bdm::sqmat Class Reference

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

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Detailed Description

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

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

#include <square_mat.h>

List of all members.

Public Member Functions
virtual void	opupdt (const vec &v, double w)
virtual mat	to_mat () const
	Conversion to full matrix.
virtual void	mult_sym (const mat &C)
	Inplace symmetric multiplication by a SQUARE matrix , i.e. .
virtual void	mult_sym_t (const mat &C)
	Inplace symmetric multiplication by a SQUARE transpose of matrix , i.e. .
virtual double	logdet () const
	Logarithm of a determinant.
virtual vec	sqrt_mult (const vec &v) const
	Multiplies square root of by vector .
virtual double	qform (const vec &v) const
	Evaluates quadratic form ;.
virtual double	invqform (const vec &v) const
	Evaluates quadratic form ;.
virtual void	clear ()
	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: rows().
virtual	~sqmat ()
	Destructor for future use;.
	sqmat (const int dim0)
	Default constructor.
	sqmat ()
	Default constructor.
Protected Attributes
int	dim
	dimension of the square matrix

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Member Function Documentation

virtual void bdm::sqmat::mult_sym

(

const mat &

C

)

[inline, virtual]

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

Parameters:

C

multiplying matrix,

Reimplemented in bdm::chmat, bdm::fsqmat, and bdm::ldmat.

References bdm_error.

virtual void bdm::sqmat::mult_sym_t

(

const mat &

C

)

[inline, virtual]

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

Parameters:

C

multiplying matrix,

Reimplemented in bdm::chmat, bdm::fsqmat, and bdm::ldmat.

References bdm_error.

virtual void bdm::sqmat::opupdt	(	const vec &	v,
		double	w
	)			[inline, 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.

Reimplemented in bdm::chmat, bdm::fsqmat, and bdm::ldmat.

References bdm_error.

virtual vec bdm::sqmat::sqrt_mult

(

const vec &

v

)

const [inline, virtual]

Multiplies square root of by vector .

Used e.g. in generating normal samples.

Reimplemented in bdm::chmat, bdm::fsqmat, and bdm::ldmat.

References bdm_error.

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

• square_mat.h