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Index: doc/latex/classeEF__inherit__graph.md5
===================================================================
--- doc/latex/classeEF__inherit__graph.md5 (revision 30)
+++ doc/latex/classeEF__inherit__graph.md5 (revision 37)
@@ -1,1 +1,1 @@
-60b68f33d7fec94e8864fa9fee8e41db
+9cca1dd92aaf44a9062153e8250b1397
Index: doc/latex/classeEF.tex
===================================================================
--- doc/latex/classeEF.tex (revision 33)
+++ doc/latex/classeEF.tex (revision 37)
@@ -10,5 +10,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=127pt]{classeEF__inherit__graph}
+\includegraphics[width=167pt]{classeEF__inherit__graph}
 \end{center}
 \end{figure}
@@ -69,5 +69,5 @@
 Returns a sample from the density, $x \sim epdf(rv)$ 
 
-Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, and {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}.
+Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, and {\bf enorm$<$ chmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}.
 
 The documentation for this class was generated from the following file:\begin{CompactItemize}
Index: doc/latex/classKalmanCh__inherit__graph.md5
===================================================================
--- doc/latex/classKalmanCh__inherit__graph.md5 (revision 37)
+++ doc/latex/classKalmanCh__inherit__graph.md5 (revision 37)
@@ -0,0 +1,1 @@
+1926469180334c0286bf2a219f3dface
Index: doc/latex/classenorm__inherit__graph.md5
===================================================================
--- doc/latex/classenorm__inherit__graph.md5 (revision 30)
+++ doc/latex/classenorm__inherit__graph.md5 (revision 37)
@@ -1,1 +1,1 @@
-8ef00ac1e18a6d1103fe8e82a9343beb
+d3183d8236954e3348bb76edfca26b96
Index: doc/latex/doxygen.sty
===================================================================
--- doc/latex/doxygen.sty (revision 33)
+++ doc/latex/doxygen.sty (revision 37)
@@ -11,6 +11,6 @@
 \rhead[\fancyplain{}{\bfseries\leftmark}]
         {\fancyplain{}{\bfseries\thepage}}
-\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Wed Mar 5 15:40:00 2008 for mixpp by Doxygen }]{}
-\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Wed Mar 5 15:40:00 2008 for mixpp by Doxygen }}
+\rfoot[\fancyplain{}{\bfseries\scriptsize Generated on Wed Mar 12 16:15:44 2008 for mixpp by Doxygen }]{}
+\lfoot[]{\fancyplain{}{\bfseries\scriptsize Generated on Wed Mar 12 16:15:44 2008 for mixpp by Doxygen }}
 \cfoot{}
 \newenvironment{Code}
Index: doc/latex/classsqmat__inherit__graph.md5
===================================================================
--- doc/latex/classsqmat__inherit__graph.md5 (revision 33)
+++ doc/latex/classsqmat__inherit__graph.md5 (revision 37)
@@ -1,1 +1,1 @@
-26f8c5bd5e0f099b74d5f4558a6b3fc3
+f53b9d614985d3c6900276ccc18d4687
Index: doc/latex/classKalmanCh.tex
===================================================================
--- doc/latex/classKalmanCh.tex (revision 37)
+++ doc/latex/classKalmanCh.tex (revision 37)
@@ -0,0 +1,132 @@
+\section{KalmanCh Class Reference}
+\label{classKalmanCh}\index{KalmanCh@{KalmanCh}}
+\doxyref{Kalman}{p.}{classKalman} filter in square root form.  
+
+
+{\tt \#include $<$libKF.h$>$}
+
+Inheritance diagram for KalmanCh:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[width=55pt]{classKalmanCh__inherit__graph}
+\end{center}
+\end{figure}
+Collaboration diagram for KalmanCh:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[height=400pt]{classKalmanCh__coll__graph}
+\end{center}
+\end{figure}
+\subsection*{Public Member Functions}
+\begin{CompactItemize}
+\item 
+{\bf KalmanCh} ({\bf RV} rvx0, {\bf RV} rvy0, {\bf RV} rvu0)\label{classKalmanCh_d11f110cccaa66177514632d37b086bb}
+
+\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
+{\bf KalmanCh} (const {\bf KalmanCh} \&K0)\label{classKalmanCh_7ae89bdef6b886e421e0895173d3c76d}
+
+\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
+void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const {\bf chmat} \&R0, const {\bf chmat} \&Q0)\label{classKalmanCh_92fb227287af05c9f0078d523c7c9793}
+
+\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item 
+void {\bf set\_\-pred} (const vec \&mu0, const {\bf chmat} \&P0)\label{classKalmanCh_7fe9b65d626971542e35213d11b4b98d}
+
+\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item 
+void {\bf bayes} (const vec \&dt)\label{classKalmanCh_cca758192846940409822b9bd778d4e1}
+
+\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions The following equality hold::\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]. \item\end{CompactList}\item 
+{\bf epdf} \& {\bf \_\-epdf} ()\label{classKalmanCh_221892e744e7020ac5735978803d357d}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+{\bf epdf} \& {\bf \_\-pred} ()\label{classKalmanCh_1d62f16738a29f25c468acd3b1289ec7}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
