chmat Class Reference

Symmetric matrix stored in square root decomposition using upper cholesky. More...

#include <chmat.h>

Inheritance diagram for chmat:

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Collaboration diagram for chmat:

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List of all members.

Public Member Functions
void	opupdt (const vec &v, double w)
mat	to_mat ()
	Conversion to full matrix.
void	mult_sym (const mat &C)
	Inplace symmetric multiplication by a SQUARE matrix , i.e. .
void	mult_sym (const mat &C, chmat &U) const
void	mult_sym_t (const mat &C)
	Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .
void	mult_sym_t (const mat &C, chmat &U) const
double	logdet () const
	Logarithm of a determinant.
vec	sqrt_mult (const vec &v) const
	Multiplies square root of by vector .
double	qform (const vec &v) const
	Evaluates quadratic form ;.
double	invqform (const vec &v) const
	Evaluates quadratic form ;.
void	clear ()
	Clearing matrix so that it corresponds to zeros.
void	add (const chmat &A2, double w=1.0)
	add another chmat A2 with weight w.
void	inv (chmat &Inv) const
	Inversion in the same form, i.e. cholesky.
virtual	~chmat ()
	Destructor for future use;.
	chmat (const int dim0)
	Default constructor.
	chmat (const vec &v)
	Default constructor.
	chmat (const chmat &Ch0)
	Copy constructor.
	chmat (const mat &M)
	Default constructor (m3k:cholform).
mat &	_Ch ()
	Access function.
void	setD (const vec &nD)
	Access functions.
void	setD (const vec &nD, int i)
	Access functions.
chmat &	operator+= (const chmat &A2)
	Operators.
chmat &	operator-= (const chmat &A2)
	mapping of negative add operation to operators
int	cols () const
	Reimplementing common functions of mat: cols().
int	rows () const
	Reimplementing common functions of mat: cols().
Protected Attributes
mat	Ch
	Upper triangle of the cholesky matrix.
int	dim
	dimension of the square matrix

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Detailed Description

Symmetric matrix stored in square root decomposition using upper cholesky.

This matrix represent where only the upper triangle is stored;

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Member Function Documentation

void chmat::opupdt	(	const vec &	v,
		double	w
	)			[virtual]

Perfroms a rank-1 update by outer product of vectors: .

Parameters:

	v	Vector forming the outer product to be added
	w	weight of updating; can be negative

BLAS-2b operation.

Implements sqmat.

References Ch.

void chmat::mult_sym

(

const mat &

C

)

[virtual]

Inplace symmetric multiplication by a SQUARE matrix , i.e. .

Parameters:

C

multiplying matrix,

Implements sqmat.

void chmat::mult_sym_t

(

const mat &

C

)

[virtual]

Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .

Parameters:

C

multiplying matrix,

Implements sqmat.

vec chmat::sqrt_mult

(

const vec &

v

)

const [inline, virtual]

Multiplies square root of by vector .

Used e.g. in generating normal samples.

Implements sqmat.

References Ch.

chmat & chmat::operator+=

(

const chmat &

A2

)

[inline]

Operators.

Operations: mapping of add operation to operators

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The documentation for this class was generated from the following files:

• work/mixpp/bdm/math/chmat.h
• work/mixpp/bdm/math/chmat.cpp