work/mixpp/bdm/math/chmat.h

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#ifndef CHMAT_H
#define CHMAT_H

#include <itpp/itbase.h>
#include "libDC.h"

using namespace itpp;

class chmat : public sqmat {
protected:
        mat Ch;
public:

        virtual void opupdt ( const vec &v, double w );
        virtual mat to_mat();
        virtual void mult_sym ( const mat &C );
        virtual void mult_sym_t ( const mat &C );
        virtual double logdet() const;
        virtual vec sqrt_mult ( const vec &v ) const;
        virtual double qform ( const vec &v ) const;
        virtual void clear();
        //extra defs
        virtual void inv ( mat &Inv );
        virtual void inv ( chmat &Inv );

        virtual ~chmat() {};
        chmat ( const int dim0 ) : sqmat ( dim0 ),Ch ( dim0,dim0 ) {};
        chmat ( const mat &M ) : sqmat ( M.rows() ),Ch ( M.rows(),M.cols() ) {
                mat Q;
                it_assert_debug ( M.rows() ==M.cols(),"chmat:: input matrix must be square!" );
                Ch=chol ( M );
        };
        mat & _Ch(){return Ch;}
};

/*

inline chmat& chmat::operator += ( const chmat &ldA )  {this->add ( ldA );return *this;}
inline chmat& chmat::operator -= ( const chmat &ldA )  {this->add ( ldA,-1.0 );return *this;}
*/
#endif // CHMAT_H

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