+
+\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
+const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
+\subsection*{Protected Attributes}
+\begin{CompactItemize}
+\item 
+{\bf RV} {\bf rvy}\label{classKalmanCh_e1b7369670041b75231242f7293c4f90}
+
+\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item 
+{\bf RV} {\bf rvu}\label{classKalmanCh_1cebd72aaff9f146b9b2400cc69e1b1a}
+
+\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item 
+int {\bf dimx}\label{classKalmanCh_5c34f0f5cc4e1dd1be4b4489d2fc83d0}
+
+\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item 
+int {\bf dimy}\label{classKalmanCh_c8302d61db0512d8a0d4f34715117445}
+
+\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item 
+int {\bf dimu}\label{classKalmanCh_bac7284585a271e28f928acabd990146}
+
+\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item 
+mat {\bf A}\label{classKalmanCh_2ca9afe2042fbda38af3da8e7d8d9d3c}
+
+\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item 
+mat {\bf B}\label{classKalmanCh_5a5ee93d6d32f45b5d15e87764efd529}
+
+\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item 
+mat {\bf C}\label{classKalmanCh_3c1ce2fe15dae5c0882a99c34b19cc40}
+
+\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item 
+mat {\bf D}\label{classKalmanCh_50d3e4c9e411f8c96b87a1883b7e7154}
+
+\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item 
+{\bf chmat} {\bf Q}\label{classKalmanCh_eb21fe7ab03feb24005c331070d28040}
+
+\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item 
+{\bf chmat} {\bf R}\label{classKalmanCh_6716e9f9208fc7191b38fd801810b30a}
+
+\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item 
+mat {\bf preA}\label{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798}
+
+\begin{CompactList}\small\item\em pre array (triangular matrix) \item\end{CompactList}\item 
+mat {\bf postA}\label{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87}
+
+\begin{CompactList}\small\item\em post array (triangular matrix) \item\end{CompactList}\item 
+{\bf enorm}$<$ {\bf chmat} $>$ {\bf pred}\label{classKalmanCh_c0ffeeb2ca028ae2c1b1e166d4015804}
+
+\begin{CompactList}\small\item\em predictive density on \$x\_\-t\$ \item\end{CompactList}\item 
+{\bf enorm}$<$ {\bf chmat} $>$ {\bf fy}\label{classKalmanCh_9086baae040b9c4e5cc42a445853862a}
+
+\begin{CompactList}\small\item\em predictive density on \$y\_\-t\$ \item\end{CompactList}\item 
+vec $\ast$ \textbf{\_\-mu}\label{classKalmanCh_0c77c0c0489b7b04d8d10e208cd704bf}
+
+\item 
+{\bf chmat} $\ast$ \textbf{\_\-P}\label{classKalmanCh_feb8eedfd3d2c635e8b47ce71dd55b84}
+
+\item 
+vec $\ast$ \textbf{\_\-yp}\label{classKalmanCh_759d473aaae1cc270a99a8c4e4c68eea}
+
+\item 
+{\bf chmat} $\ast$ \textbf{\_\-Ry}\label{classKalmanCh_5a0c1b6761bfaed74a3cafa7a4ae4d2a}
+
+\item 
+{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
+
+\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
+double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
+
+\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
+bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
+
+\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
+
+
+\subsection{Detailed Description}
+\doxyref{Kalman}{p.}{classKalman} filter in square root form. 
+
+The documentation for this class was generated from the following files:\begin{CompactItemize}
+\item 
+work/mixpp/bdm/estim/{\bf libKF.h}\item 
+work/mixpp/bdm/estim/libKF.cpp\end{CompactItemize}
Index: doc/latex/classenorm.tex
===================================================================
--- doc/latex/classenorm.tex (revision 33)
+++ doc/latex/classenorm.tex (revision 37)
@@ -10,5 +10,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=71pt]{classenorm__inherit__graph}
+\includegraphics[width=130pt]{classenorm__inherit__graph}
 \end{center}
 \end{figure}
Index: doc/latex/classchmat__inherit__graph.md5
===================================================================
--- doc/latex/classchmat__inherit__graph.md5 (revision 37)
+++ doc/latex/classchmat__inherit__graph.md5 (revision 37)
@@ -0,0 +1,1 @@
+6d00d2f27e821047f408be13c5398bf0
Index: doc/latex/chmat_8h__dep__incl.md5
===================================================================
--- doc/latex/chmat_8h__dep__incl.md5 (revision 37)
+++ doc/latex/chmat_8h__dep__incl.md5 (revision 37)
@@ -0,0 +1,1 @@
+cee37396ce1aca85d071b99301e0d3f0
Index: doc/latex/classsqmat.tex
===================================================================
--- doc/latex/classsqmat.tex (revision 33)
+++ doc/latex/classsqmat.tex (revision 37)
@@ -10,5 +10,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=78pt]{classsqmat__inherit__graph}
+\includegraphics[width=110pt]{classsqmat__inherit__graph}
 \end{center}
 \end{figure}
@@ -59,5 +59,5 @@
 Virtual class for representation of double symmetric matrices in square-root form. 
 
