| 72 | | </h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" --><code>#include <<a class="el" href="libDC_8h-source.html">libDC.h</a>></code> |
| 73 | | <p> |
| 74 | | <div class="dynheader"> |
| 75 | | Inheritance diagram for ldmat:</div> |
| 76 | | <div class="dynsection"> |
| 77 | | |
| 78 | | <p><center><img src="classldmat.png" usemap="#ldmat_map" border="0" alt=""></center> |
| 79 | | <map name="ldmat_map"> |
| 80 | | <area href="classsqmat.html" alt="sqmat" shape="rect" coords="0,0,43,24"> |
| 81 | | </map> |
| 82 | | </div> |
| 83 | | |
| 84 | | <p> |
| 85 | | <a href="classldmat-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
| 86 | | Matrix stored in LD form, (commonly known as UD). |
| 87 | | <p> |
| 88 | | Matrix is decomposed as follows: <p class="formulaDsp"> |
| 89 | | <img class="formulaDsp" alt="\[M = L'DL\]" src="form_20.png"> |
| 90 | | <p> |
| 91 | | where only <img class="formulaInl" alt="$L$" src="form_21.png"> and <img class="formulaInl" alt="$D$" src="form_22.png"> matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <table border="0" cellpadding="0" cellspacing="0"> |
| | 72 | </h1><!-- doxytag: class="ldmat" --><!-- doxytag: inherits="sqmat" -->Matrix stored in LD form, (commonly known as UD). |
| | 73 | <a href="#_details">More...</a> |
| | 74 | <p> |
| | 75 | <code>#include <<a class="el" href="libDC_8h-source.html">libDC.h</a>></code> |
| | 76 | <p> |
| | 77 | |
| | 78 | <p> |
| | 79 | <a href="classldmat-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
| 222 | | <hr><h2>Member Function Documentation</h2> |
| 223 | | <a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &v, double w)" --> |
| 224 | | <div class="memitem"> |
| 225 | | <div class="memproto"> |
| 226 | | <table class="memname"> |
| 227 | | <tr> |
| 228 | | <td class="memname">void ldmat::opupdt </td> |
| 229 | | <td>(</td> |
| | 215 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
| | 216 | Matrix stored in LD form, (commonly known as UD). |
| | 217 | <p> |
| | 218 | Matrix is decomposed as follows: <p class="formulaDsp"> |
| | 219 | <img class="formulaDsp" alt="\[M = L'DL\]" src="form_20.png"> |
| | 220 | <p> |
| | 221 | where only <img class="formulaInl" alt="$L$" src="form_21.png"> and <img class="formulaInl" alt="$D$" src="form_22.png"> matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <hr><h2>Member Function Documentation</h2> |
| | 222 | <a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &Inv) const " --> |
| | 223 | <div class="memitem"> |
| | 224 | <div class="memproto"> |
| | 225 | <table class="memname"> |
| | 226 | <tr> |
| | 227 | <td class="memname">void ldmat::inv </td> |
| | 228 | <td>(</td> |
| | 229 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
| | 230 | <td class="paramname"> <em>Inv</em> </td> |
| | 231 | <td> ) </td> |
| | 232 | <td> const<code> [virtual]</code></td> |
| | 233 | </tr> |
| | 234 | </table> |
| | 235 | </div> |
| | 236 | <div class="memdoc"> |
| | 237 | |
| | 238 | <p> |
| | 239 | Matrix inversion preserving the chosen form. |
| | 240 | <p> |
| | 241 | <dl compact><dt><b>Parameters:</b></dt><dd> |
| | 242 | <table border="0" cellspacing="2" cellpadding="0"> |
| | 243 | <tr><td valign="top"></td><td valign="top"><em>Inv</em> </td><td>a space where the inverse is stored. </td></tr> |
| | 244 | </table> |
| | 245 | </dl> |
| | 246 | |
| | 247 | <p>References <a class="el" href="libDC_8cpp-source.html#l00116">clear()</a>, <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>, and <a class="el" href="libDC_8cpp-source.html#l00298">ltuinv()</a>.</p> |
