| 30 | | <a name="l00032"></a>00032 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); |
| 31 | | <a name="l00033"></a>00033 <span class="keyword">virtual</span> mat <a class="code" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452" title="Conversion to full matrix.">to_mat</a>(); |
| 32 | | <a name="l00034"></a>00034 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777" title="Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C&#39;$.">mult_sym</a> ( <span class="keyword">const</span> mat &C ); |
| 33 | | <a name="l00035"></a>00035 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#07f50d1332b901eee962e8b1913102f7" title="Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C&#39;*V*C$...">mult_sym_t</a> ( <span class="keyword">const</span> mat &C ); |
| 34 | | <a name="l00036"></a>00036 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classchmat.html#b504ca818203b13e667cb3c503980382" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>; |
| 35 | | <a name="l00037"></a>00037 <span class="keyword">virtual</span> vec <a class="code" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051" title="Multiplies square root of $V$ by vector $x$.">sqrt_mult</a> ( <span class="keyword">const</span> vec &v ) <span class="keyword">const</span>; |
| 36 | | <a name="l00038"></a>00038 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classchmat.html#6807737c7ffdb7041256b51db7592248" title="Evaluates quadratic form $x= v&#39;*V*v$;.">qform</a> ( <span class="keyword">const</span> vec &v ) <span class="keyword">const</span>; |
| 37 | | <a name="l00039"></a>00039 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); |
| 38 | | <a name="l00040"></a>00040 <span class="comment">//extra defs</span> |
| 39 | | <a name="l00041"></a>00041 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( mat &Inv ); |
| 40 | | <a name="l00042"></a>00042 <span class="keyword">virtual</span> <span class="keywordtype">void</span> inv ( <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &Inv ); |
| 41 | | <a name="l00043"></a>00043 |
| 42 | | <a name="l00045"></a><a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">00045</a> <span class="keyword">virtual</span> <a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b" title="Destructor for future use;.">~chmat</a>() {}; |
| 43 | | <a name="l00047"></a><a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39">00047</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper chollesky triangle of the matrix.">Ch</a> ( dim0,dim0 ) {}; |
| 44 | | <a name="l00049"></a><a class="code" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">00049</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> mat &M ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper chollesky triangle of the matrix.">Ch</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(),M.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>() ) { |
| 45 | | <a name="l00050"></a>00050 mat Q; |
| 46 | | <a name="l00051"></a>00051 it_assert_debug ( M.rows() ==M.cols(),<span class="stringliteral">"chmat:: input matrix must be square!"</span> ); |
| 47 | | <a name="l00052"></a>00052 <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper chollesky triangle of the matrix.">Ch</a>=chol ( M ); |
| 48 | | <a name="l00053"></a>00053 }; |
| 49 | | <a name="l00055"></a><a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c">00055</a> mat & <a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>(){<span class="keywordflow">return</span> <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper chollesky triangle of the matrix.">Ch</a>;} |
| 50 | | <a name="l00056"></a>00056 }; |
| 51 | | <a name="l00057"></a>00057 |
| 52 | | <a name="l00058"></a>00058 <span class="comment">/*</span> |
| 53 | | <a name="l00059"></a>00059 <span class="comment"></span> |
| 54 | | <a name="l00062"></a>00062 <span class="comment">inline chmat& chmat::operator += ( const chmat &ldA ) {this->add ( ldA );return *this;}</span> |
| 55 | | <a name="l00064"></a>00064 <span class="comment">inline chmat& chmat::operator -= ( const chmat &ldA ) {this->add ( ldA,-1.0 );return *this;}</span> |
| 56 | | <a name="l00065"></a>00065 <span class="comment">*/</span> |
| 57 | | <a name="l00066"></a>00066 <span class="preprocessor">#endif // CHMAT_H</span> |
| 58 | | </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:44 2008 for mixpp by |
| | 30 | <a name="l00032"></a>00032 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> ( <span class="keyword">const</span> vec &v, <span class="keywordtype">double</span> w ); |
| | 31 | <a name="l00033"></a>00033 mat <a class="code" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452" title="Conversion to full matrix.">to_mat</a>(); |
| | 32 | <a name="l00034"></a>00034 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &C ); |
| | 33 | <a name="l00035"></a>00035 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777" title="Inplace symmetric multiplication by a SQUARE matrix , i.e. .">mult_sym</a> ( <span class="keyword">const</span> mat &C , <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &U ) <span class="keyword">const</span>; |
| | 34 | <a name="l00036"></a>00036 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#07f50d1332b901eee962e8b1913102f7" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &C ); |
| | 35 | <a name="l00037"></a>00037 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#07f50d1332b901eee962e8b1913102f7" title="Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .">mult_sym_t</a> ( <span class="keyword">const</span> mat &C, <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &U ) <span class="keyword">const</span>; |
| | 36 | <a name="l00038"></a>00038 <span class="keywordtype">double</span> <a class="code" href="classchmat.html#b504ca818203b13e667cb3c503980382" title="Logarithm of a determinant.">logdet</a>() <span class="keyword">const</span>; |
| | 37 | <a name="l00039"></a>00039 vec <a class="code" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051" title="Multiplies square root of by vector .">sqrt_mult</a> ( <span class="keyword">const</span> vec &v ) <span class="keyword">const</span>; |
| | 38 | <a name="l00040"></a>00040 <span class="keywordtype">double</span> <a class="code" href="classchmat.html#6807737c7ffdb7041256b51db7592248" title="Evaluates quadratic form ;.">qform</a> ( <span class="keyword">const</span> vec &v ) <span class="keyword">const</span>; |
| | 39 | <a name="l00041"></a>00041 <span class="keywordtype">double</span> <a class="code" href="classchmat.html#b49427cff186c62f5df3724e5d2c34b4" title="Evaluates quadratic form ;.">invqform</a> ( <span class="keyword">const</span> vec &v ) <span class="keyword">const</span>; |
