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04/18/08 14:03:19 (17 years ago)
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oprava dokumentace

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    r37 r79  
    4545<tr><td></td></tr> 
    4646<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    47 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> (const vec &amp;v, double w)</td></tr> 
     47<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#bbc2d98d7455b1f38828907d442836bf">opupdt</a> (const vec &amp;v, double w)</td></tr> 
    4848 
    4949<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a37e2c726e4fc3ad50b26ac2ca6c1452"></a><!-- doxytag: member="chmat::to_mat" ref="a37e2c726e4fc3ad50b26ac2ca6c1452" args="()" --> 
    50 virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452">to_mat</a> ()</td></tr> 
     50mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a37e2c726e4fc3ad50b26ac2ca6c1452">to_mat</a> ()</td></tr> 
    5151 
    5252<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conversion to full matrix. <br></td></tr> 
    53 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">mult_sym</a> (const mat &amp;C)</td></tr> 
    54  
    55 <tr><td class="mdescLeft">&nbsp;</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&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">mult_sym_t</a> (const mat &amp;C)</td></tr> 
    57  
    58 <tr><td class="mdescLeft">&nbsp;</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&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#66f509f92b0ccf020e2a2a32566e0777">mult_sym</a> (const mat &amp;C)</td></tr> 
     54 
     55<tr><td class="mdescLeft">&nbsp;</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 &amp;C, chmat &amp;U) const " --> 
     57void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mult_sym</b> (const mat &amp;C, <a class="el" href="classchmat.html">chmat</a> &amp;U) const </td></tr> 
     58 
     59<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#07f50d1332b901eee962e8b1913102f7">mult_sym_t</a> (const mat &amp;C)</td></tr> 
     60 
     61<tr><td class="mdescLeft">&nbsp;</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 &amp;C, chmat &amp;U) const " --> 
     63void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mult_sym_t</b> (const mat &amp;C, <a class="el" href="classchmat.html">chmat</a> &amp;U) const </td></tr> 
     64 
    5965<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b504ca818203b13e667cb3c503980382"></a><!-- doxytag: member="chmat::logdet" ref="b504ca818203b13e667cb3c503980382" args="() const " --> 
    60 virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b504ca818203b13e667cb3c503980382">logdet</a> () const </td></tr> 
     66double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b504ca818203b13e667cb3c503980382">logdet</a> () const </td></tr> 
    6167 
    6268<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of a determinant. <br></td></tr> 
    63 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</a> (const vec &amp;v) const </td></tr> 
    64  
    65 <tr><td class="mdescLeft">&nbsp;</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&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b22aa239dbaca33e3fb93b4f674d7051">sqrt_mult</a> (const vec &amp;v) const </td></tr> 
     70 
     71<tr><td class="mdescLeft">&nbsp;</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> 
    6672<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6807737c7ffdb7041256b51db7592248"></a><!-- doxytag: member="chmat::qform" ref="6807737c7ffdb7041256b51db7592248" args="(const vec &amp;v) const " --> 
    67 virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6807737c7ffdb7041256b51db7592248">qform</a> (const vec &amp;v) const </td></tr> 
    68  
    69 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr> 
     73double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6807737c7ffdb7041256b51db7592248">qform</a> (const vec &amp;v) const </td></tr> 
     74 
     75<tr><td class="mdescLeft">&nbsp;</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 &amp;v) const " --> 
     77double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#b49427cff186c62f5df3724e5d2c34b4">invqform</a> (const vec &amp;v) const </td></tr> 
     78 
     79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluates quadratic form <img class="formulaInl" alt="$x= v'*inv(V)*v$" src="form_30.png">;. <br></td></tr> 
    7080<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d0a995d312ecc11d3b43693f5e224ba9"></a><!-- doxytag: member="chmat::clear" ref="d0a995d312ecc11d3b43693f5e224ba9" args="()" --> 
    71 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9">clear</a> ()</td></tr> 
     81void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d0a995d312ecc11d3b43693f5e224ba9">clear</a> ()</td></tr> 
    7282 
    7383<tr><td class="mdescLeft">&nbsp;</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 &amp;Inv)" --> 
    75 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>inv</b> (mat &amp;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 &amp;Inv)" --> 
    78 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>inv</b> (<a class="el" href="classchmat.html">chmat</a> &amp;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 &amp;A2, double w=1.0)" --> 
     85void&nbsp;</td><td class="memItemRight" valign="bottom"><b>add</b> (const <a class="el" href="classchmat.html">chmat</a> &amp;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 &amp;Inv) const " --> 
     88void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#5ce4e21a9012a4e98c1f0ed1ca5669bd">inv</a> (<a class="el" href="classchmat.html">chmat</a> &amp;Inv) const </td></tr> 
     89 
     90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Inversion in the same form, i.e. cholesky. <br></td></tr> 
    8091<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba62fbf7cb8e065a4f3d24457824e89b"></a><!-- doxytag: member="chmat::~chmat" ref="ba62fbf7cb8e065a4f3d24457824e89b" args="()" --> 
    8192virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#ba62fbf7cb8e065a4f3d24457824e89b">~chmat</a> ()</td></tr> 
     
