Changeset 79 for doc/html/classldmat.html
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- 04/18/08 14:03:19 (17 years ago)
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r37 r79 77 77 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e967b9425007f0cb6cd59b845f9756d8">mult_sym</a> (const mat &C)</td></tr> 78 78 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$. <a href="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr>79 <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="#e967b9425007f0cb6cd59b845f9756d8"></a><br></td></tr> 80 80 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4fd155f38eb6dd5af4bdf9c98a7999a9">mult_sym_t</a> (const mat &C)</td></tr> 81 81 82 <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="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr>82 <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="#4fd155f38eb6dd5af4bdf9c98a7999a9"></a><br></td></tr> 83 83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a60f2c7e4f3c6a7738eaaaab81ffad20"></a><!-- doxytag: member="ldmat::add" ref="a60f2c7e4f3c6a7738eaaaab81ffad20" args="(const ldmat &ld2, double w=1.0)" --> 84 84 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#a60f2c7e4f3c6a7738eaaaab81ffad20">add</a> (const <a class="el" href="classldmat.html">ldmat</a> &ld2, double w=1.0)</td></tr> … … 92 92 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d64f331b781903e913cb2ee836886f3f">qform</a> (const vec &v) const </td></tr> 93 93 94 <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluates quadratic form $x= v'*V*v$;. <br></td></tr> 94 <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> 95 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d876c5f83e02b3e809b35c9de5068f14"></a><!-- doxytag: member="ldmat::invqform" ref="d876c5f83e02b3e809b35c9de5068f14" args="(const vec &v) const " --> 96 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#d876c5f83e02b3e809b35c9de5068f14">invqform</a> (const vec &v) const </td></tr> 97 98 <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> 95 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d6e401de9607332305c27e67972a07a"></a><!-- doxytag: member="ldmat::clear" ref="4d6e401de9607332305c27e67972a07a" args="()" --> 96 100 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4d6e401de9607332305c27e67972a07a">clear</a> ()</td></tr> … … 107 111 <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#fc380626ced6f9244fb58c5f0231174d">sqrt_mult</a> (const vec &v) const </td></tr> 108 112 109 <tr><td class="mdescLeft"> </td><td class="mdescRight">Multiplies square root of $V$ by vector $x$. <a href="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr>113 <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="#fc380626ced6f9244fb58c5f0231174d"></a><br></td></tr> 110 114 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#2c160cb123c1102face7a50ec566a031">inv</a> (<a class="el" href="classldmat.html">ldmat</a> &Inv) const </td></tr> 111 115 … … 113 117 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#e7207748909325bb0f99b43f090a2b7e">mult_sym</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> 114 118 115 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of $U$ by a general matrix $C$, result of which is stored in the current class. <a href="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr>119 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. <a href="#e7207748909325bb0f99b43f090a2b7e"></a><br></td></tr> 116 120 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f94dc3a233f3d40fc853d8d4ac3b8eab">mult_sym_t</a> (const mat &C, <a class="el" href="classldmat.html">ldmat</a> &U) const </td></tr> 117 121 118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of $U$ by a transpose of a general matrix $C$, result of which is stored in the current class. <a href="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr>122 <tr><td class="mdescLeft"> </td><td class="mdescRight">Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. <a href="#f94dc3a233f3d40fc853d8d4ac3b8eab"></a><br></td></tr> 119 123 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f291faa073e7bc8dfafc7ae93daa2506">ldform</a> (const mat &A, const vec &D0)</td></tr> 120 124 121 <tr><td class="mdescLeft"> </td><td class="mdescRight">Transforms general $A'D0 A$ into pure $L'DL$. <a href="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr>125 <tr><td class="mdescLeft"> </td><td class="mdescRight">Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. <a href="#f291faa073e7bc8dfafc7ae93daa2506"></a><br></td></tr> 122 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0884a613b94fde61bfc84288e73ce57f"></a><!