| | 40 | <a name="l00042"></a>00042 <span class="keywordtype">void</span> <a class="code" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9" title="Clearing matrix so that it corresponds to zeros.">clear</a>(); |
| | 41 | <a name="l00043"></a>00043 <span class="keywordtype">void</span> <span class="keyword">add</span> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &A2, <span class="keywordtype">double</span> w=1.0 ) {}; |
| | 42 | <a name="l00045"></a><a class="code" href="classchmat.html#5ce4e21a9012a4e98c1f0ed1ca5669bd">00045</a> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#5ce4e21a9012a4e98c1f0ed1ca5669bd" title="Inversion in the same form, i.e. cholesky.">inv</a> ( <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &Inv )<span class="keyword"> const </span>{ ( Inv.<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ) = itpp::inv ( <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ).T();}; <span class="comment">//Fixme: can be more efficient</span> |
| | 43 | <a name="l00046"></a>00046 ; |
| | 44 | <a name="l00047"></a>00047 <span class="comment">// void inv ( mat &Inv );</span> |
| | 45 | <a name="l00048"></a>00048 |
| | 46 | <a name="l00050"></a><a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">00050</a> <span class="keyword">virtual</span> <a class="code" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b" title="Destructor for future use;.">~chmat</a>() {}; |
| | 47 | <a name="l00052"></a><a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39">00052</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <span class="keywordtype">int</span> dim0 ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( dim0 ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( dim0,dim0 ) {}; |
| | 48 | <a name="l00054"></a><a class="code" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">00054</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> vec &v) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( v.length() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( diag(sqrt(v)) ) {}; |
| | 49 | <a name="l00056"></a><a class="code" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">00056</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &Ch0) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a>,Ch0.<a class="code" href="classsqmat.html#0abed904bdc0882373ba9adba919689d" title="dimension of the square matrix">dim</a> ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=Ch0.<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>;}; |
| | 50 | <a name="l00058"></a><a class="code" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">00058</a> <a class="code" href="classchmat.html#fdd73b0c596161637fd25bdf2c670c39" title="Default constructor.">chmat</a> ( <span class="keyword">const</span> mat &M ) : <a class="code" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>() ),<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a> ( M.<a class="code" href="classsqmat.html#071e80ced9cc3b8cbb360fa7462eb646" title="Reimplementing common functions of mat: cols().">rows</a>(),M.<a class="code" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b" title="Reimplementing common functions of mat: cols().">cols</a>() ) { |
| | 51 | <a name="l00059"></a>00059 mat Q; |
| | 52 | <a name="l00060"></a>00060 it_assert_debug ( M.rows() ==M.cols(),<span class="stringliteral">"chmat:: input matrix must be square!"</span> ); |
| | 53 | <a name="l00061"></a>00061 <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=chol ( M ); |
| | 54 | <a name="l00062"></a>00062 }; |
| | 55 | <a name="l00064"></a><a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c">00064</a> mat & <a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() {<span class="keywordflow">return</span> <a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>;} |
| | 56 | <a name="l00066"></a><a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8">00066</a> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &nD ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>=diag ( sqrt(nD) );} |
| | 57 | <a name="l00068"></a><a class="code" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">00068</a> <span class="keywordtype">void</span> <a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( <span class="keyword">const</span> vec &nD, <span class="keywordtype">int</span> i ) {<span class="keywordflow">for</span> ( <span class="keywordtype">int</span> j=i;j<nD.length();j++ ) {<a class="code" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c" title="Upper triangle of the cholesky matrix.">Ch</a>( j,j ) =sqrt(nD ( j-i ));}} <span class="comment">//Fixme can be more general</span> |
| | 58 | <a name="l00069"></a>00069 |
| | 59 | <a name="l00071"></a>00071 <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& <a class="code" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb" title="Operators.">operator += </a>( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &A2 ); |
| | 60 | <a name="l00072"></a>00072 <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& <a class="code" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76" title="mapping of negative add operation to operators">operator -= </a>( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &A2 ) ; |
| | 61 | <a name="l00073"></a>00073 }; |
| | 62 | <a name="l00074"></a>00074 |
| | 63 | <a name="l00075"></a>00075 |
| | 64 | <a name="l00078"></a><a class="code" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb">00078</a> <span class="keyword">inline</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& <a class="code" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb" title="Operators.">chmat::operator += </a>( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &A2 ) {this-><span class="keyword">add</span> ( A2 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} |
| | 65 | <a name="l00080"></a><a class="code" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76">00080</a> <span class="keyword">inline</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& <a class="code" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76" title="mapping of negative add operation to operators">chmat::operator -= </a>( <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &A2 ) {this-><span class="keyword">add</span> ( A2,-1.0 );<span class="keywordflow">return</span> *<span class="keyword">this</span>;} |
| | 66 | <a name="l00081"></a>00081 <span class="preprocessor">#endif // CHMAT_H</span> |
| | 67 | </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:14 2008 for mixpp by |
