CholeskyDense Class Reference

#include <CholeskyDense.hpp>

Inheritance diagram for CholeskyDense:

Public Member Functions
	CholeskyDense (const MatrixSquareSymmetric *mat=nullptr)
	CholeskyDense (const CholeskyDense &m)
CholeskyDense &	operator= (const CholeskyDense &m)
virtual	~CholeskyDense ()
int	setMatrix (const MatrixSquareSymmetric *mat)
double	computeLogDeterminant () const override
VectorDouble	getLowerTriangle () const
double	getLowerTriangle (int i, int j) const
VectorDouble	getUpperTriangleInverse () const
double	getUpperTriangleInverse (int i, int j) const
int	addSolveX (const constvect vecin, vect vecout) const override
int	addInvLtX (const constvect vecin, vect vecout) const override
int	addLtX (const constvect vecin, vect vecout) const override
int	addLX (const constvect vecin, vect vecout) const override
int	addInvLX (const constvect vecin, vect vecout) const override
void	matProductInPlace (int mode, const MatrixRectangular &a, MatrixRectangular &x)
void	normMatInPlace (int mode, int neq, const MatrixSquareSymmetric &a, MatrixSquareSymmetric &b)
Public Member Functions inherited from ACholesky
	ACholesky (const AMatrix *mat)
	ACholesky (const ACholesky &m)
ACholesky &	operator= (const ACholesky &m)
virtual	~ACholesky ()
int	getSize () const override
const AMatrix *	getMatrix () const
int	solve (const constvect vecin, vect vecout) const
int	InvLtX (const constvect whitenoise, vect vecout) const
int	LtX (const constvect whitenoise, vect vecout) const
int	LX (const constvect whitenoise, vect vecout) const
int	InvLX (const constvect whitenoise, vect vecout) const
int	solveMatrix (const MatrixRectangular &b, MatrixRectangular &x) const
bool	isReady () const
Public Member Functions inherited from ASimulable
	ASimulable ()
virtual	~ASimulable ()
int	evalSimulate (const VectorDouble &whitenoise, VectorDouble &outv) const
VectorDouble	evalSimulate (const VectorDouble &whitenoise) const
int	evalSimulate (const constvect whitenoise, vect result) const
int	addSimulateToDest (const constvect whitenoise, vect outv) const
Public Member Functions inherited from ALinearOp
virtual	~ALinearOp ()
int	evalDirect (const VectorDouble &inv, VectorDouble &outv) const
VectorDouble	evalDirect (const VectorDouble &in) const
int	evalDirect (constvect inv, vect outv) const
int	addToDest (const constvect inv, vect outv) const
int	addToDest (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const

Constructor & Destructor Documentation

CholeskyDense() [1/2]

CholeskyDense::CholeskyDense

(

const MatrixSquareSymmetric *

mat = nullptr

)

CholeskyDense() [2/2]

CholeskyDense::CholeskyDense

(

const CholeskyDense &

m

)

~CholeskyDense()

CholeskyDense::~CholeskyDense ( )

virtual

Member Function Documentation

addInvLtX()

int CholeskyDense::addInvLtX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements ACholesky.

addInvLX()

int CholeskyDense::addInvLX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements ACholesky.

addLtX()

int CholeskyDense::addLtX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements ACholesky.

addLX()

int CholeskyDense::addLX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements ACholesky.

addSolveX()

int CholeskyDense::addSolveX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements ACholesky.

computeLogDeterminant()

double CholeskyDense::computeLogDeterminant ( ) const

overridevirtual

Implements ACholesky.

getLowerTriangle() [1/2]

VectorDouble CholeskyDense::getLowerTriangle

(

)

const

getLowerTriangle() [2/2]

double CholeskyDense::getLowerTriangle	(	int	i,
		int	j
	)		const

getUpperTriangleInverse() [1/2]

VectorDouble CholeskyDense::getUpperTriangleInverse

(

)

const

getUpperTriangleInverse() [2/2]

double CholeskyDense::getUpperTriangleInverse	(	int	i,
		int	j
	)		const

matProductInPlace()

void CholeskyDense::matProductInPlace	(	int	mode,
		const MatrixRectangular &	a,
		MatrixRectangular &	x
	)

Performs the product between a triangular and a square matrix TL is the lower triangular matrix and X is a square matrix

Parameters

[in]	mode	Type of calculations: 0 : X=TU%*A 1 : X=TL%*A 2 : X=A%*TU 3 : X=A%*TL 4 : X=t(A)%*TU 5 : X=t(A)%*TL
[in]	a	Input matrix
[out]	x	Resulting matrix (resized if necessary)

Remarks

The dimensions of 'a' and 'x' must match

Anyhow 'x' is resized to the same dimension as 'a'

normMatInPlace()

void CholeskyDense::normMatInPlace	(	int	mode,
		int	neq,
		const MatrixSquareSymmetric &	a,
		MatrixSquareSymmetric &	b
	)

Performs the product B = TL * A * TU or TU * A * TL where TL,TU is a triangular matrix and A a square symmetric matrix

Parameters

[in]	mode	0: TL * A * TU; 1: TU * A * TL
[in]	neq	number of equations in the system
[in]	a	Square symmetric matrix (optional)
[out]	b	Square output matrix (resized if needed)

Remarks

The value of 'neq' could be derived from the input matrix 'a'

but this matrix is optional, hence the presence of argument 'neq'

operator=()

CholeskyDense & CholeskyDense::operator=

(

const CholeskyDense &

m

)

setMatrix()

int CholeskyDense::setMatrix

(

const MatrixSquareSymmetric *

mat

)

---

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

• include/LinearOp/CholeskyDense.hpp
• src/LinearOp/CholeskyDense.cpp