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Timestamp:
03/03/08 13:00:32 (17 years ago)
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smidl
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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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  • doc/html/classsqmat.html

    r28 r32  
    4444 
    4545<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr> 
    46 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#faa3bc90be142adde9cf74f573c70157">mult_sym</a> (const mat &amp;C, bool trans=true)=0</td></tr> 
    47  
    48 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  <a href="#faa3bc90be142adde9cf74f573c70157"></a><br></td></tr> 
    49 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c852819589f74cdaefbd648c0ce8547"></a><!-- doxytag: member="sqmat::logdet" ref="5c852819589f74cdaefbd648c0ce8547" args="()=0" --> 
    50 virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#5c852819589f74cdaefbd648c0ce8547">logdet</a> ()=0</td></tr> 
     46<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa">mult_sym</a> (const mat &amp;C)=0</td></tr> 
     47 
     48<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  <a href="#60fbbfa9e483b8187c135f787ee53afa"></a><br></td></tr> 
     49<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325">mult_sym_t</a> (const mat &amp;C)=0</td></tr> 
     50 
     51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.  <a href="#6909e906da17725b1b80f3cae7cf3325"></a><br></td></tr> 
     52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a772b396750eeeed85d69fa72478b45"></a><!-- doxytag: member="sqmat::logdet" ref="0a772b396750eeeed85d69fa72478b45" args="() const =0" --> 
     53virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45">logdet</a> () const =0</td></tr> 
    5154 
    5255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> 
    53 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#b5236c8a050199e1a9d338b0da1a08d2">sqrt_mult</a> (vec &amp;v)=0</td></tr> 
    54  
    55 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of $V$ by vector $x$.  <a href="#b5236c8a050199e1a9d338b0da1a08d2"></a><br></td></tr> 
    56 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44e079468bc8bfccf634dc85b32ba6be"></a><!-- doxytag: member="sqmat::qform" ref="44e079468bc8bfccf634dc85b32ba6be" args="(vec &amp;v)=0" --> 
    57 virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#44e079468bc8bfccf634dc85b32ba6be">qform</a> (vec &amp;v)=0</td></tr> 
     56<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c">sqrt_mult</a> (const vec &amp;v)=0</td></tr> 
     57 
     58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of $V$ by vector $x$.  <a href="#975ddc7e8035d8d4e6cbd52dd99c248c"></a><br></td></tr> 
     59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90f97cdf9de08ead4f0648419b3aa4ce"></a><!-- doxytag: member="sqmat::qform" ref="90f97cdf9de08ead4f0648419b3aa4ce" args="(const vec &amp;v)=0" --> 
     60virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce">qform</a> (const vec &amp;v)=0</td></tr> 
    5861 
    5962<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr> 
    … …  
    7073 
    7174<tr><td class="mdescLeft">&nbsp;</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> 
     75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0481f2067bb32aaea7e6d4f27e46b656"></a><!-- doxytag: member="sqmat::~sqmat" ref="0481f2067bb32aaea7e6d4f27e46b656" args="()" --> 
     76virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">~sqmat</a> ()</td></tr> 
     77 
     78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr> 
    7279<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    7380<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="sqmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 
    … …  
    116123</div> 
    117124</div><p> 
    118 <a class="anchor" name="faa3bc90be142adde9cf74f573c70157"></a><!-- doxytag: member="sqmat::mult_sym" ref="faa3bc90be142adde9cf74f573c70157" args="(const mat &amp;C, bool trans=true)=0" --> 
     125<a class="anchor" name="60fbbfa9e483b8187c135f787ee53afa"></a><!-- doxytag: member="sqmat::mult_sym" ref="60fbbfa9e483b8187c135f787ee53afa" args="(const mat &amp;C)=0" --> 
    119126<div class="memitem"> 
    120127<div class="memproto"> 
    … …  
    124131          <td>(</td> 
