sqmat Class Reference

Virtual class for representation of double symmetric matrices in square-root form. More...

#include <libDC.h>

Inheritance diagram for sqmat:

[legend]

List of all members.

Public Member Functions
virtual void	opupdt (const vec &v, double w)=0
virtual mat	to_mat ()=0
	Conversion to full matrix.
virtual void	mult_sym (const mat &C, bool trans=true)=0
	Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
virtual double	logdet ()=0
	Logarithm of a determinant.
virtual vec	sqrt_mult (vec &v)=0
	Multiplies square root of $V$ by vector $x$.
virtual double	qform (vec &v)=0
	Evaluates quadratic form $x= v'*V*v$;.
virtual void	clear ()=0
	Clearing matrix so that it corresponds to zeros.
int	cols () const
	Reimplementing common functions of mat: cols().
int	rows () const
	Reimplementing common functions of mat: cols().
Protected Attributes
int	dim

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Detailed Description

Virtual class for representation of double symmetric matrices in square-root form.

All operations defined on this class should be optimized for the chosed decomposition.

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Member Function Documentation

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

Perfroms a rank-1 update by outer product of vectors: $V = V + w v v'$.

Parameters:

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

BLAS-2b operation.

Implemented in fsqmat.

virtual void sqmat::mult_sym	(	const mat &	C,
		bool	trans = true
	)			[pure virtual]

Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.

Parameters:

	C	multiplying matrix,
	trans	if true, product $V = C'*V*C$ will be computed instead;

Implemented in fsqmat.

virtual vec sqmat::sqrt_mult

(

vec &

v

)

[pure virtual]

Multiplies square root of $V$ by vector $x$.

Used e.g. in generating normal samples.

Implemented in fsqmat.

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

• work/mixpp/bdm/math/libDC.h

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