: 60 <a name="l00076"></a>00076 <span class="keywordtype">int</span> dimy; 61 <a name="l00077"></a>00077 <span class="keyword">public</span>: 62 <a name="l00079"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00079</a> <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &cond){}; <span class="comment">//Fixme: virtual?</span> 63 <a name="l00081"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00081</a> <span class="comment"></span> <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;} 64 <a name="l00082"></a>00082 }; 65 <a name="l00083"></a>00083 66 <a name="l00087"></a><a class="code" href="classBM.html">00087</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 67 <a name="l00088"></a>00088 <span class="keyword">public</span>: 68 <a name="l00090"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00090</a> <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 69 <a name="l00092"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00092</a> <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 70 <a name="l00093"></a>00093 71 <a name="l00095"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00095</a> <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>():<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>(0),evall(true){}; 72 <a name="l00096"></a>00096 73 <a name="l00100"></a>00100 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt) = 0; 74 <a name="l00102"></a>00102 <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 75 <a name="l00104"></a>00104 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>(); 76 <a name="l00105"></a>00105 }; 77 <a name="l00106"></a>00106 78 <a name="l00108"></a><a class="code" href="classepdf.html">00108</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 79 <a name="l00109"></a>00109 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 80 <a name="l00110"></a>00110 <span class="keyword">public</span>: 81 <a name="l00112"></a>00112 <span class="comment">// virtual vec moment ( const int order = 1 );</span> 82 <a name="l00114"></a>00114 <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0; 83 <a name="l00116"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00116</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &val){}; 84 <a name="l00117"></a>00117 }; 85 <a name="l00118"></a>00118 86 <a name="l00120"></a><a class="code" href="classmpdf.html">00120</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 87 <a name="l00122"></a>00122 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 88 <a name="l00124"></a>00124 <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 89 <a name="l00125"></a>00125 <span class="keyword">public</span>: 90 <a name="l00126"></a>00126 91 <a name="l00128"></a>00128 <span class="comment">// virtual fnc moment ( const int order = 1 );</span> 92 <a name="l00130"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00130</a> <span class="comment"></span> <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &cond, <span class="keywordtype">double</span> lik){}; 93 <a name="l00131"></a>00131 <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &cond){}; 94 <a name="l00132"></a>00132 }; 95 <a name="l00133"></a>00133 96 <a name="l00140"></a><a class="code" href="classDS.html">00140</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 97 <a name="l00141"></a>00141 <span class="keyword">protected</span>: 98 <a name="l00143"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00143</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>; 99 <a name="l00145"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00145</a> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 100 <a name="l00146"></a>00146 <span class="keyword">public</span>: 101 <a name="l00148"></a>00148 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt); 102 <a name="l00150"></a>00150 <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &dt, ivec &indeces); 103 <a name="l00152"></a>00152 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut); 104 <a name="l00154"></a>00154 <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &ut, ivec &indeces); 105 <a name="l00160"></a>00160 <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &urv); 106 <a name="l00161"></a>00161 107 <a name="l00163"></a>00163 <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 108 <a name="l00164"></a>00164 }; 109 <a name="l00165"></a>00165 110 <a name="l00166"></a>00166 111 <a name="l00167"></a>00167 <span class="preprocessor">#endif // BM_H</span> 112 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 109 113 <a href="http://www.doxygen.org/index.html"> 110 114 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libBM_8h.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 63 64 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 64 65 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 65 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 66 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 66 67 <a href="http://www.doxygen.org/index.html"> 67 68 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libDC_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 21 22 <a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp; 22 23 <a name="l00019"></a>00019 23 <a name="l00024"></a><a class="code" href="classsqmat.html">00024</a> <span class="keyword">class </span><a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> {24 <a name="l00025"></a>00025 <span class="keyword">public</span>:25 <a name="l000 33"></a>00033 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a>( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ) =0;26 <a name="l00034"></a>00034 27 <a name="l0003 8"></a>00038 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0;28 <a name="l00039"></a>00039 29 <a name="l0004 4"></a>00044 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0;30 <a name="l00045"></a>00045 31 <a name="l00046"></a>00046 32 <a name="l000 51"></a>00051 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0;33 <a name="l00052"></a>00052 34 <a name="l0005 8"></a>00058 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &v) =0;35 <a name="l00059"></a>00059 36 <a name="l0006 4"></a>00064 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a>(vec &v) =0;37 <a name="l00065"></a>00065 38 <a name="l00066"></a>00066 <span class="comment">// //! easy version of the </span>39 <a name="l00067"></a>00067 <span class="comment">// sqmat inv();</span>40 <a name="l00068"></a>00068 41 <a name="l000 70"></a>00070 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0;42 <a name="l00071"></a>00071 43 <a name="l0007 3"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00073</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};44 <a name="l00074"></a> 0007445 <a name="l0007 6"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00076</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;};46 <a name="l00077"></a> 0007747 <a name="l00078"></a>00078 <span class="keyword">protected</span>:48 <a name="l00079"></a>00079 <span class="keyword type">int</span> dim;49 <a name="l00080"></a>00080 };50 <a name="l00081"></a>00081 24 <a name="l00024"></a><a class="code" href="classsqmat.html">00024</a> <span class="keyword">class </span><a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 25 <a name="l00025"></a>00025 { 26 <a name="l00026"></a>00026 <span