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    53<title>mixpp: chmat.h Source File</title> 
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    6966<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define CHMAT_H</span> 
    7067<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    71 <a name="l00016"></a>00016 <span class="preprocessor">#include &quot;../bdmerror.h&quot;</span> 
    72 <a name="l00017"></a>00017 <span class="preprocessor">#include &quot;<a class="code" href="square__mat_8h.html" title="Matrices in decomposed forms (LDL&amp;#39;, LU, UDU&amp;#39;, etc).">square_mat.h</a>&quot;</span> 
     68<a name="l00016"></a>00016 <span class="preprocessor">#include "../bdmerror.h"</span> 
     69<a name="l00017"></a>00017 <span class="preprocessor">#include "<a class="code" href="square__mat_8h.html" title="Matrices in decomposed forms (LDL&amp;#39;, LU, UDU&amp;#39;, etc).">square_mat.h</a>"</span> 
    7370<a name="l00018"></a>00018  
    7471<a name="l00019"></a>00019 <span class="keyword">namespace </span>bdm 
    … …  
    7774<a name="l00027"></a><a class="code" href="classbdm_1_1chmat.html">00027</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> { 
    7875<a name="l00028"></a>00028 <span class="keyword">protected</span>: 
    79 <a name="l00030"></a><a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223">00030</a>         mat <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
     76<a name="l00030"></a><a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223">00030</a>         mat <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
    8077<a name="l00031"></a>00031 <span class="keyword">public</span>: 
    8178<a name="l00032"></a>00032  
    82 <a name="l00033"></a>00033         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#abea30d9ae395363e5aef36f6359b15fd">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
    83 <a name="l00034"></a>00034         mat <a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>; 
    84 <a name="l00035"></a>00035         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a832d1a18bbf33ee7681adf01d5d08e21" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ); 
    85 <a name="l00036"></a>00036         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a832d1a18bbf33ee7681adf01d5d08e21" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C , <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;U ) <span class="keyword">const</span>; 
    86 <a name="l00037"></a>00037         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a7a4f54f1ea8b802f318de77a78f6ddb0" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ); 
    87 <a name="l00038"></a>00038         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a7a4f54f1ea8b802f318de77a78f6ddb0" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;U ) <span class="keyword">const</span>; 
    88 <a name="l00039"></a>00039         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>; 
    89 <a name="l00040"></a>00040         vec <a class="code" href="classbdm_1_1chmat.html#aec8d3a1cbf3b50183f246a858663c92d" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
    90 <a name="l00041"></a>00041         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#a6e0aee9691909602d341fe5ebd1f1ca8" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
    91 <a name="l00042"></a>00042         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#a3ac8d00a14a22a21760a8374fe5c5757" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
    92 <a name="l00043"></a>00043         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#abc753cb54aa8946ce41d95e82fc148b5" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
    93 <a name="l00045"></a><a class="code" href="classbdm_1_1chmat.html#a6b3d5b772f791fc7c5df544a418278c7">00045</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2, <span class="keywordtype">double</span> w = 1.0 ) { 
    94 <a name="l00046"></a>00046                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> == A2.<a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, <span class="stringliteral">&quot;Matrices of unequal dimension&quot;</span> ); 
    95 <a name="l00047"></a>00047                 mat pre = concat_vertical ( <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>, sqrt ( w ) * A2.<a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ); 
     79<a name="l00033"></a>00033         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#bea30d9ae395363e5aef36f6359b15fd">opupdt</a> ( <span class="keyword">const</span> vec &amp;v, <span class="keywordtype">double</span> w ); 
     80<a name="l00034"></a>00034         mat <a class="code" href="classbdm_1_1chmat.html#4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() <span class="keyword">const</span>; 
     81<a name="l00035"></a>00035         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#832d1a18bbf33ee7681adf01d5d08e21" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C ); 
     82<a name="l00036"></a>00036         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#832d1a18bbf33ee7681adf01d5d08e21" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &amp;C , <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;U ) <span class="keyword">const</span>; 
     83<a name="l00037"></a>00037         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#7a4f54f1ea8b802f318de77a78f6ddb0" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C ); 