    125132          <td class="paramtype">const mat &amp;&nbsp;</td> 
    126           <td class="paramname"> <em>C</em>, </td> 
    127         </tr> 
    128         <tr> 
    129           <td class="paramkey"></td> 
    130           <td></td> 
    131           <td class="paramtype">bool&nbsp;</td> 
    132           <td class="paramname"> <em>trans</em> = <code>true</code></td><td>&nbsp;</td> 
    133         </tr> 
    134         <tr> 
    135           <td></td> 
    136           <td>)</td> 
    137           <td></td><td></td><td width="100%"><code> [pure virtual]</code></td> 
     133          <td class="paramname"> <em>C</em>          </td> 
     134          <td>&nbsp;)&nbsp;</td> 
     135          <td width="100%"><code> [pure virtual]</code></td> 
    138136        </tr> 
    139137      </table> 
    … …  
    147145  <table border="0" cellspacing="2" cellpadding="0"> 
    148146    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr> 
    149     <tr><td valign="top"></td><td valign="top"><em>trans</em>&nbsp;</td><td>if true, product $V = C'*V*C$ will be computed instead; </td></tr> 
    150147  </table> 
    151148</dl> 
    152149 
    153 <p>Implemented in <a class="el" href="classfsqmat.html#acc5d2d0a243f1de6d0106065f01f518">fsqmat</a>.</p> 
    154  
    155 </div> 
    156 </div><p> 
    157 <a class="anchor" name="b5236c8a050199e1a9d338b0da1a08d2"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="b5236c8a050199e1a9d338b0da1a08d2" args="(vec &amp;v)=0" --> 
     150<p>Implemented in <a class="el" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e">fsqmat</a>.</p> 
     151 
     152</div> 
     153</div><p> 
     154<a class="anchor" name="6909e906da17725b1b80f3cae7cf3325"></a><!-- doxytag: member="sqmat::mult_sym_t" ref="6909e906da17725b1b80f3cae7cf3325" args="(const mat &amp;C)=0" --> 
     155<div class="memitem"> 
     156<div class="memproto"> 
     157      <table class="memname"> 
     158        <tr> 
     159          <td class="memname">virtual void sqmat::mult_sym_t           </td> 
     160          <td>(</td> 
     161          <td class="paramtype">const mat &amp;&nbsp;</td> 
     162          <td class="paramname"> <em>C</em>          </td> 
     163          <td>&nbsp;)&nbsp;</td> 
     164          <td width="100%"><code> [pure virtual]</code></td> 
     165        </tr> 
     166      </table> 
     167</div> 
     168<div class="memdoc"> 
     169 
     170<p> 
     171Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.  
     172<p> 
     173<dl compact><dt><b>Parameters:</b></dt><dd> 
     174  <table border="0" cellspacing="2" cellpadding="0"> 
     175    <tr><td valign="top"></td><td valign="top"><em>C</em>&nbsp;</td><td>multiplying matrix, </td></tr> 
     176  </table> 
     177</dl> 
     178 
     179<p>Implemented in <a class="el" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89">fsqmat</a>.</p> 
     180 
     181</div> 
     182</div><p> 
     183<a class="anchor" name="975ddc7e8035d8d4e6cbd52dd99c248c"></a><!-- doxytag: member="sqmat::sqrt_mult" ref="975ddc7e8035d8d4e6cbd52dd99c248c" args="(const vec &amp;v)=0" --> 
    158184<div class="memitem"> 
    159185<div class="memproto"> 
    … …  
    162188          <td class="memname">virtual vec sqmat::sqrt_mult           </td> 
    163189          <td>(</td> 
    164           <td class="paramtype">vec &amp;&nbsp;</td> 
     190          <td class="paramtype">const vec &amp;&nbsp;</td> 
    165191          <td class="paramname"> <em>v</em>          </td> 
    166192          <td>&nbsp;)&nbsp;</td> 
    … …  
    175201<p> 
    176202Used e.g. in generating normal samples.  
    177 <p>Implemented in <a class="el" href="classfsqmat.html#6648dd4291b809cce14e8497d0433ad3">fsqmat</a>.</p> 
     203<p>Implemented in <a class="el" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">fsqmat</a>.</p> 
    178204 
    179205</div> 
    … …  
    181207<hr>The documentation for this class was generated from the following file:<ul> 
    182208<li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a></ul> 
    183 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:45 2008 for mixpp by&nbsp; 
     209<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by&nbsp; 
    184210<a href="http://www.doxygen.org/index.html"> 
    185211<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>