class="keyword">public</span>: 27 <a name="l00034"></a>00034 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ) =0; 28 <a name="l00035"></a>00035 29 <a name="l00039"></a>00039 <span class="keyword">virtual</span> mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>() =0; 30 <a name="l00040"></a>00040 31 <a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">true</span> ) =0; 32 <a name="l00046"></a>00046 33 <a name="l00047"></a>00047 34 <a name="l00052"></a>00052 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>() =0; 35 <a name="l00053"></a>00053 36 <a name="l00059"></a>00059 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v ) =0; 37 <a name="l00060"></a>00060 38 <a name="l00065"></a>00065 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a> ( vec &v ) =0; 39 <a name="l00066"></a>00066 40 <a name="l00067"></a>00067 <span class="comment">// //! easy version of the</span> 41 <a name="l00068"></a>00068 <span class="comment">// sqmat inv();</span> 42 <a name="l00069"></a>00069 43 <a name="l00071"></a>00071 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>() =0; 44 <a name="l00072"></a>00072 45 <a name="l00074"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00074</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 46 <a name="l00075"></a>00075 47 <a name="l00077"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00077</a> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> dim;}; 48 <a name="l00078"></a>00078 49 <a name="l00079"></a>00079 <span class="keyword">protected</span>: 50 <a name="l00080"></a>00080 <span class="keywordtype">int</span> dim; 51 <a name="l00081"></a>00081 }; 51 52 <a name="l00082"></a>00082 52 <a name="l00087"></a><a class="code" href="classfsqmat.html">00087</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> { 53 <a name="l00088"></a>00088 <span class="keyword">protected</span>: 54 <a name="l00089"></a>00089 mat M; 55 <a name="l00090"></a>00090 <span class="keyword">public</span>: 56 <a name="l00091"></a>00091 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a>( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); 57 <a name="l00092"></a>00092 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 58 <a name="l00093"></a>00093 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 59 <a name="l00094"></a>00094 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 60 <a name="l00095"></a>00095 <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &Inv); 61 <a name="l00096"></a>00096 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 62 <a name="l00097"></a>00097 63 <a name="l00098"></a>00098 64 <a name="l00099"></a>00099 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(){}; <span class="comment">// mat will be initialized OK</span> 65 <a name="l00101"></a>00101 <span class="comment"></span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(<span class="keyword">const</span> mat &M); 66 <a name="l00102"></a>00102 67 <a name="l00108"></a>00108 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>* Inv); 68 <a name="l00109"></a>00109 69 <a name="l00110"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00110</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>(){<span class="keywordflow">return</span> log(det(M));}; 70 <a name="l00111"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00111</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a>(vec &v){<span class="keywordflow">return</span> (v*(M*v));}; 71 <a name="l00112"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00112</a> vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &v){it_error(<span class="stringliteral">"not implemented"</span>);<span class="keywordflow">return</span> v;}; 72 <a name="l00113"></a>00113 73 <a name="l00114"></a>00114 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator += (<span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A){M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 74 <a name="l00115"></a>00115 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator -= (<span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A){M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 75 <a name="l00116"></a>00116 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator *= (<span class="keywordtype">double</span> x){M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 76 <a name="l00117"></a>00117 }; 77 <a name="l00118"></a>00118 78 <a name="l00119"></a>00119 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> { 79 <a name="l00120"></a>00120 <span class="keyword">public</span>: 80 <a name="l00121"></a>00121 81 <a name="l00123"></a>00123 ldmat( <span class="keyword">const</span> mat &L, <span class="keyword">const</span> vec &D ); 82 <a name="l00125"></a>00125 ldmat( mat V ); 83 <a name="l00127"></a>00127 ldmat( vec D0 ); 84 <a name="l00128"></a>00128 ldmat (); 85 <a name="l00129"></a>00129 86 <a name="l00130"></a>00130 <span class="comment">// Reimplementation of compulsory operatios</span> 87 <a name="l00131"></a>00131 88 <a name="l00132"></a>00132 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a>( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); 89 <a name="l00133"></a>00133 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>(); 90 <a name="l00134"></a>00134 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 91 <a name="l00135"></a>00135 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &ld2, <span class="keywordtype">double</span> w=1.0 ); 92 <a name="l00136"></a>00136 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>(); 93 <a name="l00137"></a>00137 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a>(vec &v); 94 <a name="l00138"></a>00138 <span class="comment">// sqmat& operator -= ( const sqmat & ld2 );</span> 95 <a name="l00139"></a>00139 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 96 <a name="l00140"></a>00140 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>(); 97 <a name="l00141"></a>00141 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(); 98 <a name="l00142"></a>00142 vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a>(vec &v); 99 <a name="l00143"></a>00143 100 <a name="l00149"></a>00149 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv(ldmat &Inv); 101 <a name="l00150"></a>00150 102 <a name="l00156"></a>00156 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( <span class="keyword">const</span> mat &C, ldmat &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 103 <a name="l00157"></a>00157 104 <a name="l00166"></a>00166 <span class="keywordtype">void</span> ldform( mat &A, vec &D0 ); 105 <a name="l00167"></a>00167 106 <a name="l00168"></a>00168 ldmat& operator += (<span class="keyword">const</span> ldmat &ldA); 107 <a name="l00169"></a>00169 ldmat& operator -= (<span class="keyword">const</span> ldmat &ldA); 108 <a name="l00170"></a>00170 ldmat& operator *= (<span class="keywordtype">double</span> x); 109 <a name="l00171"></a>00171 110 <a name="l00172"></a>00172 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, ldmat &sq ); 111 <a name="l00173"></a>00173 112 <a name="l00174"></a>00174 <span class="keyword">protected</span>: 113 <a name="l00175"></a>00175 vec D; 114 <a name="l00176"></a>00176 mat L; 115 <a name="l00177"></a>00177 116 <a name="l00178"></a>00178 }; 117 <a name="l00179"></a>00179 118 <a name="l00181"></a>00181 119 <a