Show
Ignore:
Timestamp:
03/03/08 13:00:32 (17 years ago)
Author:
smidl
Message:

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

Files:
1 modified

Legend:

Unmodified
Added
Removed

  • doc/html/libDC_8h-source.html

    r28 r32  
    2929<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; 
    3030<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. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;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 &amp;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 $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;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 }; 
     31<a name="l00044"></a>00044                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ) =0; 
     32<a name="l00045"></a>00045                  
     33<a name="l00049"></a>00049                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ) =0; 
     34<a name="l00050"></a>00050  
     35<a name="l00051"></a>00051  
     36<a name="l00056"></a>00056                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span> =0; 
     37<a name="l00057"></a>00057  
     38<a name="l00063"></a>00063                 <span class="keyword">virtual</span> vec <a class="code" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v ) =0; 
     39<a name="l00064"></a>00064  
     40<a name="l00069"></a>00069                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> (<span class="keyword">const</span> vec &amp;v ) =0; 
     41<a name="l00070"></a>00070  
     42<a name="l00071"></a>00071 <span class="comment">//      //! easy version of the</span> 
     43<a name="l00072"></a>00072 <span class="comment">//      sqmat inv();</span> 
     44<a name="l00073"></a>00073  
     45<a name="l00075"></a>00075                 <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; 
     46<a name="l00076"></a>00076  
     47<a name="l00078"></a><a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">00078</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;}; 
     48<a name="l00079"></a>00079  
     49<a name="l00081"></a><a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646">00081</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;}; 
    5250<a name="l00082"></a>00082  
    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 &amp;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. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;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. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;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 &amp;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> &amp;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 $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;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 &amp;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>&amp; 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> &amp;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>&amp; 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> &amp;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>&amp; 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&amp; operator = ( const fsqmat &amp;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>: 
     51<a name="l00084"></a><a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656">00084</a>                 <span class="keyword">virtual</span> <a class="code" href="classsqmat.html#0481f2067bb32aaea7e6d4f27e46b656" title="Destructor for future use;.">~sqmat</a>(){}; 
     52<a name="l00085"></a>00085         <span class="keyword">protected</span>: 
     53<a name="l00086"></a>00086                 <span class="keywordtype">int</span> dim; 
     54<a name="l00087"></a>00087 }; 
     55<a name="l00088"></a>00088  
     56<a name="l00089"></a>00089  
     57<a name="l00094"></a><a class="code" href="classfsqmat.html">00094</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> 
     58<a name="l00095"></a>00095 { 
     59<a name="l00096"></a>00096         <span class="keyword">protected</span>: 
     60<a name="l00097"></a>00097                 mat M; 
     61<a name="l00098"></a>00098         <span class="keyword">public</span>: 
     62<a name="l00099"></a>00099                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#b36530e155667fe9f1bd58394e50c65a">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
     63<a name="l00100"></a>00100                 mat <a class="code" href="classfsqmat.html#cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>() ; 
     64<a name="l00101"></a>00101                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C); 
     65<a name="l00102"></a>00102                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C); 
     66<a name="l00103"></a>00103                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#5530d2756b5d991de755e6121c9a452e" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U); 
     67<a name="l00104"></a>00104                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#92052a8adc2054b63e42d1373d145c89" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a> &amp;U); 
     68<a name="l00105"></a>00105                 <span class="keywordtype">void</span> <a class="code" href="classfsqmat.html#cfa4c359483d2322f32d1d50050f8ac4" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
     69<a name="l00106"></a>00106  
     70<a name="l00108"></a>00108                 <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(); <span class="comment">// mat will be initialized OK</span> 
     71<a name="l00110"></a>00110 <span class="comment"></span>                <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a>(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0); <span class="comment">// mat will be initialized OK</span> 