     84<a name="l00038"></a>00038         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#7a4f54f1ea8b802f318de77a78f6ddb0" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &amp;C, <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;U ) <span class="keyword">const</span>; 
     85<a name="l00039"></a>00039         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>; 
     86<a name="l00040"></a>00040         vec <a class="code" href="classbdm_1_1chmat.html#ec8d3a1cbf3b50183f246a858663c92d" title="Multiplies square root of  by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
     87<a name="l00041"></a>00041         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#6e0aee9691909602d341fe5ebd1f1ca8" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
     88<a name="l00042"></a>00042         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1chmat.html#3ac8d00a14a22a21760a8374fe5c5757" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span> vec &amp;v ) <span class="keyword">const</span>; 
     89<a name="l00043"></a>00043         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#bc753cb54aa8946ce41d95e82fc148b5" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); 
     90<a name="l00045"></a><a class="code" href="classbdm_1_1chmat.html#6b3d5b772f791fc7c5df544a418278c7">00045</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2, <span class="keywordtype">double</span> w = 1.0 ) { 
     91<a name="l00046"></a>00046                 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> == A2.<a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, <span class="stringliteral">"Matrices of unequal dimension"</span> ); 
     92<a name="l00047"></a>00047                 mat pre = concat_vertical ( <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>, sqrt ( w ) * A2.<a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ); 
    9693<a name="l00048"></a>00048                 mat post = zeros ( pre.rows(), pre.cols() ); 
    9794<a name="l00049"></a>00049                 <span class="keywordflow">if</span> ( !qr ( pre, post ) ) { 
    98 <a name="l00050"></a>00050                         <a class="code" href="bdmerror_8h.html#a59c5a63b3878ebcd6cc952fc2b47191c" title="Display a warning message.">bdm_warning</a> ( <span class="stringliteral">&quot;Unstable QR in chmat add&quot;</span> ); 
     95<a name="l00050"></a>00050                         <a class="code" href="bdmerror_8h.html#59c5a63b3878ebcd6cc952fc2b47191c" title="Display a warning message.">bdm_warning</a> ( <span class="stringliteral">"Unstable QR in chmat add"</span> ); 
    9996<a name="l00051"></a>00051                 } 
    100 <a name="l00052"></a>00052                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = post ( 0, <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> - 1, 0, <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> - 1 ); 
     97<a name="l00052"></a>00052                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = post ( 0, <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> - 1, 0, <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> - 1 ); 
    10198<a name="l00053"></a>00053         }; 
    102 <a name="l00055"></a><a class="code" href="classbdm_1_1chmat.html#acbf3389db96dff41fb2e9532d59b13c0">00055</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#acbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> ( <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Inv )<span class="keyword"> const   </span>{ 
    103 <a name="l00056"></a>00056                 ( Inv.<a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ) = itpp::inv ( <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ).T(); 
     99<a name="l00055"></a><a class="code" href="classbdm_1_1chmat.html#cbf3389db96dff41fb2e9532d59b13c0">00055</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#cbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> ( <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Inv )<span class="keyword"> const   </span>{ 
     100<a name="l00056"></a>00056                 ( Inv.<a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ) = itpp::inv ( <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ).T(); 
    104101<a name="l00057"></a>00057         }; <span class="comment">//Fixme: can be more efficient</span> 
    105102<a name="l00058"></a>00058         ; 
    106103<a name="l00059"></a>00059 <span class="comment">//      void inv ( mat &amp;Inv );</span> 
    107104<a name="l00060"></a>00060  
    108 <a name="l00062"></a><a class="code" href="classbdm_1_1chmat.html#aa888e866a163bffe94b51e58af65901b">00062</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1chmat.html#aa888e866a163bffe94b51e58af65901b" title="Destructor for future use;.">~chmat</a>() {}; 
    109 <a name="l00064"></a>00064         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> (), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( ) {}; 
    110 <a name="l00066"></a><a class="code" href="classbdm_1_1chmat.html#a947c52c64022ef364d8ef17c94a65ef1">00066</a>         <a class="code" href="classbdm_1_1chmat.html#a947c52c64022ef364d8ef17c94a65ef1" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( dim0, dim0 ) {}; 
    111 <a name="l00068"></a><a class="code" href="classbdm_1_1chmat.html#aae4dd65ff29d7d951b18903b100bd39d">00068</a>         <a class="code" href="classbdm_1_1chmat.html#aae4dd65ff29d7d951b18903b100bd39d" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> vec &amp;v ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( v.length() ), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( diag ( sqrt ( v ) ) ) {}; 