name="l00182"></a>00182 <span class="keyword">inline</span> ldmat& ldmat::operator += (<span class="keyword">const</span> ldmat &ldA) {this-><span class="keyword">add</span>(ldA);<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 120 <a name="l00183"></a>00183 <span class="keyword">inline</span> ldmat& ldmat::operator -= (<span class="keyword">const</span> ldmat &ldA) {this-><span class="keyword">add</span>(ldA,-1.0);<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 121 <a name="l00184"></a>00184 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>(){<span class="keywordflow">return</span> dim;} 122 <a name="l00185"></a>00185 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>(){<span class="keywordflow">return</span> dim;} 123 <a name="l00186"></a>00186 124 <a name="l00187"></a>00187 <span class="preprocessor">#endif // DC_H</span> 125 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by 53 <a name="l00083"></a>00083 54 <a name="l00088"></a><a class="code" href="classfsqmat.html">00088</a> <span class="keyword">class </span><a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>: <span class="keyword">public</span> <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 55 <a name="l00089"></a>00089 { 56 <a name="l00090"></a>00090 <span class="keyword">protected</span>: 57 <a name="l00091"></a>00091 mat M; 58 <a name="l00092"></a>00092 <span class="keyword">public</span>: 59 <a name="l00093"></a>00093 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); 60 <a name="l00094"></a>00094 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ; 61 <a name="l00095"></a>00095 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 62 <a name="l00096"></a>00096 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 63 <a name="l00097"></a>00097 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 64 <a name="l00098"></a>00098 65 <a name="l00099"></a>00099 66 <a name="l00100"></a>00100 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span> 67 <a name="l00102"></a>00102 <span class="comment"></span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> ( <span class="keyword">const</span> mat &M ); 68 <a name="l00103"></a>00103 69 <a name="l00109"></a>00109 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &Inv ); 70 <a name="l00110"></a>00110 71 <a name="l00111"></a><a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3">00111</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() {<span class="keywordflow">return</span> log ( det ( M ) );}; 72 <a name="l00112"></a><a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba">00112</a> <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a> ( vec &v ) {<span class="keywordflow">return</span> ( v* ( M*v ) );}; 73 <a name="l00113"></a><a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">00113</a> vec <a class="code" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v ) {it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;}; 74 <a name="l00114"></a>00114 75 <a name="l00115"></a>00115 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator += ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 76 <a name="l00116"></a>00116 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator -= ( <span class="keyword">const</span> <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &A ) {M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 77 <a name="l00117"></a>00117 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>& operator *= ( <span class="keywordtype">double</span> x ) {M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 78 <a name="l00118"></a>00118 <span class="comment">// fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};</span> 79 <a name="l00119"></a>00119 }; 80 <a name="l00120"></a>00120 81 <a name="l00121"></a>00121 <span class="keyword">class </span>ldmat: <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> 82 <a name="l00122"></a>00122 { 83 <a name="l00123"></a>00123 <span class="keyword">public</span>: 84 <a name="l00124"></a>00124 85 <a name="l00126"></a>00126 ldmat ( <span class="keyword">const</span> mat &L, <span class="keyword">const</span> vec &D ); 86 <a name="l00128"></a>00128 ldmat ( mat V ); 87 <a name="l00130"></a>00130 ldmat ( vec D0 ); 88 <a name="l00131"></a>00131 ldmat (); 89 <a name="l00132"></a>00132 90 <a name="l00133"></a>00133 <span class="comment">// Reimplementation of compulsory operatios</span> 91 <a name="l00134"></a>00134 92 <a name="l00135"></a>00135 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); 93 <a name="l00136"></a>00136 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>(); 94 <a name="l00137"></a>00137 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 95 <a name="l00138"></a>00138 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &ld2, <span class="keywordtype">double</span> w=1.0 ); 96 <a name="l00139"></a>00139 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547" title="Logarithm of a determinant.">logdet</a>(); 97 <a name="l00140"></a>00140 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a> ( vec &v ); 98 <a name="l00141"></a>00141 <span class="comment">// sqmat& operator -= ( const sqmat & ld2 );</span> 99 <a name="l00142"></a>00142 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 100 <a name="l00143"></a>00143 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>(); 101 <a name="l00144"></a>00144 <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(); 102 <a name="l00145"></a>00145 vec <a class="code" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( vec &v ); 103 <a name="l00146"></a>00146 104 <a name="l00152"></a>00152 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( ldmat &Inv ); 105 <a name="l00153"></a>00153 106 <a name="l00159"></a>00159 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C, ldmat &U, <span class="keywordtype">bool</span> trans=<span class="keyword">false</span> ); 107 <a name="l00160"></a>00160 108 <a name="l00169"></a>00169 <span class="keywordtype">void</span> ldform ( mat &A, vec &D0 ); 109 <a name="l00170"></a>00170 110 <a name="l00171"></a>00171 ldmat& operator += ( <span class="keyword">const</span> ldmat &ldA ); 111 <a name="l00172"></a>00172 ldmat& operator -= ( <span class="keyword">const</span> ldmat &ldA ); 112 <a name="l00173"></a>00173 ldmat& operator *= ( <span class="keywordtype">double</span> x ); 113 <a name="l00174"></a>00174 114 <a name="l00175"></a>00175 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, ldmat &sq ); 115 <a name="l00176"></a>00176 116 <a name="l00177"></a>00177 <span class="keyword">protected</span>: 117 <a name="l00178"></a>00178 vec D; 118 <a name="l00179"></a>00179 mat L; 119 <a name="l00180"></a>00180 120 <a name="l00181"></a>00181 }; 121 <a name="l00182"></a>00182 122 <a name="l00184"></a>00184 123 <a name="l00185"></a>00185 <span class="keyword">inline</span> ldmat& ldmat::operator += ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 124 <a name="l00186"></a>00186 <span class="keyword">inline</span> ldmat& ldmat::operator -= ( <span class="keyword">const</span> ldmat &ldA ) {this-><span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 125 <a name="l00187"></a>00187 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">ldmat::cols</a>() {<span class="keywordflow">return</span> dim;} 126 <a name="l00188"></a>00188 <span class="keyword">inline</span> <span class="keywordtype">int</span> <a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">ldmat::rows</a>() {<span class="keywordflow">return</span> dim;} 127 <a name="l00189"></a>00189 128 <a name="l00190"></a>00190 <span class="preprocessor">#endif // DC_H</span> 129 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 126 130 <a href="http://www.doxygen.org/index.html"> 127 131 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libDC_8h.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 53 54 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 54 55 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 55 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 56 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 56 57 <a href="http://www.doxygen.org/index.html"> 57 58 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libDS_8h-source.html