-All operations defined on this class should be optimized for the chosed decomposition. 
+All operations defined on this class should be optimized for the chosen decomposition. 
 
 \subsection{Member Function Documentation}
@@ -74,5 +74,5 @@
 BLAS-2b operation. 
 
-Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}, and {\bf ldmat} \doxyref{}{p.}{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}}
+Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_bbc2d98d7455b1f38828907d442836bf}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}, and {\bf ldmat} \doxyref{}{p.}{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}}
 \index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}}
 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_60fbbfa9e483b8187c135f787ee53afa}
@@ -88,5 +88,5 @@
 
 
-Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}, and {\bf ldmat} \doxyref{}{p.}{classldmat_e967b9425007f0cb6cd59b845f9756d8}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}}
+Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_66f509f92b0ccf020e2a2a32566e0777}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}, and {\bf ldmat} \doxyref{}{p.}{classldmat_e967b9425007f0cb6cd59b845f9756d8}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}}
 \index{mult_sym_t@{mult\_\-sym\_\-t}!sqmat@{sqmat}}
 \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}
@@ -102,5 +102,5 @@
 
 
-Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}, and {\bf ldmat} \doxyref{}{p.}{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}}
+Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_07f50d1332b901eee962e8b1913102f7}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}, and {\bf ldmat} \doxyref{}{p.}{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}}
 \index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}}
 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt  [pure virtual]}}\label{classsqmat_6b79438b5d7544a9c8e110a145355d8f}
@@ -111,5 +111,5 @@
 Used e.g. in generating normal samples. 
 
-Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_842a774077ee34ac3c36d180ab33e103}, and {\bf ldmat} \doxyref{}{p.}{classldmat_fc380626ced6f9244fb58c5f0231174d}.
+Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_b22aa239dbaca33e3fb93b4f674d7051}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_842a774077ee34ac3c36d180ab33e103}, and {\bf ldmat} \doxyref{}{p.}{classldmat_fc380626ced6f9244fb58c5f0231174d}.
 
 The documentation for this class was generated from the following file:\begin{CompactItemize}
Index: doc/latex/annotated.tex
===================================================================
--- doc/latex/annotated.tex (revision 33)
+++ doc/latex/annotated.tex (revision 37)
@@ -4,4 +4,5 @@
 \item\contentsline{section}{{\bf BM} (Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities )}{\pageref{classBM}}{}
 \item\contentsline{section}{{\bf BMcond} (Conditional Bayesian Filter )}{\pageref{classBMcond}}{}
+\item\contentsline{section}{{\bf chmat} (Symmetric matrix stored in square root decomposition using upper cholesky )}{\pageref{classchmat}}{}
 \item\contentsline{section}{{\bf constfn} (Class representing function \$f(x) = a\$, here rv is empty )}{\pageref{classconstfn}}{}
 \item\contentsline{section}{{\bf diffbifn} (Class representing a differentiable function of two variables \$f(x,u)\$ )}{\pageref{classdiffbifn}}{}
@@ -20,4 +21,5 @@
 \item\contentsline{section}{{\bf IMpmsm} (State evolution model for a PMSM drive and its derivative with respect to \$x\$ )}{\pageref{classIMpmsm}}{}
 \item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form )}{\pageref{classKalman}}{}
+\item\contentsline{section}{{\bf KalmanCh} (\doxyref{Kalman}{p.}{classKalman} filter in square root form )}{\pageref{classKalmanCh}}{}
 \item\contentsline{section}{{\bf KalmanFull} (Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! )}{\pageref{classKalmanFull}}{}
 \item\contentsline{section}{{\bf KFcondQR} (\doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q )}{\pageref{classKFcondQR}}{}
Index: doc/latex/libKF_8h__incl.md5
===================================================================
--- doc/latex/libKF_8h__incl.md5 (revision 30)
+++ doc/latex/libKF_8h__incl.md5 (revision 37)
@@ -1,1 +1,1 @@
-09b5a7b19b7e4b952b7a2ad234f3b89e
+c045c8ad09e14cb7f55d16d4592ec7c4
Index: doc/latex/classchmat.tex
===================================================================
--- doc/latex/classchmat.tex (revision 37)
+++ doc/latex/classchmat.tex (revision 37)
@@ -0,0 +1,140 @@
+\section{chmat Class Reference}
+\label{classchmat}\index{chmat@{chmat}}
+Symmetric matrix stored in square root decomposition using upper cholesky.  
+
+
+{\tt \#include $<$chmat.h$>$}
+
+Inheritance diagram for chmat:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[width=45pt]{classchmat__inherit__graph}
+\end{center}
+\end{figure}
+Collaboration diagram for chmat:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[width=45pt]{classchmat__coll__graph}
+\end{center}
+\end{figure}
+\subsection*{Public Member Functions}
+\begin{CompactItemize}
+\item 
+virtual void {\bf opupdt} (const vec \&v, double w)
+\item 
+virtual mat {\bf to\_\-mat} ()\label{classchmat_a37e2c726e4fc3ad50b26ac2ca6c1452}
+
+\begin{CompactList}\small\item\em Conversion to full matrix. \item\end{CompactList}\item 
+virtual 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 
+virtual 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 
+virtual double {\bf logdet} () const \label{classchmat_b504ca818203b13e667cb3c503980382}
+
+\begin{CompactList}\small\item\em Logarithm of a determinant. \item\end{CompactList}\item 
+virtual vec {\bf sqrt\_\-mult} (const vec \&v) const 
+\begin{CompactList}\small\item\em Multiplies square root of \$V\$ by vector \$x\$. \item\end{CompactList}\item 
+virtual double {\bf qform} (const vec \&v) const \label{classchmat_6807737c7ffdb7041256b51db7592248}
+
+\begin{CompactList}\small\item\em Evaluates quadratic form \$x= v'$\ast$V$\ast$v\$;. \item\end{CompactList}\item 
+virtual void {\bf clear} ()\label{classchmat_d0a995d312ecc11d3b43693f5e224ba9}
+
+\begin{CompactList}\small\item\em Clearing matrix so that it corresponds to zeros. \item\end{CompactList}\item 
+virtual void \textbf{inv} (mat \&Inv)\label{classchmat_9875dc244d23ccec039fd2e5447a9cf7}
+
+\item 
+virtual void \textbf{inv} ({\bf chmat} \&Inv)\label{classchmat_465a895ce060429a35ee451182aa546a}
+
+\item 
+virtual {\bf $\sim$chmat} ()\label{classchmat_ba62fbf7cb8e065a4f3d24457824e89b}
+
+\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
+{\bf chmat} (const int dim0)\label{classchmat_fdd73b0c596161637fd25bdf2c670c39}
+
+\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
+{\bf chmat} (const mat \&M)\label{classchmat_8334a00f30f0a05f893c2aeec395ef10}
+
+\begin{CompactList}\small\item\em Default constructor (m3k:cholform). \item\end{CompactList}\item 
