fsqmat Class Reference
[Auxiliary math functions]

#include <libDC.h>

Inheritance diagram for fsqmat:

List of all members.

---

Detailed Description

Fake sqmat. This class maps sqmat operations to operations on full matrix.

This class can be used to compare performance of algorithms using decomposed matrices with perormance of the same algorithms using full matrices;

Public Member Functions
void	opupdt (const vec &v, double w)
mat	to_mat () const
	Conversion to full matrix.
void	mult_sym (const mat &C)
	Inplace symmetric multiplication by a SQUARE matrix , i.e. .
void	mult_sym_t (const mat &C)
	Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .
void	mult_sym (const mat &C, fsqmat &U) const
	store result of mult_sym in external matrix
void	mult_sym_t (const mat &C, fsqmat &U) const
	store result of mult_sym_t in external matrix
void	clear ()
	Clearing matrix so that it corresponds to zeros.
	fsqmat ()
	Default initialization.
	fsqmat (const int dim0)
	Default initialization with proper size.
	fsqmat (const mat &M)
	Constructor.
	fsqmat (const fsqmat &M, const ivec &perm)
	Constructor.
	fsqmat (const vec &d)
	Constructor.
virtual	~fsqmat ()
	Destructor for future use;.
virtual void	inv (fsqmat &Inv)
	Matrix inversion preserving the chosen form.
double	logdet () const
	Logarithm of a determinant.
double	qform (const vec &v) const
	Evaluates quadratic form ;.
double	invqform (const vec &v) const
	Evaluates quadratic form ;.
vec	sqrt_mult (const vec &v) const
	Multiplies square root of by vector .
void	add (const fsqmat &fsq2, double w=1.0)
	Add another matrix in fsq form with weight w.
void	setD (const vec &nD)
	Access functions.
vec	getD ()
	Access functions.
void	setD (const vec &nD, int i)
	Access functions.
fsqmat &	operator+= (const fsqmat &A)
	add another fsqmat matrix
fsqmat &	operator-= (const fsqmat &A)
	subtrack another fsqmat matrix
fsqmat &	operator*= (double x)
	multiply by a scalar
int	cols () const
	Reimplementing common functions of mat: cols().
int	rows () const
	Reimplementing common functions of mat: cols().
Protected Attributes
mat	M
	Full matrix on which the operations are performed.
int	dim
	dimension of the square matrix
Friends
std::ostream &	operator<< (std::ostream &os, const fsqmat &sq)
	print full matrix

---

Member Function Documentation

void fsqmat::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 M.

void fsqmat::mult_sym

(

const mat &

C

)

[virtual]

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

Parameters:

C

multiplying matrix,

Implements sqmat.

References M.

Referenced by bdm::EKF< sq_T >::bayes().

void fsqmat::mult_sym_t

(

const mat &

C

)

[virtual]

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

Parameters:

C

multiplying matrix,

Implements sqmat.

References M.

void fsqmat::inv

(

fsqmat &

Inv

)

[virtual]

Matrix inversion preserving the chosen form.

Parameters:

Inv

a space where the inverse is stored.

References M.

Referenced by bdm::EKF< sq_T >::bayes(), and bdm::egiw::evallog_nn().

vec fsqmat::sqrt_mult

(

const vec &

v

)

const [inline, virtual]

Multiplies square root of by vector .

Used e.g. in generating normal samples.

Implements sqmat.

References M.

---

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

• libDC.h
• libDC.cpp