r23 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 41 42 <a name="l00045"></a>00045 42 43 <a name="l00046"></a>00046 <span class="preprocessor">#endif // DS_H</span> 43 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 44 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 44 45 <a href="http://www.doxygen.org/index.html"> 45 46 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libDS_8h.html
r23 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 40 41 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 41 42 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 42 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 43 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 43 44 <a href="http://www.doxygen.org/index.html"> 44 45 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libEF_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 157 158 <a name="l00173"></a>00173 158 159 <a name="l00174"></a>00174 <span class="preprocessor">#endif //EF_H</span> 159 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 160 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 160 161 <a href="http://www.doxygen.org/index.html"> 161 162 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libEF_8h.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 48 49 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 49 50 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 50 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 51 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by 51 52 <a href="http://www.doxygen.org/index.html"> 52 53 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libFN_8h-source.html
r23 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 63 64 <a name="l00061"></a>00061 <span class="keywordtype">int</span> dimx; 64 65 <a name="l00062"></a>00062 <span class="keywordtype">int</span> dimu; 65 <a name="l00063"></a>00063 <span class="keywordtype">int</span> dimy; 66 <a name="l00064"></a>00064 <span class="keyword">public</span>: 67 <a name="l00066"></a><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">00066</a> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &cond ) 68 <a name="l00067"></a>00067 { 69 <a name="l00068"></a>00068 it_assert_debug ( cond.length() == ( dimx+dimu ), <span class="stringliteral">"linfn::eval Wrong cond."</span> ); 70 <a name="l00069"></a>00069 <span class="keywordflow">return</span> <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( cond ( 0,dimx-1 ),cond ( dimx,dimx+dimu ) );<span class="comment">//-1 = end (in matlab)</span> 71 <a name="l00070"></a>00070 }; 72 <a name="l00071"></a>00071 73 <a name="l00073"></a><a class="code" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">00073</a> <span class="keyword">virtual</span> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0 ) {<span class="keywordflow">return</span> zeros ( dimy );}; 74 <a name="l00075"></a><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4">00075</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &A , <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 75 <a name="l00077"></a><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0">00077</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &A, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 76 <a name="l00079"></a><a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">00079</a> <a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5" title="Default constructor (dimy is not set!).">diffbifn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0 ) : rvx ( rvx0 ),rvu ( rvu0 ) {dimx=rvx.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();dimu=rvu.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();}; 77 <a name="l00081"></a><a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">00081</a> <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57" title="access function">_dimx</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimx;} 78 <a name="l00083"></a><a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">00083</a> <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879" title="access function">_dimu</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimu;} 79 <a name="l00084"></a>00084 }; 80 <a name="l00085"></a>00085 81 <a name="l00087"></a>00087 <span class="comment">//TODO can be generalized into multilinear form!</span> 82 <a name="l00088"></a><a class="code" href="classbilinfn.html">00088</a> <span class="keyword">class </span><a class="code" href="classbilinfn.html" title="Class representing function $f(x,u) = Ax+Bu$.">bilinfn</a>: <span class="keyword">public</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 83 <a name="l00089"></a>00089 { 84 <a name="l00090"></a>00090 mat A; 85 <a name="l00091"></a>00091 mat B; 86 <a name="l00092"></a>00092 <span class="keyword">public</span> : 87 <a name="l00093"></a>00093 vec <a class="code" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24" title="Evaluates $f(x0,u0)$.">eval</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0 ); 88 <a name="l00094"></a>00094 89 <a name="l00096"></a><a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">00096</a> <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvu0 ) : <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> ( rvx0,rvu0 ) ,A ( eye ( dimx ) ),B ( zeros ( dimx,dimu ) ) {}; 90 <a name="l00097"></a>00097 <span class="comment">//</span> 91 <a name="l00098"></a>00098 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvu0, <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> mat &B0 ); 92 <a name="l00099"></a>00099 <span class="comment">//</span> 93 <a name="l00100"></a><a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5">00100</a> <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5" title="Evaluates and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &F, <span class="keywordtype">bool</span> full ) 94 <a name="l00101"></a>00101 { 95 <a name="l00102"></a>00102 it_assert_debug ( ( F.cols() ==A.cols() ) & ( F.rows() ==A.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 96 <a name="l00103"></a>00103 <span class="keywordflow">if</span> ( full ) F=A; <span class="comment">//else : nothing has changed no need to regenerate</span> 97 <a name="l00104"></a>00104 } 98 <a name="l00105"></a>00105 <span class="comment">//</span> 99 <a name="l00106"></a><a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b">00106</a> <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b" title="Evaluates and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &F, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) 100 <a name="l00107"></a>00107 { 101 <a name="l00108"></a>00108 it_assert_debug ( ( F.cols() ==B.cols() ) & ( F.rows() ==B.