+mat \& {\bf \_\-Ch} ()\label{classchmat_9c50d31c999d85d8e9d8cf2b69b6ac8c}
+
+\begin{CompactList}\small\item\em Access function. \item\end{CompactList}\item 
+int {\bf cols} () const \label{classsqmat_ecc2e2540f95a04f4449842588170f5b}
+
+\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\item 
+int {\bf rows} () const \label{classsqmat_071e80ced9cc3b8cbb360fa7462eb646}
+
+\begin{CompactList}\small\item\em Reimplementing common functions of mat: \doxyref{cols()}{p.}{classsqmat_ecc2e2540f95a04f4449842588170f5b}. \item\end{CompactList}\end{CompactItemize}
+\subsection*{Protected Attributes}
+\begin{CompactItemize}
+\item 
+mat {\bf Ch}\label{classchmat_95158bb150f5e7f939168abcd577fd9c}
+
+\begin{CompactList}\small\item\em Upper chollesky triangle of the matrix. \item\end{CompactList}\item 
+int {\bf dim}\label{classsqmat_0abed904bdc0882373ba9adba919689d}
+
+\begin{CompactList}\small\item\em dimension of the square matrix \item\end{CompactList}\end{CompactItemize}
+
+
+\subsection{Detailed Description}
+Symmetric matrix stored in square root decomposition using upper cholesky. 
+
+This matrix represent \$A=Ch Ch'\$ where only the upper triangle is stored; 
+
+\subsection{Member Function Documentation}
+\index{chmat@{chmat}!opupdt@{opupdt}}
+\index{opupdt@{opupdt}!chmat@{chmat}}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::opupdt (const vec \& {\em v}, double {\em w})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_bbc2d98d7455b1f38828907d442836bf}
+
+
+Perfroms a rank-1 update by outer product of vectors: \$V = V + w v v'\$. \begin{Desc}
+\item[Parameters:]
+\begin{description}
+\item[{\em v}]Vector forming the outer product to be added \item[{\em w}]weight of updating; can be negative\end{description}
+\end{Desc}
+BLAS-2b operation. 
+
+Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_b223484796661f2dadb5607a86ce0581}.\index{chmat@{chmat}!mult_sym@{mult\_\-sym}}
+\index{mult_sym@{mult\_\-sym}!chmat@{chmat}}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_66f509f92b0ccf020e2a2a32566e0777}
+
+
+Inplace symmetric multiplication by a SQUARE 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_60fbbfa9e483b8187c135f787ee53afa}.\index{chmat@{chmat}!mult_sym_t@{mult\_\-sym\_\-t}}
+\index{mult_sym_t@{mult\_\-sym\_\-t}!chmat@{chmat}}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void chmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt  [virtual]}}\label{classchmat_07f50d1332b901eee962e8b1913102f7}
+
+
+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{chmat@{chmat}!sqrt_mult@{sqrt\_\-mult}}
+\index{sqrt_mult@{sqrt\_\-mult}!chmat@{chmat}}
+\subsubsection{\setlength{\rightskip}{0pt plus 5cm}vec chmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt  [inline, virtual]}}\label{classchmat_b22aa239dbaca33e3fb93b4f674d7051}
+
+
+Multiplies square root of \$V\$ by vector \$x\$. 
+
+Used e.g. in generating normal samples. 
+
+Implements {\bf sqmat} \doxyref{}{p.}{classsqmat_6b79438b5d7544a9c8e110a145355d8f}.
+
+The documentation for this class was generated from the following files:\begin{CompactItemize}
+\item 
+work/mixpp/bdm/math/{\bf chmat.h}\item 
+work/mixpp/bdm/math/chmat.cpp\end{CompactItemize}
Index: doc/latex/chmat_8h__incl.md5
===================================================================
--- doc/latex/chmat_8h__incl.md5 (revision 37)
+++ doc/latex/chmat_8h__incl.md5 (revision 37)
@@ -0,0 +1,1 @@
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Index: doc/latex/hierarchy.tex
===================================================================
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 \item \contentsline{section}{KFcondR}{\pageref{classKFcondR}}{}
 \end{CompactList}
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 \item \contentsline{section}{PF}{\pageref{classPF}}{}
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 \item \contentsline{section}{sqmat}{\pageref{classsqmat}}{}
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 \item \contentsline{section}{fsqmat}{\pageref{classfsqmat}}{}
 \item \contentsline{section}{ldmat}{\pageref{classldmat}}{}
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Index: doc/latex/classepdf__inherit__graph.md5
===================================================================
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@@ -1,1 +1,1 @@
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Index: doc/latex/classchmat__coll__graph.md5
===================================================================
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+++ doc/latex/classchmat__coll__graph.md5 (revision 37)
@@ -0,0 +1,1 @@
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Index: doc/latex/classepdf.tex
===================================================================
--- doc/latex/classepdf.tex (revision 33)
+++ doc/latex/classepdf.tex (revision 37)
@@ -67,5 +67,5 @@
 Returns a sample from the density, $x \sim epdf(rv)$ 
 