    8697 
    8798<tr><td class="mdescLeft">&nbsp;</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 &amp;v)" --> 
     100&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d4f0a94e81279295e60e72812130f9d4">chmat</a> (const vec &amp;v)</td></tr> 
     101 
     102<tr><td class="mdescLeft">&nbsp;</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 &amp;Ch0)" --> 
     104&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#d92f3bd9a727b8c88a8c7385feb3449a">chmat</a> (const <a class="el" href="classchmat.html">chmat</a> &amp;Ch0)</td></tr> 
     105 
     106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    88107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8334a00f30f0a05f893c2aeec395ef10"></a><!-- doxytag: member="chmat::chmat" ref="8334a00f30f0a05f893c2aeec395ef10" args="(const mat &amp;M)" --> 
    89108&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#8334a00f30f0a05f893c2aeec395ef10">chmat</a> (const mat &amp;M)</td></tr> 
     
    94113 
    95114<tr><td class="mdescLeft">&nbsp;</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 &amp;nD)" --> 
     116void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8">setD</a> (const vec &amp;nD)</td></tr> 
     117 
     118<tr><td class="mdescLeft">&nbsp;</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 &amp;nD, int i)" --> 
     120void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#4b9271097d8317d9514c5d0d62cccb39">setD</a> (const vec &amp;nD, int i)</td></tr> 
     121 
     122<tr><td class="mdescLeft">&nbsp;</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> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#6a8b39fe3a28d2c8e3fc0d74141229fb">operator+=</a> (const <a class="el" href="classchmat.html">chmat</a> &amp;A2)</td></tr> 
     124 
     125<tr><td class="mdescLeft">&nbsp;</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 &amp;A2)" --> 
     127<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#a8c3628a8c15eb0009e57c66fcac1a76">operator-=</a> (const <a class="el" href="classchmat.html">chmat</a> &amp;A2)</td></tr> 
     128 
     129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mapping of negative add operation to operators <br></td></tr> 
    96130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ecc2e2540f95a04f4449842588170f5b"></a><!-- doxytag: member="chmat::cols" ref="ecc2e2540f95a04f4449842588170f5b" args="() const " --> 
    97131int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#ecc2e2540f95a04f4449842588170f5b">cols</a> () const </td></tr> 
     
    106140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classchmat.html#95158bb150f5e7f939168abcd577fd9c">Ch</a></td></tr> 
    107141 
    108 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Upper chollesky triangle of the matrix. <br></td></tr> 
     142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Upper triangle of the cholesky matrix. <br></td></tr> 
    109143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0abed904bdc0882373ba9adba919689d"></a><!-- doxytag: member="chmat::dim" ref="0abed904bdc0882373ba9adba919689d" args="" --> 
    110144int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classsqmat.html#0abed904bdc0882373ba9adba919689d">dim</a></td></tr> 
     
    115149Symmetric matrix stored in square root decomposition using upper cholesky.  
    116150<p> 
    117 This matrix represent $A=Ch Ch'$ where only the upper triangle is stored; <hr><h2>Member Function Documentation</h2> 
     151This 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> 
    118152<a class="anchor" name="bbc2d98d7455b1f38828907d442836bf"></a><!-- doxytag: member="chmat::opupdt" ref="bbc2d98d7455b1f38828907d442836bf" args="(const vec &amp;v, double w)" --> 
    119153<div class="memitem"> 
     
    142176 
    143177<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> 
     178Perfroms 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> 
    145179  <table border="0" cellspacing="2" cellpadding="0"> 
    146180    <tr><td valign="top"></td><td valign="top"><em>v</em>&nbsp;</td><td>Vector forming the outer product to be added </td></tr> 
     
    170204 
    171205<p> 
    172 Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.  
     206Inplace 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">.  
    173207<p> 
    174208<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    199233 
    200234<p> 
    201 Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.  
     235Inplace 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">.  
    202236<p> 
    203237<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    228262 
    229263<p> 
    230 Multiplies square root of $V$ by vector $x$.  
     264Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">.  
    231265<p> 
    232266Used e.g. in generating normal samples.  
     
    235269</div> 
    236270</div><p> 
     271<a class="anchor" name="6a8b39fe3a28d2c8e3fc0d74141229fb"></a><!-- doxytag: member="chmat::operator+=" ref="6a8b39fe3a28d2c8e3fc0d74141229fb" args="(const chmat &amp;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> &amp; chmat::operator+=           </td> 
     277          <td>(</td> 
     278          <td class="paramtype">const <a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td> 
     279          <td class="paramname"> <em>A2</em>          </td> 
     280          <td>&nbsp;)&nbsp;</td> 
     281          <td width="100%"><code> [inline]</code></td> 
     282        </tr> 
     283      </table> 
     284</div> 
     285<div class="memdoc"> 
     286 
     287<p> 
     288Operators.  
     289<p> 
     290Operations: mapping of add operation to operators  
     291</div> 
     292</div><p> 
    237293<hr>The documentation for this class was generated from the following files:<ul> 
    238294<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 16:15:49 2008 for mixpp by&nbsp; 
     295<hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:18 2008 for mixpp by&nbsp; 
    240296<a href="http://www.doxygen.org/index.html"> 
    241297<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>