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 102 <a name="l00109"></a>00109 <span class="keywordflow">if</span> ( full ) F=B; <span class="comment">//else : nothing has changed no need to regenerate</span> 103 <a name="l00110"></a>00110 } 104 <a name="l00111"></a>00111 }; 105 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by 66 <a name="l00063"></a>00063 <span class="keyword">public</span>: 67 <a name="l00065"></a><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632">00065</a> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &cond ) 68 <a name="l00066"></a>00066 { 69 <a name="l00067"></a>00067 it_assert_debug ( cond.length() == ( dimx+dimu ), <span class="stringliteral">"linfn::eval Wrong cond."</span> ); 70 <a name="l00068"></a>00068 <span class="keywordflow">return</span> <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( cond ( 0,dimx-1 ),cond ( dimx,dimx+dimu ) );<span class="comment">//-1 = end (in matlab)</span> 71 <a name="l00069"></a>00069 }; 72 <a name="l00070"></a>00070 73 <a name="l00072"></a><a class="code" href="classdiffbifn.html#40d8a7eee45acc55cda33d43282faa03">00072</a> <span class="keyword">virtual</span> vec <a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0 ) {<span class="keywordflow">return</span> zeros ( dimy );}; 74 <a name="l00074"></a><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4">00074</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &A , <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 75 <a name="l00076"></a><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0">00076</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &A, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) {}; 76 <a name="l00078"></a><a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5">00078</a> <a class="code" href="classdiffbifn.html#0b33e1bfa23be5ed234d172eb4c0e4b5" title="Default constructor (dimy is not set!).">diffbifn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu0 ) : rvx ( rvx0 ),rvu ( rvu0 ) {dimx=rvx.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();dimu=rvu.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();}; 77 <a name="l00080"></a><a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57">00080</a> <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#436de7a7301ea9eac7d6081b893bbf57" title="access function">_dimx</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimx;} 78 <a name="l00082"></a><a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879">00082</a> <span class="keywordtype">int</span> <a class="code" href="classdiffbifn.html#fc8779acbff170611aff0ee70cee3879" title="access function">_dimu</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimu;} 79 <a name="l00083"></a>00083 }; 80 <a name="l00084"></a>00084 81 <a name="l00086"></a>00086 <span class="comment">//TODO can be generalized into multilinear form!</span> 82 <a name="l00087"></a><a class="code" href="classbilinfn.html">00087</a> <span class="keyword">class </span><a class="code" href="classbilinfn.html" title="Class representing function $f(x,u) = Ax+Bu$.">bilinfn</a>: <span class="keyword">public</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 83 <a name="l00088"></a>00088 { 84 <a name="l00089"></a>00089 mat A; 85 <a name="l00090"></a>00090 mat B; 86 <a name="l00091"></a>00091 <span class="keyword">public</span> : 87 <a name="l00092"></a>00092 vec <a class="code" href="classbilinfn.html#e36a16e72e7f9fedf3cb18d2d5505a24" title="Evaluates $f(x0,u0)$.">eval</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0 ); 88 <a name="l00093"></a>00093 89 <a name="l00095"></a><a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221">00095</a> <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvu0 ) : <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> ( rvx0,rvu0 ) ,A ( eye ( dimx ) ),B ( zeros ( dimx,dimu ) ) {}; 90 <a name="l00096"></a>00096 <span class="comment">//</span> 91 <a name="l00097"></a>00097 <a class="code" href="classbilinfn.html#af9f36282730d910a41b95f4d1fb8221" title="Default constructor.">bilinfn</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvx0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvu0, <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> mat &B0 ); 92 <a name="l00098"></a>00098 <span class="comment">//</span> 93 <a name="l00099"></a><a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5">00099</a> <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#79c022de8dbe2b054bb9cc49345f3ef5" title="Evaluates and writes result into A .">dfdx_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &F, <span class="keywordtype">bool</span> full ) 94 <a name="l00100"></a>00100 { 95 <a name="l00101"></a>00101 it_assert_debug ( ( F.cols() ==A.cols() ) & ( F.rows() ==A.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 96 <a name="l00102"></a>00102 <span class="keywordflow">if</span> ( full ) F=A; <span class="comment">//else : nothing has changed no need to regenerate</span> 97 <a name="l00103"></a>00103 } 98 <a name="l00104"></a>00104 <span class="comment">//</span> 99 <a name="l00105"></a><a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b">00105</a> <span class="keywordtype">void</span> <a class="code" href="classbilinfn.html#90f2b15612b14883d6ed2b0e295cb82b" title="Evaluates and writes result into A .">dfdu_cond</a> ( <span class="keyword">const</span> vec &x0, <span class="keyword">const</span> vec &u0, mat &F, <span class="keywordtype">bool</span> full=<span class="keyword">true</span> ) 100 <a name="l00106"></a>00106 { 101 <a name="l00107"></a>00107 it_assert_debug ( ( F.cols() ==B.cols() ) & ( F.rows() ==B.rows() ),<span class="stringliteral">"Allocated F is not compatible."</span> ); 102 <a name="l00108"></a>00108 <span class="keywordflow">if</span> ( full ) F=B; <span class="comment">//else : nothing has changed no need to regenerate</span> 103 <a name="l00109"></a>00109 } 104 <a name="l00110"></a>00110 }; 105 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 106 106 <a href="http://www.doxygen.org/index.html"> 107 107 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libKF_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 37 38 <a name="l00039"></a>00039 <span class="keyword">public</span>: 38 39 <a name="l00041"></a>00041 <a class="code" href="classKalmanFull.html#7197ab6e7380790006394eabd3b97043" title="Full constructor.">KalmanFull</a> ( mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0); 39 <a name="l00043"></a>00043 <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#048b13739b94c331cda08249b278552b" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);40 <a name="l00043"></a>00043 <span class="keywordtype">void</span> <a class="code" href="classKalmanFull.html#048b13739b94c331cda08249b278552b" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>); 40 41 <a name="l00044"></a>00044 41 42 <a name="l00045"></a>00045 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &kf ); … … 63 64 <a name="l00073"></a>00073 <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> (<span class="keywordtype">int</span> dimx, <span