     72<a name="l00112"></a>00112 <span class="comment"></span>                <a class="code" href="classfsqmat.html#79e3f73e0ccd663c7f7e08083d272940" title="Default initialization.">fsqmat</a> ( <span class="keyword">const</span> mat &amp;M ); 
     73<a name="l00113"></a>00113  
     74<a name="l00115"></a><a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e">00115</a>                 <span class="keyword">virtual</span> <a class="code" href="classfsqmat.html#2a8f104e4befbc2aa90d8b11edfedb2e" title="Destructor for future use;.">~fsqmat</a>(){}; 
     75<a name="l00116"></a>00116  
     76<a name="l00117"></a>00117  
     77<a name="l00123"></a>00123                 <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> &amp;Inv ); 
    8478<a name="l00124"></a>00124  
    85 <a name="l00126"></a>00126                 ldmat ( <span class="keyword">const</span> mat &amp;L, <span class="keyword">const</span> vec &amp;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 &amp;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. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;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 &amp;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 $x= v&amp;#39;*V*v$;.">qform</a> ( vec &amp;v ); 
    98 <a name="l00141"></a>00141 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; 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 &amp;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 &amp;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. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, ldmat &amp;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 &amp;A, vec &amp;D0 ); 
     79<a name="l00125"></a><a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5">00125</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#eb0d1358f536e4453b5f99d0418ca1e5" title="Logarithm of a determinant.">logdet</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> log ( det ( M ) );}; 
     80<a name="l00126"></a><a class="code" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad">00126</a>                 <span class="keywordtype">double</span> <a class="code" href="classfsqmat.html#1eec8762a2299d83c7b7cd6bf6cbc1ad" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> (<span class="keyword">const</span>  vec &amp;v ) {<span class="keywordflow">return</span> ( v* ( M*v ) );}; 
     81<a name="l00127"></a><a class="code" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9">00127</a>                 vec <a class="code" href="classfsqmat.html#2288389e2d47bd9df112815ef570c5c9" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> (<span class="keyword">const</span> vec &amp;v ) {it_error ( <span class="stringliteral">"not implemented"</span> );<span class="keywordflow">return</span> v;}; 
     82<a name="l00128"></a>00128  
     83<a name="l00129"></a>00129                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; 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> &amp;A ) {M+=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     84<a name="l00130"></a>00130                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; 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> &amp;A ) {M-=A.<a class="code" href="classfsqmat.html#a7a1fcb9aae19d1e4daddfc9c22ce453">M</a>;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     85<a name="l00131"></a>00131                 <a class="code" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix.">fsqmat</a>&amp; operator *= ( <span class="keywordtype">double</span> x ) {M*=x;<span class="keywordflow">return</span> *<span class="keyword">this</span>;}; 
     86<a name="l00132"></a>00132 <span class="comment">//              fsqmat&amp; operator = ( const fsqmat &amp;A) {M=A.M; return *this;};</span> 
     87<a name="l00133"></a>00133  
     88<a name="l00134"></a>00134                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, <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> &amp;sq ); 
     89<a name="l00135"></a>00135  
     90<a name="l00136"></a>00136 }; 
     91<a name="l00137"></a>00137  
     92<a name="l00138"></a>00138 <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> 
     93<a name="l00139"></a>00139 { 
     94<a name="l00140"></a>00140         <span class="keyword">public</span>: 
     95<a name="l00141"></a>00141  
     96<a name="l00143"></a>00143                 ldmat ( <span class="keyword">const</span> mat &amp;L, <span class="keyword">const</span> vec &amp;D ); 
     97<a name="l00145"></a>00145                 ldmat (<span class="keyword">const</span> mat &amp;V ); 
     98<a name="l00147"></a>00147                 ldmat ( vec D0 ); 
     99<a name="l00149"></a>00149                 ldmat (); 
     100<a name="l00151"></a>00151                 ldmat(<span class="keyword">const</span> <span class="keywordtype">int</span> dim0); 
     101<a name="l00152"></a>00152  
     102<a name="l00154"></a>00154                 <span class="keyword">virtual</span> ~ldmat(){}; 
     103<a name="l00155"></a>00155  
     104<a name="l00156"></a>00156                 <span class="comment">// Reimplementation of compulsory operatios</span> 
     105<a name="l00157"></a>00157  
     106<a name="l00158"></a>00158                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
     107<a name="l00159"></a>00159                 mat <a class="code" href="classsqmat.html#9a5b6fddfeb42339e1dc9b978a2590fc" title="Conversion to full matrix.">to_mat</a>(); 
     108<a name="l00160"></a>00160                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C); 
     109<a name="l00161"></a>00161                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C); 