| | 248 | |
| | 249 | <p>Referenced by <a class="el" href="libEF_8cpp-source.html#l00090">bdm::egiw::variance()</a>.</p> |
| | 250 | |
| | 251 | </div> |
| | 252 | </div><p> |
| | 253 | <a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &A, const vec &D0)" --> |
| | 254 | <div class="memitem"> |
| | 255 | <div class="memproto"> |
| | 256 | <table class="memname"> |
| | 257 | <tr> |
| | 258 | <td class="memname">void ldmat::ldform </td> |
| | 259 | <td>(</td> |
| | 260 | <td class="paramtype">const mat & </td> |
| | 261 | <td class="paramname"> <em>A</em>, </td> |
| | 262 | </tr> |
| | 263 | <tr> |
| | 264 | <td class="paramkey"></td> |
| | 265 | <td></td> |
| 231 | | <td class="paramname"> <em>v</em>, </td> |
| | 267 | <td class="paramname"> <em>D0</em></td><td> </td> |
| | 268 | </tr> |
| | 269 | <tr> |
| | 270 | <td></td> |
| | 271 | <td>)</td> |
| | 272 | <td></td><td></td><td></td> |
| | 273 | </tr> |
| | 274 | </table> |
| | 275 | </div> |
| | 276 | <div class="memdoc"> |
| | 277 | |
| | 278 | <p> |
| | 279 | Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. |
| | 280 | <p> |
| | 281 | The new decomposition fullfills: <img class="formulaInl" alt="$A'*diag(D)*A = self.L'*diag(self.D)*self.L$" src="form_34.png"> <dl compact><dt><b>Parameters:</b></dt><dd> |
| | 282 | <table border="0" cellspacing="2" cellpadding="0"> |
| | 283 | <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> |
| | 284 | <tr><td valign="top"></td><td valign="top"><em>D0</em> </td><td>general vector </td></tr> |
| | 285 | </table> |
| | 286 | </dl> |
| | 287 | |
| | 288 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
| | 289 | |
| | 290 | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00118">inv()</a>, <a class="el" href="libDC_8cpp-source.html#l00046">ldmat()</a>, <a class="el" href="libDC_8cpp-source.html#l00125">mult_sym()</a>, and <a class="el" href="libDC_8cpp-source.html#l00130">mult_sym_t()</a>.</p> |
| | 291 | |
| | 292 | </div> |
| | 293 | </div><p> |
| | 294 | <a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &C, ldmat &U) const " --> |
| | 295 | <div class="memitem"> |
| | 296 | <div class="memproto"> |
| | 297 | <table class="memname"> |
| | 298 | <tr> |
| | 299 | <td class="memname">void ldmat::mult_sym </td> |
| | 300 | <td>(</td> |
| | 301 | <td class="paramtype">const mat & </td> |
| | 302 | <td class="paramname"> <em>C</em>, </td> |
| 242 | | <td></td><td></td><td><code> [virtual]</code></td> |
| 243 | | </tr> |
| 244 | | </table> |
| 245 | | </div> |
| 246 | | <div class="memdoc"> |
| 247 | | |
| 248 | | <p> |
| 249 | | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_23.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
| 250 | | <table border="0" cellspacing="2" cellpadding="0"> |
| 251 | | <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> |
| 252 | | <tr><td valign="top"></td><td valign="top"><em>w</em> </td><td>weight of updating; can be negative</td></tr> |
| 253 | | </table> |
| 254 | | </dl> |
| 255 | | BLAS-2b operation. |
| 256 | | <p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> |
| 257 | | |
| 258 | | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, <a class="el" href="libDC_8cpp-source.html#l00319">dydr()</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
| 259 | | |
| 260 | | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00104">add()</a>, <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00025">bdm::ARX::logpred()</a>.</p> |
