Changeset 79 for doc/html/classchmat.html
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- 04/18/08 14:03:19 (17 years ago)
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r37 r79 45 45 <tr><td></td></tr> 46 46 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 47 <tr><td class="memItemLeft" nowrap align="right" valign="top">v irtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> (const vec &v, double w)</td></tr>47 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> (const vec &v, double w)</td></tr> 48 48 49 49 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a37e2c726e4fc3ad50b26ac2ca6c1452"></a><!-- doxytag: member="chmat::to_mat" ref="a37e2c726e4fc3ad50b26ac2ca6c1452" args="()" --> 50 virtualmat </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452">to_mat</a> ()</td></tr>50 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452">to_mat</a> ()</td></tr> 51 51 52 52 <tr><td class="mdescLeft"> </td><td class="mdescRight">Conversion to full matrix. <br></td></tr> 53 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">mult_sym</a> (const mat &C)</td></tr> 54 55 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. <a href="#66f509f92b0ccf020e2a2a32566e0777"></a><br></td></tr> 56 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">mult_sym_t</a> (const mat &C)</td></tr> 57 58 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$. <a href="#07f50d1332b901eee962e8b1913102f7"></a><br></td></tr> 53 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">mult_sym</a> (const mat &C)</td></tr> 54 55 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">. <a href="#66f509f92b0ccf020e2a2a32566e0777"></a><br></td></tr> 56 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d558ab63475a2f2ebc0c0e149796dcc6"></a><!-- doxytag: member="chmat::mult_sym" ref="d558ab63475a2f2ebc0c0e149796dcc6" args="(const mat &C, chmat &U) const " --> 57 void </td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &C, <a class="el" href="classchmat.html">chmat</a> &U) const </td></tr> 58 59 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">mult_sym_t</a> (const mat &C)</td></tr> 60 61 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">. <a href="#07f50d1332b901eee962e8b1913102f7"></a><br></td></tr> 62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31c3b985214a150b2a6b4be3b0fd40e3"></a><!-- doxytag: member="chmat::mult_sym_t" ref="31c3b985214a150b2a6b4be3b0fd40e3" args="(const mat &C, chmat &U) const " --> 63 void </td><td class="memItemRight" valign="bottom"><b>mult_sym_t</b> (const mat &C, <a class="el" href="classchmat.html">chmat</a> &U) const </td></tr> 64 59 65 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b504ca818203b13e667cb3c503980382"></a><!-- doxytag: member="chmat::logdet" ref="b504ca818203b13e667cb3c503980382" args="() const " --> 60 virtualdouble </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b504ca818203b13e667cb3c503980382">logdet</a> () const </td></tr>66 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b504ca818203b13e667cb3c503980382">logdet</a> () const </td></tr> 61 67 62 68 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> 63 <tr><td class="memItemLeft" nowrap align="right" valign="top">v irtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</a> (const vec &v) const </td></tr>64 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#b22aa239dbaca33e3fb93b4f674d7051"></a><br></td></tr>69 <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</a> (const vec &v) const </td></tr> 70 71 <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. <a href="#b22aa239dbaca33e3fb93b4f674d7051"></a><br></td></tr> 66 72 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6807737c7ffdb7041256b51db7592248"></a><!-- doxytag: member="chmat::qform" ref="6807737c7ffdb7041256b51db7592248" args="(const vec &v) const " --> 67 virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6807737c7ffdb7041256b51db7592248">qform</a> (const vec &v) const </td></tr> 68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr> 73 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6807737c7ffdb7041256b51db7592248">qform</a> (const vec &v) const </td></tr> 74 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*V*v$" src="form_29.png">;. <br></td></tr> 76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b49427cff186c62f5df3724e5d2c34b4"></a><!