Changeset 354 for doc/html/classldmat.html
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r353 r354 116 116 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &C)</td></tr> 117 117 118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_2 6.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"> </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> 119 119 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &C)</td></tr> 120 120 121 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_2 6.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"> </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> 122 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &ld2, double w=1.0)" --> 123 123 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &ld2, double w=1.0)</td></tr> … … 131 131 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &v) const </td></tr> 132 132 133 <tr><td class="mdescLeft"> </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"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_29.png">;. <br></td></tr> 134 134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &v) const " --> 135 135 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &v) const </td></tr> 136 136 137 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_3 1.png">;. <br></td></tr>137 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr> 138 138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" --> 139 139 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr> … … 150 150 <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &v) const </td></tr> 151 151 152 <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_2 9.png"> by vector <img class="formulaInl" alt="$x$" src="form_0.png">. <a href="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr>152 <tr><td class="mdescLeft"> </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> 153 153 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &Inv) const </td></tr> 154 154 … … 156 156 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> 157 157 158 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_3 2.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"> </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> 159 159 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> 160 160 161 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_3 2.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"> </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> 162 162 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &A, const vec &D0)</td></tr> 163 163 164 <tr><td class="mdescLeft"> </td><td class="mdescRight">Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_3 3.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"> </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> 165 165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &nD)" --> 166 166 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &nD)</td></tr> … … 197 197 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr> 198 198 199 <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_2 4.png">. <br></td></tr>199 <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_22.png">. <br></td></tr> 200 200 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" --> 201 201 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr> 202 202 203 <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_2 3.png">. <br></td></tr>203 <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_21.png">. <br></td></tr> 204 204 <tr><td colspan="2"><br><h2>Private Attributes</h2></td></tr> 205 205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="ldmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> … … 217 217 <p> 218 218 Matrix is decomposed as follows: <p class="formulaDsp"> 219 <img class="formulaDsp" alt="\[M = L'DL\]" src="form_2 2.png">220 <p> 221 where only <img class="formulaInl" alt="$L$" src="form_2 3.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> 222 222 <a class="anchor" name="2c160cb123c1102face7a50ec566a031"></a><!-- doxytag: member="ldmat::inv" ref="2c160cb123c1102face7a50ec566a031" args="(ldmat &Inv) const " --> 223 223 <div class="memitem"> … … 277 277 278 278 <p> 279 Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_3 3.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_3 5.png"> <dl compact><dt><b>Parameters:</b></dt><dd>279 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">. 280 <p> 281 The 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> 282 282 <table border="0" cellspacing="2" cellpadding="0"> 283 283 <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> … … 286 286 </dl> 287 287 288 <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> 289 289 290 290 <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> … … 318 318 319 319 <p> 320 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_3 2.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_26.png">, result of which is stored in the current class.320 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. 321 321 <p> 322 322 <dl compact><dt><b>Parameters:</b></dt><dd> … … 348 348 349 349 <p> 350 Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_2 6.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_27.png">.350 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">. 351 351 <p> 352 352 <dl compact><dt><b>Parameters:</b></dt><dd> … … 388 388 389 389 <p> 390 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_3 2.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.390 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. 391 391 <p> 392 392 <dl compact><dt><b>Parameters:</b></dt><dd> … … 418 418 419 419 <p> 420 Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_2 6.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_28.png">.420 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">. 421 421 <p> 422 422 <dl compact><dt><b>Parameters:</b></dt><dd> … … 458 458 459 459 <p> 460 Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_2 5.png">. <dl compact><dt><b>Parameters:</b></dt><dd>460 Perfroms 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> 461 461 <table border="0" cellspacing="2" cellpadding="0"> 462 462 <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> … … 467 467 <p>Implements <a class="el" href="classsqmat.html#b223484796661f2dadb5607a86ce0581">sqmat</a>.</p> 468 468 469 <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> 470 470 471 471 <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> … … 490 490 491 491 <p> 492 Multiplies square root of <img class="formulaInl" alt="$V$" src="form_2 9.png"> by vector <img class="formulaInl" alt="$x$" src="form_0.png">.492 Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. 493 493 <p> 494 494 Used e.g. in generating normal samples. 495 495 <p>Implements <a class="el" href="classsqmat.html#6b79438b5d7544a9c8e110a145355d8f">sqmat</a>.</p> 496 496 497 <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> 498 498 499 499 </div> … … 502 502 <li><a class="el" href="libDC_8h-source.html">libDC.h</a><li>libDC.cpp</ul> 503 503 </div> 504 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10: 02:142009 for mixpp by 504 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by 505 505 <a href="http://www.doxygen.org/index.html"> 506 506 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>