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03/06/09 15:03:45 (15 years ago)
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smidl
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correction of ARX tutorial

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  • doc/html/chmat_8h-source.html

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    8793<a name="l00049"></a><a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">00049</a>         <span class="keyword">virtual</span> <a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b" title="Destructor for future use;.">~chmat</a>() {}; 
    8894<a name="l00051"></a>00051         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> (),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( ) {}; 
    89 <a name="l00053"></a><a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39">00053</a>         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( dim0,dim0 ) {}; 
    90 <a name="l00055"></a><a class="code" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">00055</a>         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( <span class="keyword">const</span> vec &amp;v) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( v.length() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( diag(sqrt(v)) ) {}; 
    91 <a name="l00057"></a><a class="code" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">00057</a>         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Ch0) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>,Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a> ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=Ch0.<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>;}; 
    92 <a name="l00059"></a><a class="code" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">00059</a>         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( <span class="keyword">const</span> mat &amp;M ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(),M.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>() ) { 
     95<a name="l00053"></a><a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39">00053</a>         <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( dim0,dim0 ) {}; 
     96<a name="l00055"></a><a class="code" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">00055</a>         <a class="code" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> vec &amp;v) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( v.length() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( diag(sqrt(v)) ) {}; 
     97<a name="l00057"></a><a class="code" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">00057</a>         <a class="code" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a" title="Copy constructor.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Ch0) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>,Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a> ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=Ch0.<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>;}; 
     98<a name="l00059"></a><a class="code" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">00059</a>         <a class="code" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10" title="Default constructor (m3k:cholform).">chmat</a> ( <span class="keyword">const</span> mat &amp;M ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(),M.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>() ) { 
    9399<a name="l00060"></a>00060                 mat Q; 
    94100<a name="l00061"></a>00061                 it_assert_debug ( M.rows() ==M.cols(),<span class="stringliteral">"chmat:: input matrix must be square!"</span> ); 
    95101<a name="l00062"></a>00062                 <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=chol ( M ); 
    96102<a name="l00063"></a>00063         }; 
    97 <a name="l00065"></a><a class="code" href="classchmat.html#24de7f42e0a86bb270588cd0dd9d60b4">00065</a>         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;M, <span class="keyword">const</span> ivec &amp;perm ):<a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>(M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()){it_error(<span class="stringliteral">"not implemneted"</span>);}; 
     103<a name="l00065"></a><a class="code" href="classchmat.html#24de7f42e0a86bb270588cd0dd9d60b4">00065</a>         <a class="code" href="classchmat.html#24de7f42e0a86bb270588cd0dd9d60b4" title="Constructor.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;M, <span class="keyword">const</span> ivec &amp;perm ):<a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>(M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>()){it_error(<span class="stringliteral">"not implemneted"</span>);}; 
    98104<a name="l00067"></a><a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c">00067</a>         mat &amp; <a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() {<span class="keywordflow">return</span> <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>;} 
    99105<a name="l00069"></a><a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8">00069</a>         <span class="keywordtype">void</span> <a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=diag ( sqrt(nD) );} 
    100 <a name="l00071"></a><a class="code" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">00071</a>         <span class="keywordtype">void</span> <a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j=i;j&lt;nD.length();j++ ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>( j,j ) =sqrt(nD ( j-i ));}} <span class="comment">//Fixme can be more general</span> 
     106<a name="l00071"></a><a class="code" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">00071</a>         <span class="keywordtype">void</span> <a class="code" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j=i;j&lt;nD.length();j++ ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>( j,j ) =sqrt(nD ( j-i ));}} <span class="comment">//Fixme can be more general</span> 
    101107<a name="l00072"></a>00072  
    102108<a name="l00074"></a>00074         <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb" title="Operators.">operator += </a>( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2 ); 
     
    113119<a name="l00088"></a>00088 <span class="preprocessor">#endif // CHMAT_H</span> 
    114120</pre></div></div> 
    115 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:10 2009 for mixpp by&nbsp; 
     121<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:36 2009 for mixpp by&nbsp; 
    116122<a href="http://www.doxygen.org/index.html"> 
    117 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     123<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
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