    112 <a name="l00070"></a><a class="code" href="classbdm_1_1chmat.html#a57513fca80f91194faf90297f2ab2b24">00070</a>         <a class="code" href="classbdm_1_1chmat.html#a57513fca80f91194faf90297f2ab2b24" title="Copy constructor.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Ch0 ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( Ch0.<a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( Ch0.<a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, Ch0.<a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ) { 
    113 <a name="l00071"></a>00071                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = Ch0.<a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
     105<a name="l00062"></a><a class="code" href="classbdm_1_1chmat.html#a888e866a163bffe94b51e58af65901b">00062</a>         <span class="keyword">virtual</span> <a class="code" href="classbdm_1_1chmat.html#a888e866a163bffe94b51e58af65901b" title="Destructor for future use;.">~chmat</a>() {}; 
     106<a name="l00064"></a>00064         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> ( ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> (), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( ) {}; 
     107<a name="l00066"></a><a class="code" href="classbdm_1_1chmat.html#947c52c64022ef364d8ef17c94a65ef1">00066</a>         <a class="code" href="classbdm_1_1chmat.html#947c52c64022ef364d8ef17c94a65ef1" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( dim0, dim0 ) {}; 
     108<a name="l00068"></a><a class="code" href="classbdm_1_1chmat.html#ae4dd65ff29d7d951b18903b100bd39d">00068</a>         <a class="code" href="classbdm_1_1chmat.html#ae4dd65ff29d7d951b18903b100bd39d" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> vec &amp;v ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( v.length() ), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( diag ( sqrt ( v ) ) ) {}; 
     109<a name="l00070"></a><a class="code" href="classbdm_1_1chmat.html#57513fca80f91194faf90297f2ab2b24">00070</a>         <a class="code" href="classbdm_1_1chmat.html#57513fca80f91194faf90297f2ab2b24" title="Copy constructor.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;Ch0 ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( Ch0.<a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( Ch0.<a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, Ch0.<a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> ) { 
     110<a name="l00071"></a>00071                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = Ch0.<a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
    114111<a name="l00072"></a>00072         } 
    115112<a name="l00073"></a>00073  
    116 <a name="l00075"></a><a class="code" href="classbdm_1_1chmat.html#a796ee52e1343bc53d278f17c55bb1cc7">00075</a>         <a class="code" href="classbdm_1_1chmat.html#a796ee52e1343bc53d278f17c55bb1cc7" title="Default constructor (m3k:cholform).">chmat</a> ( <span class="keyword">const</span> mat &amp;M ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>() ), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( M.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(), M.<a class="code" href="classbdm_1_1sqmat.html#a445ef762cf5d2d6cfdf53c72942363cf" title="Reimplementing common functions of mat: cols().">cols</a>() ) { 
     113<a name="l00075"></a><a class="code" href="classbdm_1_1chmat.html#796ee52e1343bc53d278f17c55bb1cc7">00075</a>         <a class="code" href="classbdm_1_1chmat.html#796ee52e1343bc53d278f17c55bb1cc7" title="Default constructor (m3k:cholform).">chmat</a> ( <span class="keyword">const</span> mat &amp;M ) : <a class="code" href="classbdm_1_1sqmat.html" title="Abstract class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>() ), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( M.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(), M.<a class="code" href="classbdm_1_1sqmat.html#445ef762cf5d2d6cfdf53c72942363cf" title="Reimplementing common functions of mat: cols().">cols</a>() ) { 
    117114<a name="l00076"></a>00076                 mat Q; 
    118 <a name="l00077"></a>00077                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( M.rows() == M.cols(), <span class="stringliteral">&quot;chmat:: input matrix must be square!&quot;</span> ); 
    119 <a name="l00078"></a>00078                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = chol ( M ); 
     115<a name="l00077"></a>00077                 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( M.rows() == M.cols(), <span class="stringliteral">"chmat:: input matrix must be square!"</span> ); 
     116<a name="l00078"></a>00078                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = chol ( M ); 
    120117<a name="l00079"></a>00079         } 
    121118<a name="l00080"></a>00080  
    122 <a name="l00085"></a><a class="code" href="classbdm_1_1chmat.html#a3c4e675e7efd91f78faa3dcf23aec153">00085</a>         <a class="code" href="classbdm_1_1chmat.html#a3c4e675e7efd91f78faa3dcf23aec153">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;M, <span class="keyword">const</span> ivec &amp;perm ) { 
    123 <a name="l00086"></a>00086                 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">&quot;not implemented&quot;</span> ); 
     119<a name="l00085"></a><a class="code" href="classbdm_1_1chmat.html#3c4e675e7efd91f78faa3dcf23aec153">00085</a>         <a class="code" href="classbdm_1_1chmat.html#3c4e675e7efd91f78faa3dcf23aec153">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;M, <span class="keyword">const</span> ivec &amp;perm ) { 
     120<a name="l00086"></a>00086                 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"not implemented"</span> ); 
