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    116116<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &amp;C)</td></tr> 
    117117 
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_26.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_27.png">.  <a href="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr> 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">.  <a href="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr> 
    119119<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &amp;C)</td></tr> 
    120120 
    121 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_26.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_28.png">.  <a href="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr> 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">.  <a href="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr> 
    122122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &amp;ld2, double w=1.0)" --> 
    123123void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;ld2, double w=1.0)</td></tr> 
     
    131131double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &amp;v) const </td></tr> 
    132132 
    133 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_30.png">;. <br></td></tr> 
     133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_29.png">;. <br></td></tr> 
    134134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &amp;v) const " --> 
    135135double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &amp;v) const </td></tr> 
    136136 
    137 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_31.png">;. <br></td></tr> 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr> 
    138138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" --> 
    139139void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr> 
     
    150150<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &amp;v) const </td></tr> 
    151151 
    152 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_29.png"> by vector <img class="formulaInl" alt="$x$" src="form_0.png">.  <a href="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr> 
     152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.  <a href="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr> 
    153153<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &amp;Inv) const </td></tr> 
    154154 
     
    156156<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr> 
    157157 
    158 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_32.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_26.png">, result of which is stored in the current class.  <a href="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr> 
     158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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.  <a href="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr> 
    159159<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &amp;C, <a class="el" href="classldmat.html">ldmat</a> &amp;U) const </td></tr> 
    160160 
    161 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_32.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_26.png">, result of which is stored in the current class.  <a href="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr> 
     161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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.  <a href="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr> 
    162162<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &amp;A, const vec &amp;D0)</td></tr> 
    163163 
    164 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_33.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_34.png">.  <a href="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr> 
     164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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">.  <a href="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr> 
    165165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &amp;nD)" --> 
    166166void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &amp;nD)</td></tr> 
     
    197197vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr> 
    198198 
    199 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_24.png">. <br></td></tr> 
     199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_22.png">. <br></td></tr> 
    200200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" --> 
    201201mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr> 
    202202 
    203 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_23.png">. <br></td></tr> 
     203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_21.png">. <br></td></tr> 
    204204<tr><td colspan="2"><br><h2>Private Attributes</h2></td></tr> 
    205205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="ldmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 
     
    217217<p> 
    218218Matrix is decomposed as follows: <p class="formulaDsp"> 
    219 <img class="formulaDsp" alt="\[M = L'DL\]" src="form_22.png"> 
    220 <p> 
    221  where only <img class="formulaInl" alt="$L$" src="form_23.png"> and <img class="formulaInl" alt="$D$" src="form_24.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> 
     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> 
    222222<a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &amp;Inv) const " --> 
    223223<div class="memitem"> 
     
    277277 
    278278<p> 
    279 Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_33.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_34.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_35.png"> <dl compact><dt><b>Parameters:</b></dt><dd> 
     279Transforms 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> 
     281The 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> 
    282282  <table border="0" cellspacing="2" cellpadding="0"> 
    283283    <tr><td valign="top"></td><td valign="top"><em>A</em>&nbsp;</td><td>general matrix </td></tr> 
     
    286286</dl> 
    287287 
    288 <p>References <a class="el" href="libDC_8h-source.html#l00275">D</a>, <a class="el" href="matfunc_8h-source.html#l00597">itpp::diag()</a>, <a class="el" href="libDC_8h-source.html#l00107">sqmat::dim</a>, <a class="el" href="itassert_8h-source.html#l00107">it_assert_debug</a>, <a class="el" href="libDC_8h-source.html#l00277">L</a>, <a class="el" href="elem__math_8h-source.html#l00089">itpp::sign()</a>, <a class="el" href="elem__math_8h-source.html#l00126">itpp::sqrt()</a>, <a class="el" href="matfunc_8h-source.html#l00077">itpp::sum()</a>, and <a class="el" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1">itpp::zeros()</a>.</p> 
     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> 
    289289 
    290290<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> 
     
    318318 
    319319<p> 
    320 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_32.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_26.png">, result of which is stored in the current class.  
     320Symmetric 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.  
    321321<p> 
    322322<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    348348 
    349349<p> 
    350 Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_26.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_27.png">.  
     350Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">.  
    351351<p> 
    352352<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    388388 
    389389<p> 
    390 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_32.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_26.png">, result of which is stored in the current class.  
     390Symmetric 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.  
    391391<p> 
    392392<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    418418 
    419419<p> 
    420 Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_26.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_28.png">.  
     420Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">.  
    421421<p> 
    422422<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    458458 
    459459<p> 
    460 Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_25.png">. <dl compact><dt><b>Parameters:</b></dt><dd> 
     460Perfroms 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> 
    461461  <table border="0" cellspacing="2" cellpadding="0"> 
    462462    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr> 
     
    467467<p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> 
    468468 
    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>, <a class="el" href="itassert_8h-source.html#l00107">it_assert_debug</a>, and <a class="el" href="libDC_8h-source.html#l00277">L</a>.</p> 
     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> 
    470470 
    471471<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> 
     
    490490 
    491491<p> 
    492 Multiplies square root of <img class="formulaInl" alt="$V$" src="form_29.png"> by vector <img class="formulaInl" alt="$x$" src="form_0.png">.  
     492Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.  
    493493<p> 
    494494Used e.g. in generating normal samples.  
    495495<p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p> 
    496496 
    497 <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_8h-source.html#l00277">L</a>, and <a class="el" href="elem__math_8h-source.html#l00126">itpp::sqrt()</a>.</p> 
     497<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> 
    498498 
    499499</div> 
     
    502502<li><a class="el" href="libDC_8h-source.html">libDC.h</a><li>libDC.cpp</ul> 
    503503</div> 
    504 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:14 2009 for mixpp by&nbsp; 
     504<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by&nbsp; 
    505505<a href="http://www.doxygen.org/index.html"> 
    506506<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>