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# work/mixpp/bdm/math/libDC.h

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    00001
    00013 #ifndef DC_H
    00014 #define DC_H
    00015
    00016 #include <itpp/itbase.h>
    00017
    00018 using namespace itpp;
    00019
    00021 void dydr( double * r, double *f, double *Dr, double *Df, double *R, int jl, int jh, double *kr, int m, int mx );
    00022
    00024 //TODO can be done via: dtrtri.f from lapack
    00025 mat ltuinv( const mat &L );
    00026
    00031 class sqmat
    00032 {
    00033         public:
    00041                 virtual void opupdt ( const vec &v, double w ) =0;
    00042
    00046                 virtual mat to_mat() =0;
    00047
    00051                 virtual void mult_sym ( const mat &C ) =0;
    00052
    00056                 virtual void mult_sym_t ( const mat &C ) =0;
    00057
    00058
    00063                 virtual double logdet() const =0;
    00064
    00070                 virtual vec sqrt_mult (const vec &v ) const =0;
    00071
    00076                 virtual double qform (const vec &v ) const =0;
    00077
    00078 //      //! easy version of the
    00079 //      sqmat inv();
    00080
    00082                 virtual void clear() =0;
    00083
    00085                 int cols() const {return dim;};
    00086
    00088                 int rows() const {return dim;};
    00089
    00091                 virtual ~sqmat(){};
    00093                 sqmat(const int dim0): dim(dim0){};
    00094         protected:
    00096                 int dim;
    00097 };
    00098
    00099
    00104 class fsqmat: public sqmat
    00105 {
    00106         protected:
    00108                 mat M;
    00109         public:
    00110                 void opupdt ( const vec &v, double w );
    00111                 mat to_mat() ;
    00112                 void mult_sym ( const mat &C);
    00113                 void mult_sym_t ( const mat &C);
    00115                 void mult_sym ( const mat &C, fsqmat &U) const;
    00117                 void mult_sym_t ( const mat &C, fsqmat &U) const;
    00118                 void clear();
    00119
    00121                 fsqmat(); // mat will be initialized OK
    00123                 fsqmat(const int dim0); // mat will be initialized OK
    00125                 fsqmat ( const mat &M );
    00126
    00128                 virtual ~fsqmat(){};
    00129
    00130
    00136                 virtual void inv ( fsqmat &Inv );
    00137
    00138                 double logdet() const {return log ( det ( M ) );};
    00139                 double qform (const  vec &v ) const {return ( v* ( M*v ) );};
    00140                 vec sqrt_mult (const vec &v ) const {it_error ( "not implemented" );return v;};
    00141
    00143                 fsqmat& operator += ( const fsqmat &A ) {M+=A.M;return *this;};
    00145                 fsqmat& operator -= ( const fsqmat &A ) {M-=A.M;return *this;};
    00147                 fsqmat& operator *= ( double x ) {M*=x;return *this;};
    00148 //              fsqmat& operator = ( const fsqmat &A) {M=A.M; return *this;};
    00150                 friend std::ostream &operator<< ( std::ostream &os, const fsqmat &sq );
    00151
    00152 };
    00153
    00159 class ldmat: sqmat
    00160 {
    00161         public:
    00162
    00164                 ldmat ( const mat &L, const vec &D );
    00166                 ldmat (const mat &V );
    00168                 ldmat ( vec D0 );
    00170                 ldmat ();
    00172                 ldmat(const int dim0);
    00173
    00175                 virtual ~ldmat(){};
    00176
    00177                 // Reimplementation of compulsory operatios
    00178
    00179                 void opupdt ( const vec &v, double w );
    00180                 mat to_mat();
    00181                 void mult_sym ( const mat &C);
    00182                 void mult_sym_t ( const mat &C);
    00184                 void add ( const ldmat &ld2, double w=1.0 );
    00185                 double logdet() const;
    00186                 double qform (const vec &v ) const;
    00187 //      sqmat& operator -= ( const sqmat & ld2 );
    00188                 void clear();
    00189                 int cols() const;
    00190                 int rows() const;
    00191                 vec sqrt_mult ( const vec &v ) const;
    00192
    00196                 virtual void inv ( ldmat &Inv ) const;
    00197
    00202                 void mult_sym ( const mat &C, ldmat &U) const;
    00203
    00208                 void mult_sym_t ( const mat &C, ldmat &U) const;
    00209
    00210
    00217                 void ldform (const mat &A,const vec &D0 );
    00218
    00220                 void setD (const vec &nD){D=nD;}
    00222                 void setD (const vec &nD, int i){D.replace_mid(i,nD);} //Fixme can be more general
    00224                 void setL (const vec &nL){L=nL;}
    00225
    00227                 ldmat& operator += ( const ldmat &ldA );
    00229                 ldmat& operator -= ( const ldmat &ldA );
    00231                 ldmat& operator *= ( double x );
    00232
    00234                 friend std::ostream &operator<< ( std::ostream &os, const ldmat &sq );
    00235
    00236
    00237         protected:
    00239                 vec D;
    00241                 mat L;
    00242
    00243 };
    00244
    00245
    00248 inline ldmat& ldmat::operator += ( const ldmat &ldA )  {this->add ( ldA );return *this;}
    00250 inline ldmat& ldmat::operator -= ( const ldmat &ldA )  {this->add ( ldA,-1.0 );return *this;}
    00252 inline int ldmat::cols() const {return dim;}
    00254 inline int ldmat::rows() const {return dim;}
    00255
    00256 #endif // DC_H