ldmat Class Reference
[Auxiliary math functions]

#include <libDC.h>

Inheritance diagram for ldmat:

List of all members.

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Detailed Description

Matrix stored in LD form, (commonly known as UD).

Matrix is decomposed as follows:

where only and matrices are stored. All inplace operations modifies only these and the need to compose and decompose the matrix is avoided.

Public Member Functions
	ldmat (const mat &L, const vec &D)
	Construct by copy of L and D.
	ldmat (const mat &V)
	Construct by decomposition of full matrix V.
	ldmat (const ldmat &V0, const ivec &perm)
	Construct by restructuring of V0 accordint to permutation vector perm.
	ldmat (vec D0)
	Construct diagonal matrix with diagonal D0.
	ldmat ()
	Default constructor.
	ldmat (const int dim0)
	Default initialization with proper size.
virtual	~ldmat ()
	Destructor for future use;.
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	add (const ldmat &ld2, double w=1.0)
	Add another matrix in LD form with weight w.
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 ;.
void	clear ()
	Clearing matrix so that it corresponds to zeros.
int	cols () const
	access function
int	rows () const
	access function
vec	sqrt_mult (const vec &v) const
	Multiplies square root of by vector .
virtual void	inv (ldmat &Inv) const
	Matrix inversion preserving the chosen form.
void	mult_sym (const mat &C, ldmat &U) const
	Symmetric multiplication of by a general matrix , result of which is stored in the current class.
void	mult_sym_t (const mat &C, ldmat &U) const
	Symmetric multiplication of by a transpose of a general matrix , result of which is stored in the current class.
void	ldform (const mat &A, const vec &D0)
	Transforms general into pure .
void	setD (const vec &nD)
	Access functions.
void	setD (const vec &nD, int i)
	Access functions.
void	setL (const vec &nL)
	Access functions.
const vec &	_D () const
	Access functions.
const mat &	_L () const
	Access functions.
ldmat &	operator+= (const ldmat &ldA)
	add another ldmat matrix
ldmat &	operator-= (const ldmat &ldA)
	subtract another ldmat matrix
ldmat &	operator*= (double x)
	multiply by a scalar
Protected Attributes
vec	D
	Positive vector .
mat	L
	Lower-triangular matrix .
Friends
std::ostream &	operator<< (std::ostream &os, const ldmat &sq)
	print both L and D

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Member Function Documentation

void ldmat::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 D, sqmat::dim, dydr(), and L.

Referenced by add(), bdm::ARX::bayes(), and bdm::ARX::logpred().

void ldmat::mult_sym

(

const mat &

C

)

[virtual]

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

Parameters:

C

multiplying matrix,

Implements sqmat.

References D, L, and ldform().

void ldmat::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 D, L, and ldform().

vec ldmat::sqrt_mult

(

const vec &

v

)

const [virtual]

Multiplies square root of by vector .

Used e.g. in generating normal samples.

Implements sqmat.

References D, sqmat::dim, and L.

void ldmat::inv

(

ldmat &

Inv

)

const [virtual]

Matrix inversion preserving the chosen form.

Parameters:

Inv

a space where the inverse is stored.

References clear(), D, L, ldform(), and ltuinv().

Referenced by bdm::egiw::variance().

void ldmat::mult_sym	(	const mat &	C,
		ldmat &	U
	)			const

Symmetric multiplication of by a general matrix , result of which is stored in the current class.

Parameters:

	C	matrix to multiply with
	U	a space where the inverse is stored.

References D, L, and ldform().

void ldmat::mult_sym_t	(	const mat &	C,
		ldmat &	U
	)			const

Symmetric multiplication of by a transpose of a general matrix , result of which is stored in the current class.

Parameters:

	C	matrix to multiply with
	U	a space where the inverse is stored.

References D, L, and ldform().

void ldmat::ldform	(	const mat &	A,
		const vec &	D0
	)

Transforms general into pure .

The new decomposition fullfills:

Parameters:

	A	general matrix
	D0	general vector

References D, sqmat::dim, and L.

Referenced by inv(), ldmat(), mult_sym(), and mult_sym_t().

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

• libDC.h
• libDC.cpp