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+Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, and {\bf enorm$<$ chmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}.
 
 The documentation for this class was generated from the following file:\begin{CompactItemize}
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Index: doc/latex/libKF_8h.tex
===================================================================
--- doc/latex/libKF_8h.tex (revision 33)
+++ doc/latex/libKF_8h.tex (revision 37)
@@ -6,4 +6,5 @@
 {\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par
 {\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par
+{\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par
 
 
@@ -12,5 +13,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=203pt]{libKF_8h__incl}
+\includegraphics[width=196pt]{libKF_8h__incl}
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 \end{figure}
@@ -22,4 +23,6 @@
 class {\bf Kalman$<$ sq\_\-T $>$}
 \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item 
+class {\bf KalmanCh}
+\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter in square root form. \item\end{CompactList}\item 
 class {\bf EKF$<$ sq\_\-T $>$}
 \begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\item 
Index: doc/latex/libDC_8h__dep__incl.md5
===================================================================
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Index: doc/latex/refman.tex
===================================================================
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@@ -21,5 +21,5 @@
 {\large Generated by Doxygen 1.5.3}\\
 \vspace*{0.5cm}
-{\small Wed Mar 5 15:40:00 2008}\\
+{\small Wed Mar 12 16:15:44 2008}\\
 \end{center}
 \end{titlepage}
@@ -41,4 +41,5 @@
 \include{classBM}
 \include{classBMcond}
+\include{classchmat}
 \include{classconstfn}
 \include{classdiffbifn}
@@ -57,4 +58,5 @@
 \include{classIMpmsm}
 \include{classKalman}
+\include{classKalmanCh}
 \include{classKalmanFull}
 \include{classKFcondQR}
@@ -75,4 +77,5 @@
 \input{libKF_8h}
 \include{libPF_8h}
+\include{chmat_8h}
 \include{libDC_8h}
 \include{libBM_8h}
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Index: doc/latex/classBM.tex
===================================================================
--- doc/latex/classBM.tex (revision 33)
+++ doc/latex/classBM.tex (revision 37)
@@ -10,5 +10,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=168pt]{classBM__inherit__graph}
+\includegraphics[width=192pt]{classBM__inherit__graph}
 \end{center}
 \end{figure}
@@ -75,5 +75,5 @@
 