-- doxytag: member="chmat::invqform" ref="b49427cff186c62f5df3724e5d2c34b4" args="(const vec &v) const " --> 77 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b49427cff186c62f5df3724e5d2c34b4">invqform</a> (const vec &v) const </td></tr> 78 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr> 70 80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d0a995d312ecc11d3b43693f5e224ba9"></a><!-- doxytag: member="chmat::clear" ref="d0a995d312ecc11d3b43693f5e224ba9" args="()" --> 71 v irtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9">clear</a> ()</td></tr>81 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9">clear</a> ()</td></tr> 72 82 73 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Clearing matrix so that it corresponds to zeros. <br></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9875dc244d23ccec039fd2e5447a9cf7"></a><!-- doxytag: member="chmat::inv" ref="9875dc244d23ccec039fd2e5447a9cf7" args="(mat &Inv)" --> 75 virtual void </td><td class="memItemRight" valign="bottom"><b>inv</b> (mat &Inv)</td></tr> 76 77 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="465a895ce060429a35ee451182aa546a"></a><!-- doxytag: member="chmat::inv" ref="465a895ce060429a35ee451182aa546a" args="(chmat &Inv)" --> 78 virtual void </td><td class="memItemRight" valign="bottom"><b>inv</b> (<a class="el" href="classchmat.html">chmat</a> &Inv)</td></tr> 79 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3921e3e5e31337cdbda40a3a5467257"></a><!-- doxytag: member="chmat::add" ref="f3921e3e5e31337cdbda40a3a5467257" args="(const chmat &A2, double w=1.0)" --> 85 void </td><td class="memItemRight" valign="bottom"><b>add</b> (const <a class="el" href="classchmat.html">chmat</a> &A2, double w=1.0)</td></tr> 86 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ce4e21a9012a4e98c1f0ed1ca5669bd"></a><!-- doxytag: member="chmat::inv" ref="5ce4e21a9012a4e98c1f0ed1ca5669bd" args="(chmat &Inv) const " --> 88 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#5ce4e21a9012a4e98c1f0ed1ca5669bd">inv</a> (<a class="el" href="classchmat.html">chmat</a> &Inv) const </td></tr> 89 90 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inversion in the same form, i.e. cholesky. <br></td></tr> 80 91 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba62fbf7cb8e065a4f3d24457824e89b"></a><!-- doxytag: member="chmat::~chmat" ref="ba62fbf7cb8e065a4f3d24457824e89b" args="()" --> 81 92 virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">~chmat</a> ()</td></tr> … … 86 97 87 98 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f0a94e81279295e60e72812130f9d4"></a><!-- doxytag: member="chmat::chmat" ref="d4f0a94e81279295e60e72812130f9d4" args="(const vec &v)" --> 100 </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">chmat</a> (const vec &v)</td></tr> 101 102 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92f3bd9a727b8c88a8c7385feb3449a"></a><!-- doxytag: member="chmat::chmat" ref="d92f3bd9a727b8c88a8c7385feb3449a" args="(const chmat &Ch0)" --> 104 </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">chmat</a> (const <a class="el" href="classchmat.html">chmat</a> &Ch0)</td></tr> 105 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> 88 107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8334a00f30f0a05f893c2aeec395ef10"></a><!-- doxytag: member="chmat::chmat" ref="8334a00f30f0a05f893c2aeec395ef10" args="(const mat &M)" --> 89 108 </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">chmat</a> (const mat &M)</td></tr> … … 94 113 95 114 <tr><td class="mdescLeft"> </td><td class="mdescRight">Access function. <br></td></tr> 115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4fc7f9b0539b97c414442a22f3db6e8"></a><!-- doxytag: member="chmat::setD" ref="a4fc7f9b0539b97c414442a22f3db6e8" args="(const vec &nD)" --> 116 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8">setD</a> (const vec &nD)</td></tr> 117 118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> 119 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b9271097d8317d9514c5d0d62cccb39"></a><!-- doxytag: member="chmat::setD" ref="4b9271097d8317d9514c5d0d62cccb39" args="(const vec &nD, int i)" --> 120 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">setD</a> (const vec &nD, int i)</td></tr> 121 122 <tr><td class="mdescLeft"> </td><td class="mdescRight">Access functions. <br></td></tr> 123 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb">operator+=</a> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> 124 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">Operators. <a href="#6a8b39fe3a28d2c8e3fc0d74141229fb"></a><br></td></tr> 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8c3628a8c15eb0009e57c66fcac1a76"></a><!