| | 313 | <td></td><td></td><td> const</td> |
| | 314 | </tr> |
| | 315 | </table> |
| | 316 | </div> |
| | 317 | <div class="memdoc"> |
| | 318 | |
| | 319 | <p> |
| | 320 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
| | 321 | <p> |
| | 322 | <dl compact><dt><b>Parameters:</b></dt><dd> |
| | 323 | <table border="0" cellspacing="2" cellpadding="0"> |
| | 324 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
| | 325 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
| | 326 | </table> |
| | 327 | </dl> |
| | 328 | |
| | 329 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
| | 364 | <a class="anchor" name="f94dc3a233f3d40fc853d8d4ac3b8eab"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="f94dc3a233f3d40fc853d8d4ac3b8eab" args="(const mat &C, ldmat &U) const " --> |
| | 365 | <div class="memitem"> |
| | 366 | <div class="memproto"> |
| | 367 | <table class="memname"> |
| | 368 | <tr> |
| | 369 | <td class="memname">void ldmat::mult_sym_t </td> |
| | 370 | <td>(</td> |
| | 371 | <td class="paramtype">const mat & </td> |
| | 372 | <td class="paramname"> <em>C</em>, </td> |
| | 373 | </tr> |
| | 374 | <tr> |
| | 375 | <td class="paramkey"></td> |
| | 376 | <td></td> |
| | 377 | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
| | 378 | <td class="paramname"> <em>U</em></td><td> </td> |
| | 379 | </tr> |
| | 380 | <tr> |
| | 381 | <td></td> |
| | 382 | <td>)</td> |
| | 383 | <td></td><td></td><td> const</td> |
| | 384 | </tr> |
| | 385 | </table> |
| | 386 | </div> |
| | 387 | <div class="memdoc"> |
| | 388 | |
| | 389 | <p> |
| | 390 | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
| | 391 | <p> |
| | 392 | <dl compact><dt><b>Parameters:</b></dt><dd> |
| | 393 | <table border="0" cellspacing="2" cellpadding="0"> |
| | 394 | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
| | 395 | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
| | 396 | </table> |
| | 397 | </dl> |
| | 398 | |
| | 399 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
| | 400 | |
| | 401 | </div> |
| | 402 | </div><p> |
| | 434 | <a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &v, double w)" --> |
| | 435 | <div class="memitem"> |
| | 436 | <div class="memproto"> |
| | 437 | <table class="memname"> |
| | 438 | <tr> |
| | 439 | <td class="memname">void ldmat::opupdt </td> |
| | 440 | <td>(</td> |
| | 441 | <td class="paramtype">const vec & </td> |
| | 442 | <td class="paramname"> <em>v</em>, </td> |
| | 443 | </tr> |
| | 444 | <tr> |
| | 445 | <td class="paramkey"></td> |
| | 446 | <td></td> |
| | 447 | <td class="paramtype">double </td> |
| | 448 | <td class="paramname"> <em>w</em></td><td> </td> |
| | 449 | </tr> |
| | 450 | <tr> |
| | 451 | <td></td> |
| | 452 | <td>)</td> |
| | 453 | <td></td><td></td><td><code> [virtual]</code></td> |
| | 454 | </tr> |
| | 455 | </table> |
| | 456 | </div> |
| | 457 | <div class="memdoc"> |
| | 458 | |
| | 459 | <p> |
| | 460 | Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_23.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
| | 461 | <table border="0" cellspacing="2" cellpadding="0"> |
| | 462 | <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> |
| | 463 | <tr><td valign="top"></td><td valign="top"><em>w</em> </td><td>weight of updating; can be negative</td></tr> |
| | 464 | </table> |
| | 465 | </dl> |
| | 466 | BLAS-2b operation. |
| | 467 | <p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> |