 
-Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, and {\bf EKF$<$ ldmat $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}.
+Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf KalmanCh} \doxyref{}{p.}{classKalmanCh_cca758192846940409822b9bd778d4e1}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, and {\bf EKF$<$ ldmat $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}.
 
 The documentation for this class was generated from the following file:\begin{CompactItemize}
Index: doc/latex/chmat_8h.tex
===================================================================
--- doc/latex/chmat_8h.tex (revision 37)
+++ doc/latex/chmat_8h.tex (revision 37)
@@ -0,0 +1,39 @@
+\section{work/mixpp/bdm/math/chmat.h File Reference}
+\label{chmat_8h}\index{work/mixpp/bdm/math/chmat.h@{work/mixpp/bdm/math/chmat.h}}
+Matrices in decomposed forms (LDL', LU, UDU', etc). 
+
+{\tt \#include $<$itpp/itbase.h$>$}\par
+{\tt \#include \char`\"{}libDC.h\char`\"{}}\par
+
+
+Include dependency graph for chmat.h:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[width=106pt]{chmat_8h__incl}
+\end{center}
+\end{figure}
+
+
+This graph shows which files directly or indirectly include this file:\nopagebreak
+\begin{figure}[H]
+\begin{center}
+\leavevmode
+\includegraphics[width=106pt]{chmat_8h__dep__incl}
+\end{center}
+\end{figure}
+\subsection*{Classes}
+\begin{CompactItemize}
+\item 
+class {\bf chmat}
+\begin{CompactList}\small\item\em Symmetric matrix stored in square root decomposition using upper cholesky. \item\end{CompactList}\end{CompactItemize}
+
+
+\subsection{Detailed Description}
+Matrices in decomposed forms (LDL', LU, UDU', etc). 
+
+\begin{Desc}
+\item[Author:]Vaclav Smidl.\end{Desc}
+----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
+
+Using IT++ for numerical operations ----------------------------------- 
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Index: doc/latex/libDC_8h.tex
===================================================================
--- doc/latex/libDC_8h.tex (revision 33)
+++ doc/latex/libDC_8h.tex (revision 37)
@@ -19,5 +19,5 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=191pt]{libDC_8h__dep__incl}
+\includegraphics[width=232pt]{libDC_8h__dep__incl}
 \end{center}
 \end{figure}
@@ -31,4 +31,13 @@
 class {\bf ldmat}
 \begin{CompactList}\small\item\em Matrix stored in LD form, (typically known as UD). \item\end{CompactList}\end{CompactItemize}
+\subsection*{Functions}
+\begin{CompactItemize}
+\item 
+void {\bf dydr} (double $\ast$r, double $\ast$f, double $\ast$Dr, double $\ast$Df, double $\ast$R, int jl, int jh, double $\ast$kr, int m, int mx)\label{libDC_8h_4ed56e73b49db8e7f4a63fa926a8dca4}
+
+\begin{CompactList}\small\item\em Auxiliary function dydr; dyadic reduction. \item\end{CompactList}\item 
+mat {\bf ltuinv} (const mat \&L)\label{libDC_8h_6715d039e6d5d97005cf9e2522dfa474}
+
+\begin{CompactList}\small\item\em Auxiliary function ltuinv; inversion of a triangular matrix;. \item\end{CompactList}\end{CompactItemize}
 
 
Index: doc/latex/chmat_8h__dep__incl.eps
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