Changeset 32 for doc/latex/classfsqmat.tex

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:

• doc/latex/classfsqmat.tex (modified) (7 diffs)

doc/latex/classfsqmat.tex

@@ -28 +28 @@
 
 \begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
-void {\bf mult\_\-sym} (const mat \&C, bool trans=false)
+void {\bf mult\_\-sym} (const mat \&C)
 \begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE matrix \$C\$, i.e. \$V = C$\ast$V$\ast$C'\$. \item\end{CompactList}\item 
-void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U, bool trans=false)\label{classfsqmat_ccf5ad8fb038f82e9d2201c0606b65fa}
+void {\bf mult\_\-sym\_\-t} (const mat \&C)
+\begin{CompactList}\small\item\em Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. \item\end{CompactList}\item 
+void \textbf{mult\_\-sym} (const mat \&C, {\bf fsqmat} \&U)\label{classfsqmat_cfea3618d426e2b8232f09aa0070266f}
+
+\item 
+void \textbf{mult\_\-sym\_\-t} (const mat \&C, {\bf fsqmat} \&U)\label{classfsqmat_7ca865c68989d22903efe97045cb6c9a}
 
 \item 
@@ -36 +41 @@
 
 \begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 
+{\bf fsqmat} ()\label{classfsqmat_79e3f73e0ccd663c7f7e08083d272940}
+
+\begin{CompactList}\small\item\em Default initialization. \item\end{CompactList}\item 
+{\bf fsqmat} (const int dim0)\label{classfsqmat_40eae99305e7c7240fa95cfec125b06f}
+
+\begin{CompactList}\small\item\em Default initialization with proper size. \item\end{CompactList}\item 
 {\bf fsqmat} (const mat \&M)\label{classfsqmat_1929fbc9fe375f1d67f979d0d302336f}
 
 \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
+virtual {\bf $\sim$fsqmat} ()\label{classfsqmat_2a8f104e4befbc2aa90d8b11edfedb2e}
+
+\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
 virtual void {\bf inv} ({\bf fsqmat} \&Inv)
 \begin{CompactList}\small\item\em Matrix inversion preserving the chosen form. \item\end{CompactList}\item 
-double {\bf logdet} ()\label{classfsqmat_bf212272ec195ad2706e2bf4d8e7c9b3}
+double {\bf logdet} () const \label{classfsqmat_eb0d1358f536e4453b5f99d0418ca1e5}
 
 \begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
-double {\bf qform} (vec \&v)\label{classfsqmat_6d047b9f7a27dfc093303a13cc9b1fba}
+double {\bf qform} (const vec \&v)\label{classfsqmat_1eec8762a2299d83c7b7cd6bf6cbc1ad}
 
 \begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item 
-vec {\bf sqrt\_\-mult} (vec \&v)
+vec {\bf sqrt\_\-mult} (const vec \&v)
 \begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item 
 {\bf fsqmat} \& \textbf{operator+=} (const {\bf fsqmat} \&A)\label{classfsqmat_514d1fdd8a382dbd6a774f2cf1ebd3de}
@@ -73 +87 @@
 
 \end{CompactItemize}
+\subsection*{Friends}
+\begin{CompactItemize}
+\item 
+std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, const {\bf fsqmat} \&sq)\label{classfsqmat_e06aba54d61e807b41bd68b5ee6ac22f}
+
+\end{CompactItemize}
 
 
@@ -95 +115 @@
 Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}.\index{fsqmat@{fsqmat}!mult_sym@{mult\_\-sym}}
 \index{mult_sym@{mult\_\-sym}!fsqmat@{fsqmat}}
-\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C}, bool {\em trans} = {\tt false})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_acc5d2d0a243f1de6d0106065f01f518}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_5530d2756b5d991de755e6121c9a452e}
 
 
@@ -103 +123 @@
 \item[Parameters:]
 \begin{description}
-\item[{\em C}]multiplying matrix, \item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \end{description}
+\item[{\em C}]multiplying matrix, \end{description}
 \end{Desc}
 
 
-Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_faa3bc90be142adde9cf74f573c70157}.\index{fsqmat@{fsqmat}!inv@{inv}}
+Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_60fbbfa9e483b8187c135f787ee53afa}.\index{fsqmat@{fsqmat}!mult_sym_t@{mult\_\-sym\_\-t}}
+\index{mult_sym_t@{mult\_\-sym\_\-t}!fsqmat@{fsqmat}}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_92052a8adc2054b63e42d1373d145c89}
+
+
+Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$. 
+
+\begin{Desc}
+\item[Parameters:]
+\begin{description}
+\item[{\em C}]multiplying matrix, \end{description}
+\end{Desc}
+
+
+Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6909e906da17725b1b80f3cae7cf3325}.\index{fsqmat@{fsqmat}!inv@{inv}}
 \index{inv@{inv}!fsqmat@{fsqmat}}
 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}void fsqmat::inv ({\bf fsqmat} \& {\em Inv})\hspace{0.3cm}{\tt  [virtual]}}\label{classfsqmat_9fa853e1ca28f2a1a1c43377e798ecb1}
@@ -121 +155 @@
 \index{fsqmat@{fsqmat}!sqrt_mult@{sqrt\_\-mult}}
 \index{sqrt_mult@{sqrt\_\-mult}!fsqmat@{fsqmat}}
-\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (vec \& {\em v})\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classfsqmat_6648dd4291b809cce14e8497d0433ad3}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec fsqmat::sqrt\_\-mult (const vec \& {\em v})\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classfsqmat_2288389e2d47bd9df112815ef570c5c9}
 
 
@@ -128 +162 @@
 Used e.g. in generating normal samples. 
 
-Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b5236c8a050199e1a9d338b0da1a08d2}.
+Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_975ddc7e8035d8d4e6cbd52dd99c248c}.
 
 The documentation for this class was generated from the following files:\begin{CompactItemize}