    124121<a name="l00087"></a>00087         } 
    125122<a name="l00088"></a>00088  
    126 <a name="l00090"></a><a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5">00090</a>         mat &amp; <a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() { 
    127 <a name="l00091"></a>00091                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
     123<a name="l00090"></a><a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5">00090</a>         mat &amp; <a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() { 
     124<a name="l00091"></a>00091                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
    128125<a name="l00092"></a>00092         } 
    129 <a name="l00094"></a><a class="code" href="classbdm_1_1chmat.html#a3e9e137c1a6f46d13c2b6790cfddaa92">00094</a>         <span class="keyword">const</span> mat &amp; <a class="code" href="classbdm_1_1chmat.html#a3e9e137c1a6f46d13c2b6790cfddaa92" title="Access function.">_Ch</a>()<span class="keyword"> const </span>{ 
    130 <a name="l00095"></a>00095                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
     126<a name="l00094"></a><a class="code" href="classbdm_1_1chmat.html#3e9e137c1a6f46d13c2b6790cfddaa92">00094</a>         <span class="keyword">const</span> mat &amp; <a class="code" href="classbdm_1_1chmat.html#3e9e137c1a6f46d13c2b6790cfddaa92" title="Access function.">_Ch</a>()<span class="keyword"> const </span>{ 
     127<a name="l00095"></a>00095                 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>; 
    131128<a name="l00096"></a>00096         } 
    132 <a name="l00098"></a><a class="code" href="classbdm_1_1chmat.html#ab192df5b54b173ba9bc6922ee9983bc9">00098</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#ab192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD ) { 
    133 <a name="l00099"></a>00099                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = diag ( sqrt ( nD ) ); 
     129<a name="l00098"></a><a class="code" href="classbdm_1_1chmat.html#b192df5b54b173ba9bc6922ee9983bc9">00098</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#b192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD ) { 
     130<a name="l00099"></a>00099                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = diag ( sqrt ( nD ) ); 
    134131<a name="l00100"></a>00100         } 
    135 <a name="l00102"></a><a class="code" href="classbdm_1_1chmat.html#ab8fd18754b0e5e0463f818cd16c710c8">00102</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#ab8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( <span class="keyword">const</span> vec &amp;chQ ) { 
    136 <a name="l00103"></a>00103                 <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( chQ.length() == <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> * <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, <span class="stringliteral">&quot;wrong length&quot;</span> ); 
    137 <a name="l00104"></a>00104                 copy_vector ( dim*dim, chQ._data(), <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>._data() ); 
     132<a name="l00102"></a><a class="code" href="classbdm_1_1chmat.html#b8fd18754b0e5e0463f818cd16c710c8">00102</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#b8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( <span class="keyword">const</span> vec &amp;chQ ) { 
     133<a name="l00103"></a>00103                 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( chQ.length() == <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> * <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a>, <span class="stringliteral">"wrong length"</span> ); 
     134<a name="l00104"></a>00104                 copy_vector ( dim*dim, chQ._data(), <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>._data() ); 
    138135<a name="l00105"></a>00105         } 
    139136<a name="l00106"></a>00106  
    140 <a name="l00108"></a><a class="code" href="classbdm_1_1chmat.html#a18f4b97bde650086fe5e3d9461a13514">00108</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#a18f4b97bde650086fe5e3d9461a13514" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) { 
     137<a name="l00108"></a><a class="code" href="classbdm_1_1chmat.html#18f4b97bde650086fe5e3d9461a13514">00108</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1chmat.html#18f4b97bde650086fe5e3d9461a13514" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &amp;nD, <span class="keywordtype">int</span> i ) { 
    141138<a name="l00109"></a>00109                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j = i; j &lt; nD.length(); j++ ) { 
    142 <a name="l00110"></a>00110                         <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( j, j ) = sqrt ( nD ( j - i ) );    <span class="comment">//Fixme can be more general</span> 
     139<a name="l00110"></a>00110                         <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> ( j, j ) = sqrt ( nD ( j - i ) );    <span class="comment">//Fixme can be more general</span> 
    143140<a name="l00111"></a>00111                 } 
    144141<a name="l00112"></a>00112         } 
    145142<a name="l00113"></a>00113  
    146 <a name="l00115"></a>00115         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#a029a0997afc656fde0c73bbf7724aca9" title="Operators.">operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2 ); 
    147 <a name="l00116"></a>00116         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#af1d0180fb795d38b8c352df2686ec5ba" title="mapping of negative add operation to operators">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2 ); 