| | 468 | |
| | 469 | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, <a class="el" href="libDC_8cpp-source.html#l00319">dydr()</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
| | 470 | |
| | 471 | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00104">add()</a>, <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00005">bdm::ARX::bayes()</a>, and <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00025">bdm::ARX::logpred()</a>.</p> |
| | 472 | |
| | 473 | </div> |
| | 474 | </div><p> |
| 352 | | <a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &Inv) const " --> |
| 353 | | <div class="memitem"> |
| 354 | | <div class="memproto"> |
| 355 | | <table class="memname"> |
| 356 | | <tr> |
| 357 | | <td class="memname">void ldmat::inv </td> |
| 358 | | <td>(</td> |
| 359 | | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
| 360 | | <td class="paramname"> <em>Inv</em> </td> |
| 361 | | <td> ) </td> |
| 362 | | <td> const<code> [virtual]</code></td> |
| 363 | | </tr> |
| 364 | | </table> |
| 365 | | </div> |
| 366 | | <div class="memdoc"> |
| 367 | | |
| 368 | | <p> |
| 369 | | Matrix inversion preserving the chosen form. |
| 370 | | <p> |
| 371 | | <dl compact><dt><b>Parameters:</b></dt><dd> |
| 372 | | <table border="0" cellspacing="2" cellpadding="0"> |
| 373 | | <tr><td valign="top"></td><td valign="top"><em>Inv</em> </td><td>a space where the inverse is stored. </td></tr> |
| 374 | | </table> |
| 375 | | </dl> |
| 376 | | |
| 377 | | <p>References <a class="el" href="libDC_8cpp-source.html#l00116">clear()</a>, <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>, and <a class="el" href="libDC_8cpp-source.html#l00298">ltuinv()</a>.</p> |
| 378 | | |
| 379 | | <p>Referenced by <a class="el" href="libEF_8cpp-source.html#l00090">bdm::egiw::variance()</a>.</p> |
| 380 | | |
| 381 | | </div> |
| 382 | | </div><p> |
| 383 | | <a class="anchor" name="e7207748909325bb0f99b43f090a2b7e"></a><!-- doxytag: member="ldmat::mult_sym" ref="e7207748909325bb0f99b43f090a2b7e" args="(const mat &C, ldmat &U) const " --> |
| 384 | | <div class="memitem"> |
| 385 | | <div class="memproto"> |
| 386 | | <table class="memname"> |
| 387 | | <tr> |
| 388 | | <td class="memname">void ldmat::mult_sym </td> |
| 389 | | <td>(</td> |
| 390 | | <td class="paramtype">const mat & </td> |
| 391 | | <td class="paramname"> <em>C</em>, </td> |
| 392 | | </tr> |
| 393 | | <tr> |
| 394 | | <td class="paramkey"></td> |
| 395 | | <td></td> |
| 396 | | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
| 397 | | <td class="paramname"> <em>U</em></td><td> </td> |
| 398 | | </tr> |
| 399 | | <tr> |
| 400 | | <td></td> |
| 401 | | <td>)</td> |
| 402 | | <td></td><td></td><td> const</td> |
| 403 | | </tr> |
| 404 | | </table> |
| 405 | | </div> |
| 406 | | <div class="memdoc"> |
| 407 | | |
| 408 | | <p> |
| 409 | | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
| 410 | | <p> |
| 411 | | <dl compact><dt><b>Parameters:</b></dt><dd> |
| 412 | | <table border="0" cellspacing="2" cellpadding="0"> |
| 413 | | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
| 414 | | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
| 415 | | </table> |
| 416 | | </dl> |
| 417 | | |
| 418 | | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
| 419 | | |
| 420 | | </div> |
| 421 | | </div><p> |
| 422 | | <a class="anchor" name="f94dc3a233f3d40fc853d8d4ac3b8eab"></a><!-- doxytag: member="ldmat::mult_sym_t" ref="f94dc3a233f3d40fc853d8d4ac3b8eab" args="(const mat &C, ldmat &U) const " --> |