     110<a name="l00162"></a>00162                 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> ldmat &amp;ld2, <span class="keywordtype">double</span> w=1.0 ); 
     111<a name="l00163"></a>00163                 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#0a772b396750eeeed85d69fa72478b45" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>; 
     112<a name="l00164"></a>00164                 <span class="keywordtype">double</span> <a class="code" href="classsqmat.html#90f97cdf9de08ead4f0648419b3aa4ce" title="Evaluates quadratic form $x= v&amp;#39;*V*v$;.">qform</a> (<span class="keyword">const</span> vec &amp;v ); 
     113<a name="l00165"></a>00165 <span class="comment">//      sqmat&amp; operator -= ( const sqmat &amp; ld2 );</span> 
     114<a name="l00166"></a>00166                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6fca246f9eabbdeb8cac03030e826b5e" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
     115<a name="l00167"></a>00167                 <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>; 
     116<a name="l00168"></a>00168                 <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>; 
     117<a name="l00169"></a>00169                 vec <a class="code" href="classsqmat.html#975ddc7e8035d8d4e6cbd52dd99c248c" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ); 
    109118<a name="l00170"></a>00170  
    110 <a name="l00171"></a>00171                 ldmat&amp; operator += ( <span class="keyword">const</span> ldmat &amp;ldA ); 
    111 <a name="l00172"></a>00172                 ldmat&amp; operator -= ( <span class="keyword">const</span> ldmat &amp;ldA ); 
    112 <a name="l00173"></a>00173                 ldmat&amp; 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 &amp;operator&lt;&lt; ( std::ostream &amp;os, ldmat &amp;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  
     119<a name="l00176"></a>00176                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( ldmat &amp;Inv ); 
     120<a name="l00177"></a>00177  
     121<a name="l00183"></a>00183                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#60fbbfa9e483b8187c135f787ee53afa" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&amp;#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C, ldmat &amp;U); 
    122122<a name="l00184"></a>00184  
    123 <a name="l00185"></a>00185 <span class="keyword">inline</span> ldmat&amp; ldmat::operator += ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<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&amp; ldmat::operator -= ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<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&nbsp; 
     123<a name="l00190"></a>00190                 <span class="keywordtype">void</span> <a class="code" href="classsqmat.html#6909e906da17725b1b80f3cae7cf3325" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&amp;#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, ldmat &amp;U); 
     124<a name="l00191"></a>00191  
     125<a name="l00192"></a>00192  
     126<a name="l00201"></a>00201                 <span class="keywordtype">void</span> ldform (<span class="keyword">const</span> mat &amp;A,<span class="keyword">const</span> vec &amp;D0 ); 
     127<a name="l00202"></a>00202  
     128<a name="l00204"></a>00204                 <span class="keywordtype">void</span> setD (<span class="keyword">const</span> vec &amp;nD){D=nD;} 
     129<a name="l00205"></a>00205                 <span class="keywordtype">void</span> setL (<span class="keyword">const</span> vec &amp;nL){L=nL;} 
     130<a name="l00206"></a>00206  
     131<a name="l00207"></a>00207                 ldmat&amp; operator += ( <span class="keyword">const</span> ldmat &amp;ldA ); 
     132<a name="l00208"></a>00208                 ldmat&amp; operator -= ( <span class="keyword">const</span> ldmat &amp;ldA ); 
     133<a name="l00209"></a>00209                 ldmat&amp; operator *= ( <span class="keywordtype">double</span> x ); 
     134<a name="l00210"></a>00210  
     135<a name="l00211"></a>00211                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; ( std::ostream &amp;os, <span class="keyword">const</span> ldmat &amp;sq ); 
     136<a name="l00212"></a>00212  
     137<a name="l00213"></a>00213  
     138<a name="l00214"></a>00214         <span class="keyword">protected</span>: 
     139<a name="l00215"></a>00215                 vec D; 
     140<a name="l00216"></a>00216                 mat L; 
     141<a name="l00217"></a>00217  
     142<a name="l00218"></a>00218 }; 
     143<a name="l00219"></a>00219  
     144<a name="l00221"></a>00221  
     145<a name="l00222"></a>00222 <span class="keyword">inline</span> ldmat&amp; ldmat::operator += ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
     146<a name="l00223"></a>00223 <span class="keyword">inline</span> ldmat&amp; ldmat::operator -= ( <span class="keyword">const</span> ldmat &amp;ldA )  {this-&gt;<span class="keyword">add</span> ( ldA,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} 
     147<a name="l00224"></a>00224 <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="keyword"> const </span>{<span class="keywordflow">return</span> dim;} 
     148<a name="l00225"></a>00225 <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="keyword"> const </span>{<span class="keywordflow">return</span> dim;} 
     149<a name="l00226"></a>00226  
     150<a name="l00227"></a>00227 <span class="preprocessor">#endif // DC_H</span> 
     151</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp; 
    130152<a href="http://www.doxygen.org/index.html"> 
    131153<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>