class="keywordtype">int</span> dimu, <span class="keywordtype">int</span> dimy); 64 65 <a name="l00075"></a>00075 <a class="code" href="classKalman.html#96958a5ebfa966d892137987f265083a" title="Default constructor.">Kalman</a> ( mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0 ); 65 <a name="l00077"></a>00077 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);66 <a name="l00077"></a>00077 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>); 66 67 <a name="l00078"></a>00078 67 68 <a name="l00079"></a>00079 <span class="keyword">friend</span> std::ostream &operator<< ( std::ostream &os, <span class="keyword">const</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a> &kf ); … … 71 72 <a name="l00088"></a>00088 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 72 73 <a name="l00089"></a><a class="code" href="classEKF.html">00089</a> <span class="keyword">class </span><a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><fsqmat> { 73 <a name="l00091"></a>00091 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 74 <a name="l00093"></a>00093 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> 74 <a name="l00091"></a>00091 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu; 75 <a name="l00093"></a>00093 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu; 75 76 <a name="l00094"></a>00094 <span class="keyword">public</span>: 76 <a name="l00096"></a>00096 <a class="code" href="classEKF.html# ec441d41529eeae4a1309426386b4a10" title="Default constructor.">EKF</a> (<span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> fxu, <span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> hxu);77 <a name="l00098"></a>00098 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evalll=<span class="keyword">true</span>);77 <a name="l00096"></a>00096 <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF</a> (<a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, sq_T Q0, sq_T R0, vec mu0, mat P0); 78 <a name="l00098"></a>00098 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>=<span class="keyword">true</span>); 78 79 <a name="l00099"></a>00099 }; 79 80 <a name="l00100"></a>00100 … … 114 115 <a name="l00136"></a>00136 <span class="comment">//Fixme should we assign cache??</span> 115 116 <a name="l00137"></a>00137 _iRy = eye(dimy); <span class="comment">// needed in inv(_iRy)</span> 116 <a name="l00138"></a>00138 }117 <a name="l00139"></a>00139 118 <a name="l00140"></a>00140 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>119 <a name="l00141"></a> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">00141</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> evalll) {120 <a name="l00142"></a> 00142 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );121 <a name="l00143"></a>00143 122 <a name="l00144"></a>00144 vec u = dt.get( dimy,dimy+dimu-1 );123 <a name="l00145"></a>00145 vec y = dt.get( 0,dimy-1 );124 <a name="l00146"></a>00146 <span class="comment">//Time update</span>125 <a name="l00147"></a>00147 < a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = A*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> + B*u;126 <a name="l00148"></a>00148 < span class="comment">//P = A*P*A.transpose() + Q; in sq_T</span>127 <a name="l00149"></a>00149 < a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( A );128 <a name="l00150"></a>00150 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> +=Q;129 <a name="l00151"></a>00151 130 <a name="l00152"></a>00152 <span class="comment">//Data update</span>131 <a name="l00153"></a>00153 <span class="comment">// _Ry = C*P*C.transpose() + R; in sq_T</span>132 <a name="l00154"></a>00154 _Ry.mult_sym( C, <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>);133 <a name="l00155"></a>00155 _Ry+=R;134 <a name="l00156"></a>00156 135 <a name="l00157"></a>00157 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.to_mat();136 <a name="l00158"></a>00158 137 <a name="l00159"></a>00159 _Ry.inv( _iRy ); <span class="comment">// result is in _iRy;</span>138 <a name="l00160"></a>00160 _ K = Pfull*C.transpose()*(_iRy.to_mat());139 <a name="l00161"></a>00161 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span>140 <a name="l00162"></a>00162 _yp = y-C*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>-D*u; <span class="comment">//y prediction</span>141 <a name="l00163"></a>00163 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp );142 <a name="l00164"></a>00164 143 <a name="l00165"></a>00165 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) {144 <a name="l00166"></a>00166 < a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.cols()*0.79817986835811504957 \145 <a name="l00167"></a>00167 +_Ry.logdet() +_iRy.qform(_yp));146 <a name="l00168"></a>00168 }147 <a name="l00169"></a>00169 };148 <a name="l00170"></a>00170 117 <a name="l00138"></a>00138 _Ry = eye(dimy); <span class="comment">// needed in inv(_iRy)</span> 118 <a name="l00139"></a>00139 } 119 <a name="l00140"></a>00140 120 <a name="l00141"></a>00141 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 121 <a name="l00142"></a><a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">00142</a> <span class="keywordtype">void</span> <a class="code" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e" title="Here dt = [yt;ut] of appropriate dimensions.">Kalman<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) { 122 <a name="l00143"></a>00143 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 123 <a name="l00144"></a>00144 124 <a name="l00145"></a>00145 vec u = dt.get( dimy,dimy+dimu-1 ); 125 <a name="l00146"></a>00146 vec y = dt.get( 0,dimy-1 ); 126 <a name="l00147"></a>00147 <span class="comment">//Time update</span> 127 <a name="l00148"></a>00148 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = A*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> + B*u; 128 <a name="l00149"></a>00149 <span class="comment">//P = A*P*A.transpose() + Q; in sq_T</span> 129 <a name="l00150"></a>00150 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( A ); 130 <a name="l00151"></a>00151 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 131 <a name="l00152"></a>00152 132 <a name="l00153"></a>00153 <span class="comment">//Data update</span> 133 <a name="l00154"></a>00154 <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 134 <a name="l00155"></a>00155 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.mult_sym( C, _Ry); 135 <a name="l00156"></a>00156 _Ry+=R; 136 <a name="l00157"></a>00157 137 <a name="l00158"></a>00158 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.to_mat(); 138 <a name="l00159"></a>00159 139 <a name="l00160"></a>00160 _Ry.inv( _iRy ); <span class="comment">// result is in _iRy;</span> 140 <a name="l00161"></a>00161 _K = Pfull*C.transpose()*(_iRy.to_mat()); 141 <a name="l00162"></a>00162 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 142 <a name="l00163"></a>00163 _yp = y-C*<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>-D*u; <span class="comment">//y prediction</span> 143 <a name="l00164"></a>00164 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 144 <a name="l00165"></a>00165 145 <a name="l00166"></a>00166 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 146 <a name="l00167"></a>00167 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.cols()*0.79817986835811504957 \ 147 <a name="l00168"></a>00168 +_Ry.logdet() +_iRy.qform(_yp)); 148 <a name="l00169"></a>00169 } 149 <a name="l00170"></a>00170 }; 149 150 <a name="l00171"></a>00171 150 <a name="l00172"></a>00172 <span class=" keyword">template</span><<span class="keyword">class</span> sq_T>151 <a name="l00173"></a> <a class="code" href="classEKF.html#ec441d41529eeae4a1309426386b4a10">00173</a> <a class="code" href="classEKF.html#ec441d41529eeae4a1309426386b4a10" title="Default constructor.">EKF<sq_T>::EKF</a>(<span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> fxu0, <span class="keyword">const</span> <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a> hxu0): fxu(fxu0), hxu(hxu0),<a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>>(fxu0._dimx(),fxu0._dimu(),hxu0._dimy()) {152 <a name="l00174"></a>00174 153 <a name="l00175"></a> 00175 <span class="comment">//initialize matrices A C, later, these will be only updated!