#include <chmat.h>


Public Member Functions | |
| virtual void | opupdt (const vec &v, double w) |
| virtual mat | to_mat () |
| Conversion to full matrix. | |
| virtual void | mult_sym (const mat &C) |
| Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. | |
| virtual void | mult_sym_t (const mat &C) |
| Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. | |
| virtual double | logdet () const |
| Logarithm of a determinant. | |
| virtual vec | sqrt_mult (const vec &v) const |
| Multiplies square root of $V$ by vector $x$. | |
| virtual double | qform (const vec &v) const |
| Evaluates quadratic form $x= v'*V*v$;. | |
| virtual void | clear () |
| Clearing matrix so that it corresponds to zeros. | |
| virtual void | inv (mat &Inv) |
| virtual void | inv (chmat &Inv) |
| virtual | ~chmat () |
| Destructor for future use;. | |
| chmat (const int dim0) | |
| Default constructor. | |
| chmat (const mat &M) | |
| Default constructor (m3k:cholform). | |
| mat & | _Ch () |
| Access function. | |
| int | cols () const |
| Reimplementing common functions of mat: cols(). | |
| int | rows () const |
| Reimplementing common functions of mat: cols(). | |
Protected Attributes | |
| mat | Ch |
| Upper chollesky triangle of the matrix. | |
| int | dim |
| dimension of the square matrix | |
This matrix represent $A=Ch Ch'$ where only the upper triangle is stored;
| void chmat::opupdt | ( | const vec & | v, | |
| double | w | |||
| ) | [virtual] |
Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$.
| v | Vector forming the outer product to be added | |
| w | weight of updating; can be negative |
Implements sqmat.
| void chmat::mult_sym | ( | const mat & | C | ) | [virtual] |
Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
| C | multiplying matrix, |
Implements sqmat.
| void chmat::mult_sym_t | ( | const mat & | C | ) | [virtual] |
Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.
| C | multiplying matrix, |
Implements sqmat.
| vec chmat::sqrt_mult | ( | const vec & | v | ) | const [inline, virtual] |
Multiplies square root of $V$ by vector $x$.
Used e.g. in generating normal samples.
Implements sqmat.
1.5.3