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)=0
	Inplace symmetric multiplication by a SQUARE matrix $C$, i.e. $V = C*V*C'$.
virtual void	mult_sym_t (const mat &C)=0
	Inplace symmetric multiplication by a SQUARE transpose of matrix $C$, i.e. $V = C'*V*C$.
virtual double	logdet () const =0
	Logarithm of a determinant.
virtual vec	sqrt_mult (const vec &v) const =0
	Multiplies square root of $V$ by vector $x$.
virtual double	qform (const vec &v) const =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().
virtual	~sqmat ()
	Destructor for future use;.
	sqmat (const int dim0)
	Default constructor.
Protected Attributes
int	dim
	dimension of the square matrix

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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, and ldmat.

virtual void sqmat::mult_sym

(

const mat &

C

)

[pure virtual]

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

Parameters:

C

multiplying matrix,

Implemented in fsqmat, and ldmat.

virtual void sqmat::mult_sym_t

(

const mat &

C

)

[pure virtual]

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

Parameters:

C

multiplying matrix,

Implemented in fsqmat, and ldmat.

virtual vec sqmat::sqrt_mult

(

const vec &

v

)

const [pure virtual]

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

Used e.g. in generating normal samples.

Implemented in fsqmat, and ldmat.

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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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