</span>154 <a name="l00176"></a>00176 fxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),A,<span class="keyword">true</span>);155 <a name="l00177"></a>00177 hxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),C,<span class="keyword">true</span>);156 <a name="l00178"></a>00178 }157 <a name="l00179"></a>00179 158 <a name="l00180"></a>00180 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>159 <a name="l00181"></a> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">00181</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">EKF<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> evalll) {160 <a name="l00182"></a>00182 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> );151 <a name="l00172"></a>00172 <span class="comment">//TODO why not const pointer??</span> 152 <a name="l00173"></a>00173 153 <a name="l00174"></a>00174 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 154 <a name="l00175"></a><a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">00175</a> <a class="code" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e" title="Default constructor.">EKF<sq_T>::EKF</a>( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu0, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu0, sq_T Q0, sq_T R0, vec mu0, mat P0): pfxu(pfxu0), phxu(phxu0), <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><<a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>>(pfxu0->_dimx(),pfxu0->_dimu(),phxu0->_dimy()) { 155 <a name="l00176"></a>00176 156 <a name="l00177"></a>00177 <span class="comment">//initialize matrices A C, later, these will be only updated!</span> 157 <a name="l00178"></a>00178 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),A,<span class="keyword">true</span>); 158 <a name="l00179"></a>00179 pfxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),B,<span class="keyword">true</span>); 159 <a name="l00180"></a>00180 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),C,<span class="keyword">true</span>); 160 <a name="l00181"></a>00181 phxu-><a class="code" href="classdiffbifn.html#1978bafd7909d15c139a08c495c24aa0" title="Evaluates and writes result into A .">dfdu_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,zeros(dimu),D,<span class="keyword">true</span>); 161 <a name="l00182"></a>00182 161 162 <a name="l00183"></a>00183 162 <a name="l00184"></a>00184 vec u = dt.get( dimy,dimy+dimu-1 ); 163 <a name="l00185"></a>00185 vec y = dt.get( 0,dimy-1 ); 164 <a name="l00186"></a>00186 <span class="comment">//Time update</span> 165 <a name="l00187"></a>00187 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = fxu.<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>, u); 166 <a name="l00188"></a>00188 fxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span> 167 <a name="l00189"></a>00189 168 <a name="l00190"></a>00190 <span class="comment">//P = A*P*A.transpose() + Q; in sq_T</span> 169 <a name="l00191"></a>00191 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( A ); 170 <a name="l00192"></a>00192 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 171 <a name="l00193"></a>00193 172 <a name="l00194"></a>00194 <span class="comment">//Data update</span> 173 <a name="l00195"></a>00195 hxu.<a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span> 174 <a name="l00196"></a>00196 <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 175 <a name="l00197"></a>00197 _Ry.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( C, <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>); 176 <a name="l00198"></a>00198 _Ry+=R; 177 <a name="l00199"></a>00199 178 <a name="l00200"></a>00200 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 179 <a name="l00201"></a>00201 180 <a name="l00202"></a>00202 _Ry.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1">inv</a>( _iRy ); <span class="comment">// result is in _iRy;</span> 181 <a name="l00203"></a>00203 _K = Pfull*C.transpose()*(_iRy.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>()); 182 <a name="l00204"></a>00204 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 183 <a name="l00205"></a>00205 _yp = y-hxu.<a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u); <span class="comment">//y prediction</span> 184 <a name="l00206"></a>00206 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 185 <a name="l00207"></a>00207 186 <a name="l00208"></a>00208 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 187 <a name="l00209"></a>00209 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()*0.79817986835811504957 \ 188 <a name="l00210"></a>00210 +_Ry.<a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() +_iRy.<a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a>(_yp)); 189 <a name="l00211"></a>00211 } 190 <a name="l00212"></a>00212 }; 191 <a name="l00213"></a>00213 192 <a name="l00214"></a>00214 193 <a name="l00215"></a>00215 <span class="preprocessor">#endif // KF_H</span> 194 <a name="l00216"></a>00216 <span class="preprocessor"></span> 195 <a name="l00217"></a>00217 196 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by 163 <a name="l00184"></a>00184 R = R0; 164 <a name="l00185"></a>00185 Q = Q0; 165 <a name="l00186"></a>00186 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = mu0; 166 <a name="l00187"></a>00187 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> = P0; 167 <a name="l00188"></a>00188 168 <a name="l00189"></a>00189 <span class="keyword">using</span> std::cout; 169 <a name="l00190"></a>00190 cout<<A<<std::endl; 170 <a name="l00191"></a>00191 cout<<B<<std::endl; 171 <a name="l00192"></a>00192 cout<<C<<std::endl; 172 <a name="l00193"></a>00193 cout<<D<<std::endl; 173 <a name="l00194"></a>00194 174 <a name="l00195"></a>00195 } 175 <a name="l00196"></a>00196 176 <a name="l00197"></a>00197 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 177 <a name="l00198"></a><a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">00198</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747" title="Here dt = [yt;ut] of appropriate dimensions.">EKF<sq_T>::bayes</a>( <span class="keyword">const</span> vec &dt , <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) { 178 <a name="l00199"></a>00199 it_assert_debug( dt.length()==( dimy+dimu ),<span class="stringliteral">"KalmanFull::bayes wrong size of dt"</span> ); 179 <a name="l00200"></a>00200 180 <a name="l00201"></a>00201 vec u = dt.get( dimy,dimy+dimu-1 ); 181 <a name="l00202"></a>00202 vec y = dt.get( 0,dimy-1 ); 182 <a name="l00203"></a>00203 <span class="comment">//Time update</span> 183 <a name="l00204"></a>00204 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> = pfxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>, u); 184 <a name="l00205"></a>00205 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,A,<span class="keyword">false</span>); <span class="comment">//update A by a derivative of fx</span> 185 <a name="l00206"></a>00206 186 <a name="l00207"></a>00207 <span class="comment">//P = A*P*A.transpose() + Q; in sq_T</span> 187 <a name="l00208"></a>00208 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( A ); 188 <a name="l00209"></a>00209 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>+=Q; 189 <a name="l00210"></a>00210 190 <a name="l00211"></a>00211 <span class="comment">//Data update</span> 191 <a name="l00212"></a>00212 phxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u,C,<span class="keyword">false</span>); <span class="comment">//update C by a derivative hx</span> 192 <a name="l00213"></a>00213 <span class="comment">//_Ry = C*P*C.transpose() + R; in sq_T</span> 193 <a name="l00214"></a>00214 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a>( C, _Ry); 194 <a name="l00215"></a>00215 _Ry+=R; 195 <a name="l00216"></a>00216 196 <a name="l00217"></a>00217 mat Pfull = <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a>.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>(); 197 <a name="l00218"></a>00218 198 <a name="l00219"></a>00219 _Ry.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a>( _iRy ); <span class="comment">// result is in _iRy;</span> 199 <a name="l00220"></a>00220 _K = Pfull*C.transpose()*(_iRy.<a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>()); 200 <a name="l00221"></a>00221 <a class="code" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3" title="Mean value of the posterior density.">P</a> -= _K*C*Pfull; <span class="comment">// P = P -KCP;</span> 201 <a name="l00222"></a>00222 _yp = y-phxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$ (VS: Do we really need common eval? ).">eval</a>(<a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a>,u); <span class="comment">//y prediction</span> 202 <a name="l00223"></a>00223 <a class="code" href="classKalman.html#3063a3f58a74cea672ae889971012eed" title="Mean value of the posterior density.">mu</a> += _K*( _yp ); 203 <a name="l00224"></a>00224 204 <a name="l00225"></a>00225 <span class="keywordflow">if</span> (evalll==<span class="keyword">true</span>) { 205 <a name="l00226"></a>00226 <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+= -0.5*(_Ry.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>()*0.79817986835811504957 \ 206 <a name="l00227"></a>00227 +_Ry.<a class="code" href="classfsqmat.html#bf212272ec195ad2706e2bf4d8e7c9b3" title="Logarithm of a determinant.">logdet</a>() +_iRy.<a class="code" href="classfsqmat.html#6d047b9f7a27dfc093303a13cc9b1fba" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a>(_yp)); 207 <a name="l00228"></a>00228 } 208 <a name="l00229"></a>00229 }; 209 <a name="l00230"></a>00230 210 <a name="l00231"></a>00231 211 <a name="l00232"></a>00232 <span class="preprocessor">#endif // KF_H</span> 212 <a name="l00233"></a>00233 <span class="preprocessor"></span> 213 <a name="l00234"></a>00234 214 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 197 215 <a href="http://www.doxygen.org/index.html"> 198 216 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libKF_8h.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 47 48 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 48 49 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 49 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 50 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 50 51 <a href="http://www.doxygen.org/index.html"> 51 52 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libPF_8h-source.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 35 36 <a name="l00038"></a>00038 <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> (vec w); 36 37 <a name="l00039"></a>00039 <span class="comment">//TODO remove or implement bayes()!</span> 37 <a name="l00040"></a> <a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9">00040</a> <span class="keywordtype">void</span> <a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evell){};38 <a name="l00040"></a>00040 <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evell){}; 38 39 <a name="l00041"></a>00041 }; 39 40 <a name="l00042"></a>00042 … … 42 43 <a name="l00051"></a>00051 43 44 <a name="l00052"></a>00052 <span class="keywordtype">bool</span> is_proposal; 44 <a name="l00053"></a>00053 <a class="code" href="class mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *prop;45 <a name="l00053"></a>00053 <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> *prop; 45 46 <a name="l00054"></a>00054 <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *par; 46 47 <a name="l00055"></a>00055 <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *obs; 47 48 <a name="l00056"></a>00056 48 49 <a name="l00057"></a>00057 <span class="keyword">public</span>: 49 <a name="l00058"></a>00058 <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <a class="code" href="class mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &prop, <span class="keywordtype">int</span> n0);50 <a name="l00058"></a>00058 <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &prop, <span class="keywordtype">int</span> n0); 50 51 <a name="l00059"></a>00059 <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <span class="keywordtype">int</span> n0); 51 <a name="l00060"></a>00060 <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> evalll);52 <a name="l00060"></a>00060 <span class="keywordtype">void</span> bayes(<span class="keyword">const</span> vec &dt, <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>); 52 53 <a name="l00061"></a>00061 }; 53 54 <a name="l00062"></a>00062 … … 56 57 <a name="l00065"></a>00065 <span class="keyword">public</span>: 57 58 <a name="l00066"></a>00066 MPF(<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &B, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &prop, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &par); 58 <a name="l00067"></a>00067 <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(vec &dt);59 <a name="l00067"></a>00067 <span class="keywordtype">void</span> bayes(vec &dt); 59 60 <a name="l00068"></a>00068 }; 60 61 <a name="l00069"></a>00069 … … 62 63 <a name="l00071"></a>00071 <span class="preprocessor"></span> 63 64 <a name="l00072"></a>00072 64 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:142008 for mixpp by 65 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 65 66 <a href="http://www.doxygen.org/index.html"> 66 67 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> -
doc/html/libPF_8h.html
r22 r28 11 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 14 </ul> 14 15 </div> … … 52 53 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 53 54 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 54 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:152008 for mixpp by 55 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by 55 56 <a href="http://www.doxygen.org/index.html"> 56 57 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>