-- doxytag: member="chmat::operator-=" ref="a8c3628a8c15eb0009e57c66fcac1a76" args="(const chmat &A2)" --> 127 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76">operator-=</a> (const <a class="el" href="classchmat.html">chmat</a> &A2)</td></tr> 128 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">mapping of negative add operation to operators <br></td></tr> 96 130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="chmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> 97 131 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> … … 106 140 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c">Ch</a></td></tr> 107 141 108 <tr><td class="mdescLeft"> </td><td class="mdescRight">Upper chollesky triangle of thematrix. <br></td></tr>142 <tr><td class="mdescLeft"> </td><td class="mdescRight">Upper triangle of the cholesky matrix. <br></td></tr> 109 143 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="chmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 110 144 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> … … 115 149 Symmetric matrix stored in square root decomposition using upper cholesky. 116 150 <p> 117 This matrix represent $A=Ch Ch'$ where only the upper triangleis stored; <hr><h2>Member Function Documentation</h2>151 This matrix represent <img class="formulaInl" alt="$A=Ch' Ch$" src="form_19.png"> where only the upper triangle <img class="formulaInl" alt="$Ch$" src="form_20.png"> is stored; <hr><h2>Member Function Documentation</h2> 118 152 <a class="anchor" name="bbc2d98d7455b1f38828907d442836bf"></a><!-- doxytag: member="chmat::opupdt" ref="bbc2d98d7455b1f38828907d442836bf" args="(const vec &v, double w)" --> 119 153 <div class="memitem"> … … 142 176 143 177 <p> 144 Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. <dl compact><dt><b>Parameters:</b></dt><dd>178 Perfroms a rank-1 update by outer product of vectors: <img class="formulaInl" alt="$V = V + w v v'$" src="form_23.png">. <dl compact><dt><b>Parameters:</b></dt><dd> 145 179 <table border="0" cellspacing="2" cellpadding="0"> 146 180 <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> … … 170 204 171 205 <p> 172 Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.206 Inplace symmetric multiplication by a SQUARE matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C*V*C'$" src="form_25.png">. 173 207 <p> 174 208 <dl compact><dt><b>Parameters:</b></dt><dd> … … 199 233 200 234 <p> 201 Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.235 Inplace symmetric multiplication by a SQUARE transpose of matrix <img class="formulaInl" alt="$C$" src="form_24.png">, i.e. <img class="formulaInl" alt="$V = C'*V*C$" src="form_26.png">. 202 236 <p> 203 237 <dl compact><dt><b>Parameters:</b></dt><dd> … … 228 262 229 263 <p> 230 Multiplies square root of $V$ by vector $x$.264 Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. 231 265 <p> 232 266 Used e.g. in generating normal samples. … … 235 269 </div> 236 270 </div><p> 271 <a class="anchor" name="6a8b39fe3a28d2c8e3fc0d74141229fb"></a><!-- doxytag: member="chmat::operator+=" ref="6a8b39fe3a28d2c8e3fc0d74141229fb" args="(const chmat &A2)" --> 272 <div class="memitem"> 273 <div class="memproto"> 274 <table class="memname"> 275 <tr> 276 <td class="memname"><a class="el" href="classchmat.html">chmat</a> & chmat::operator+= </td> 277 <td>(</td> 278 <td class="paramtype">const <a class="el" href="classchmat.html">chmat</a> & </td> 279 <td class="paramname"> <em>A2</em> </td> 280 <td> ) </td> 281 <td width="100%"><code> [inline]</code></td> 282 </tr> 283 </table> 284 </div> 285 <div class="memdoc"> 286 287 <p> 288 Operators. 289 <p> 290 Operations: mapping of add operation to operators 291 </div> 292 </div><p> 237 293 <hr>The documentation for this class was generated from the following files:<ul> 238 294 <li>work/mixpp/bdm/math/<a class="el" href="chmat_8h-source.html">chmat.h</a><li>work/mixpp/bdm/math/chmat.cpp</ul> 239 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:492008 for mixpp by 295 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:18 2008 for mixpp by 240 296 <a href="http://www.doxygen.org/index.html"> 241 297 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>