| 423 | | <div class="memitem"> |
| 424 | | <div class="memproto"> |
| 425 | | <table class="memname"> |
| 426 | | <tr> |
| 427 | | <td class="memname">void ldmat::mult_sym_t </td> |
| 428 | | <td>(</td> |
| 429 | | <td class="paramtype">const mat & </td> |
| 430 | | <td class="paramname"> <em>C</em>, </td> |
| 431 | | </tr> |
| 432 | | <tr> |
| 433 | | <td class="paramkey"></td> |
| 434 | | <td></td> |
| 435 | | <td class="paramtype"><a class="el" href="classldmat.html">ldmat</a> & </td> |
| 436 | | <td class="paramname"> <em>U</em></td><td> </td> |
| 437 | | </tr> |
| 438 | | <tr> |
| 439 | | <td></td> |
| 440 | | <td>)</td> |
| 441 | | <td></td><td></td><td> const</td> |
| 442 | | </tr> |
| 443 | | </table> |
| 444 | | </div> |
| 445 | | <div class="memdoc"> |
| 446 | | |
| 447 | | <p> |
| 448 | | Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. |
| 449 | | <p> |
| 450 | | <dl compact><dt><b>Parameters:</b></dt><dd> |
| 451 | | <table border="0" cellspacing="2" cellpadding="0"> |
| 452 | | <tr><td valign="top"></td><td valign="top"><em>C</em> </td><td>matrix to multiply with </td></tr> |
| 453 | | <tr><td valign="top"></td><td valign="top"><em>U</em> </td><td>a space where the inverse is stored. </td></tr> |
| 454 | | </table> |
| 455 | | </dl> |
| 456 | | |
| 457 | | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, and <a class="el" href="libDC_8cpp-source.html#l00200">ldform()</a>.</p> |
| 458 | | |
| 459 | | </div> |
| 460 | | </div><p> |
| 461 | | <a class="anchor" name="f291faa073e7bc8dfafc7ae93daa2506"></a><!-- doxytag: member="ldmat::ldform" ref="f291faa073e7bc8dfafc7ae93daa2506" args="(const mat &A, const vec &D0)" --> |
| 462 | | <div class="memitem"> |
| 463 | | <div class="memproto"> |
| 464 | | <table class="memname"> |
| 465 | | <tr> |
| 466 | | <td class="memname">void ldmat::ldform </td> |
| 467 | | <td>(</td> |
| 468 | | <td class="paramtype">const mat & </td> |
| 469 | | <td class="paramname"> <em>A</em>, </td> |
| 470 | | </tr> |
| 471 | | <tr> |
| 472 | | <td class="paramkey"></td> |
| 473 | | <td></td> |
| 474 | | <td class="paramtype">const vec & </td> |
| 475 | | <td class="paramname"> <em>D0</em></td><td> </td> |
| 476 | | </tr> |
| 477 | | <tr> |
| 478 | | <td></td> |
| 479 | | <td>)</td> |
| 480 | | <td></td><td></td><td></td> |
| 481 | | </tr> |
| 482 | | </table> |
| 483 | | </div> |
| 484 | | <div class="memdoc"> |
| 485 | | |
| 486 | | <p> |
| 487 | | Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. |
| 488 | | <p> |
| 489 | | The new decomposition fullfills: <img class="formulaInl" alt="$A'*diag(D)*A = self.L'*diag(self.D)*self.L$" src="form_34.png"> <dl compact><dt><b>Parameters:</b></dt><dd> |
| 490 | | <table border="0" cellspacing="2" cellpadding="0"> |
| 491 | | <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> |
| 492 | | <tr><td valign="top"></td><td valign="top"><em>D0</em> </td><td>general vector </td></tr> |
| 493 | | </table> |
| 494 | | </dl> |
| 495 | | |
| 496 | | <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> |
| 497 | | |
| 498 | | <p>Referenced by <a class="el" href="libDC_8cpp-source.html#l00118">inv()</a>, <a class="el" href="libDC_8cpp-source.html#l00046">ldmat()</a>, <a class="el" href="libDC_8cpp-source.html#l00125">mult_sym()</a>, and <a class="el" href="libDC_8cpp-source.html#l00130">mult_sym_t()</a>.</p> |
| 499 | | |
| 500 | | </div> |
| 501 | | </div><p> |