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Timestamp:
03/03/08 13:00:32 (16 years ago)
Author:
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/latex/classsqmat.tex

    r22 r32  
    2121 
    2222\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item  
    23 virtual void {\bf mult\_\-sym} (const mat \&C, bool trans=true)=0 
     23virtual void {\bf mult\_\-sym} (const mat \&C)=0 
    2424\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  
    25 virtual double {\bf logdet} ()=0\label{classsqmat_5c852819589f74cdaefbd648c0ce8547} 
     25virtual void {\bf mult\_\-sym\_\-t} (const mat \&C)=0 
     26\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  
     27virtual double {\bf logdet} () const =0\label{classsqmat_0a772b396750eeeed85d69fa72478b45} 
    2628 
    2729\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item  
    28 virtual vec {\bf sqrt\_\-mult} (vec \&v)=0 
     30virtual vec {\bf sqrt\_\-mult} (const vec \&v)=0 
    2931\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item  
    30 virtual double {\bf qform} (vec \&v)=0\label{classsqmat_44e079468bc8bfccf634dc85b32ba6be} 
     32virtual double {\bf qform} (const vec \&v)=0\label{classsqmat_90f97cdf9de08ead4f0648419b3aa4ce} 
    3133 
    3234\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item  
    … …  
    3941int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646} 
    4042 
    41 \begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize} 
     43\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item  
     44virtual {\bf $\sim$sqmat} ()\label{classsqmat_0481f2067bb32aaea7e6d4f27e46b656} 
     45 
     46\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize} 
    4247\subsection*{Protected Attributes} 
    4348\begin{CompactItemize} 
    … …  
    6873Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}} 
    6974\index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}} 
    70 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C}, bool {\em trans} = {\tt true})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_faa3bc90be142adde9cf74f573c70157} 
     75\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_60fbbfa9e483b8187c135f787ee53afa} 
    7176 
    7277 
    … …  
    7681\item[Parameters:] 
    7782\begin{description} 
    78 \item[{\em C}]multiplying matrix, \item[{\em trans}]if true, product \$V = C'$\ast$V$\ast$C\$ will be computed instead; \end{description} 
     83\item[{\em C}]multiplying matrix, \end{description} 
    7984\end{Desc} 
    8085 
    8186 
    82 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_acc5d2d0a243f1de6d0106065f01f518}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} 
     87Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}} 
     88\index{mult_sym_t@{mult\_\-sym\_\-t}!sqmat@{sqmat}} 
     89\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_6909e906da17725b1b80f3cae7cf3325} 
     90 
     91 
     92Inplace symmetric multiplication by a SQUARE transpose of matrix \$C\$, i.e. \$V = C'$\ast$V$\ast$C\$.  
     93 
     94\begin{Desc} 
     95\item[Parameters:] 
     96\begin{description} 
     97\item[{\em C}]multiplying matrix, \end{description} 
     98\end{Desc} 
     99 
     100 
     101Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} 
    83102\index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}} 
    84 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (vec \& {\em v})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_b5236c8a050199e1a9d338b0da1a08d2} 
     103\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (const vec \& {\em v})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_975ddc7e8035d8d4e6cbd52dd99c248c} 
    85104 
    86105 
    … …  
    89108Used e.g. in generating normal samples.  
    90109 
    91 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_6648dd4291b809cce14e8497d0433ad3}. 
     110Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_2288389e2d47bd9df112815ef570c5c9}. 
    92111 
    93112The documentation for this class was generated from the following file:\begin{CompactItemize}