     143<a name="l00115"></a>00115         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#029a0997afc656fde0c73bbf7724aca9" title="Operators.">operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2 ); 
     144<a name="l00116"></a>00116         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#f1d0180fb795d38b8c352df2686ec5ba" title="mapping of negative add operation to operators">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp;A2 ); 
    148145<a name="l00117"></a>00117         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; operator * ( <span class="keyword">const</span> <span class="keywordtype">double</span> &amp;d ) { 
    149 <a name="l00118"></a>00118                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>*sqrt ( d ); 
     146<a name="l00118"></a>00118                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a>*sqrt ( d ); 
    150147<a name="l00119"></a>00119                 <span class="keywordflow">return</span> *<span class="keyword">this</span>; 
    151148<a name="l00120"></a>00120         }; 
    152149<a name="l00121"></a>00121         chmat&amp; operator = ( <span class="keyword">const</span> chmat &amp;A2 ) { 
    153 <a name="l00122"></a>00122                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = A2.Ch; 
    154 <a name="l00123"></a>00123                 <a class="code" href="classbdm_1_1sqmat.html#a05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> = A2.dim; 
     150<a name="l00122"></a>00122                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> = A2.Ch; 
     151<a name="l00123"></a>00123                 <a class="code" href="classbdm_1_1sqmat.html#05111b5744a494880e62cb0f3d42293f" title="dimension of the square matrix">dim</a> = A2.dim; 
    155152<a name="l00124"></a>00124                 <span class="keywordflow">return</span> *<span class="keyword">this</span>; 
    156153<a name="l00125"></a>00125         } 
    157154<a name="l00126"></a>00126         chmat&amp; operator *= ( <span class="keywordtype">double</span> x ) { 
    158 <a name="l00127"></a>00127                 <a class="code" href="classbdm_1_1chmat.html#a3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> *= sqrt ( x ); 
     155<a name="l00127"></a>00127                 <a class="code" href="classbdm_1_1chmat.html#3e4f39b1895a0a870f8db98329635223" title="Upper triangle of the cholesky matrix.">Ch</a> *= sqrt ( x ); 
    159156<a name="l00128"></a>00128                 <span class="keywordflow">return</span> *<span class="keyword">this</span>; 
    160157<a name="l00129"></a>00129         }; 
    … …  
    162159<a name="l00131"></a>00131  
    163160<a name="l00132"></a>00132  
    164 <a name="l00135"></a><a class="code" href="classbdm_1_1chmat.html#a029a0997afc656fde0c73bbf7724aca9">00135</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#a029a0997afc656fde0c73bbf7724aca9" title="Operators.">chmat::operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp; A2 )  { 
    165 <a name="l00136"></a>00136         this-&gt;<a class="code" href="classbdm_1_1chmat.html#a6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( A2 ); 
     161<a name="l00135"></a><a class="code" href="classbdm_1_1chmat.html#029a0997afc656fde0c73bbf7724aca9">00135</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#029a0997afc656fde0c73bbf7724aca9" title="Operators.">chmat::operator += </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp; A2 )  { 
     162<a name="l00136"></a>00136         this-&gt;<a class="code" href="classbdm_1_1chmat.html#6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( A2 ); 
    166163<a name="l00137"></a>00137         <span class="keywordflow">return</span> *<span class="keyword">this</span>; 
    167164<a name="l00138"></a>00138 } 
    168 <a name="l00140"></a><a class="code" href="classbdm_1_1chmat.html#af1d0180fb795d38b8c352df2686ec5ba">00140</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#af1d0180fb795d38b8c352df2686ec5ba" title="mapping of negative add operation to operators">chmat::operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp; A2 )  { 
    169 <a name="l00141"></a>00141         this-&gt;<a class="code" href="classbdm_1_1chmat.html#a6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( A2, -1.0 ); 
     165<a name="l00140"></a><a class="code" href="classbdm_1_1chmat.html#f1d0180fb795d38b8c352df2686ec5ba">00140</a> <span class="keyword">inline</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1chmat.html#f1d0180fb795d38b8c352df2686ec5ba" title="mapping of negative add operation to operators">chmat::operator -= </a>( <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &amp; A2 )  { 
     166<a name="l00141"></a>00141         this-&gt;<a class="code" href="classbdm_1_1chmat.html#6b3d5b772f791fc7c5df544a418278c7" title="add another chmat A2 with weight w.">add</a> ( A2, -1.0 ); 
    170167<a name="l00142"></a>00142         <span class="keywordflow">return</span> *<span class="keyword">this</span>; 
    171168<a name="l00143"></a>00143 } 
    … …  
    175172<a name="l00147"></a>00147 <span class="preprocessor">#endif // CHMAT_H</span> 
    176173</pre></div></div> 
    177 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp; 
     174<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:42 2009 for mixpp by&nbsp; 
    178175<a href="http://www.doxygen.org/index.html"> 
    179 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     176<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    180177</body> 
    181178</html>