-- doxytag: member="ldmat::setD" ref="0884a613b94fde61bfc84288e73ce57f" args="(const vec &nD)" --> 123 127 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#0884a613b94fde61bfc84288e73ce57f">setD</a> (const vec &nD)</td></tr> … … 146 150 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#4cce04824539c4a8d062d9a36d6e014e">D</a></td></tr> 147 151 148 <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector $D$. <br></td></tr>152 <tr><td class="mdescLeft"> </td><td class="mdescRight">Positive vector <img class="formulaInl" alt="$D$" src="form_22.png">. <br></td></tr> 149 153 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f74a64b99fe58a75ebd37bb679e121ea"></a><!-- doxytag: member="ldmat::L" ref="f74a64b99fe58a75ebd37bb679e121ea" args="" --> 150 154 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classldmat.html#f74a64b99fe58a75ebd37bb679e121ea">L</a></td></tr> 151 155 152 <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix $L$. <br></td></tr>156 <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower-triangular matrix <img class="formulaInl" alt="$L$" src="form_21.png">. <br></td></tr> 153 157 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 154 158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eaaa0baa6026b84cfcbced41c84599d1"></a><!-- doxytag: member="ldmat::operator<<" ref="eaaa0baa6026b84cfcbced41c84599d1" args="(std::ostream &os, const ldmat &sq)" --> … … 163 167 <img class="formulaDsp" alt="\[M = L'DL\]" src="form_5.png"> 164 168 <p> 165 where only $L$ and $D$matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <hr><h2>Member Function Documentation</h2>169 where only <img class="formulaInl" alt="$L$" src="form_21.png"> and <img class="formulaInl" alt="$D$" src="form_22.png"> matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided. <hr><h2>Member Function Documentation</h2> 166 170 <a class="anchor" name="0f0f6e083e6d947cf58097ffce3ccd1a"></a><!-- doxytag: member="ldmat::opupdt" ref="0f0f6e083e6d947cf58097ffce3ccd1a" args="(const vec &v, double w)" --> 167 171 <div class="memitem"> … … 190 194 191 195 <p> 192 Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$. <dl compact><dt><b>Parameters:</b></dt><dd>196 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> 193 197 <table border="0" cellspacing="2" cellpadding="0"> 194 198 <tr><td valign="top"></td><td valign="top"><em>v</em> </td><td>Vector forming the outer product to be added </td></tr> … … 218 222 219 223 <p> 220 Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.224 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">. 221 225 <p> 222 226 <dl compact><dt><b>Parameters:</b></dt><dd> … … 247 251 248 252 <p> 249 Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.253 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">. 250 254 <p> 251 255 <dl compact><dt><b>Parameters:</b></dt><dd> … … 276 280 277 281 <p> 278 Multiplies square root of $V$ by vector $x$.282 Multiplies square root of <img class="formulaInl" alt="$V$" src="form_27.png"> by vector <img class="formulaInl" alt="$x$" src="form_28.png">. 279 283 <p> 280 284 Used e.g. in generating normal samples. … … 336 340 337 341 <p> 338 Symmetric multiplication of $U$ by a general matrix $C$, result of which is stored in the current class.342 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. 339 343 <p> 340 344 <dl compact><dt><b>Parameters:</b></dt><dd> … … 373 377 374 378 <p> 375 Symmetric multiplication of $U$ by a transpose of a general matrix $C$, result of which is stored in the current class.379 Symmetric multiplication of <img class="formulaInl" alt="$U$" src="form_31.png"> by a transpose of a general matrix <img class="formulaInl" alt="$C$" src="form_24.png">, result of which is stored in the current class. 376 380 <p> 377 381 <dl compact><dt><b>Parameters:</b></dt><dd> … … 410 414 411 415 <p> 412 Transforms general $A'D0 A$ into pure $L'DL$.413 <p> 414 The new decomposition fullfills: $A'*diag(D)*A = self.L'*diag(self.D)*self.L$<dl compact><dt><b>Parameters:</b></dt><dd>416 Transforms general <img class="formulaInl" alt="$A'D0 A$" src="form_32.png"> into pure <img class="formulaInl" alt="$L'DL$" src="form_33.png">. 417 <p> 418 The new decomposition fullfills: <img class="formulaInl" alt="$A'*diag(D)*A = self.L'*diag(self.D)*self.L$" src="form_34.png"> <dl compact><dt><b>Parameters:</b></dt><dd> 415 419 <table border="0" cellspacing="2" cellpadding="0"> 416 420 <tr><td valign="top"></td><td valign="top"><em>A</em> </td><td>general matrix </td></tr> … … 467 471 <hr>The documentation for this class was generated from the following files:<ul> 468 472 <li>work/mixpp/bdm/math/<a class="el" href="libDC_8h-source.html">libDC.h</a><li>work/mixpp/bdm/math/libDC.cpp</ul> 469 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:522008 for mixpp by 473 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:21 2008 for mixpp by 470 474 <a href="http://www.doxygen.org/index.html"> 471 475 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>