gstlrn::CholeskyDense Class Reference

#include <CholeskyDense.hpp>

Inheritance diagram for gstlrn::CholeskyDense:

Public Member Functions
	CholeskyDense (const MatrixSymmetric &mat=MatrixSymmetric())
	CholeskyDense (const CholeskyDense &m)
CholeskyDense &	operator= (const CholeskyDense &m)
virtual	~CholeskyDense ()
Id	setMatrix (const MatrixSymmetric &mat)
double	computeLogDeterminant () const override
	getLowerTriangle () const
double	getLowerTriangle (Id i, Id j) const
	getUpperTriangleInverse () const
double	getUpperTriangleInverse (Id i, Id j) const
void	solveMatInPlace (const MatrixDense &mat, MatrixDense &res) const
Id	addSolveX (const constvect vecin, vect vecout) const override
Id	addInvLtX (const constvect vecin, vect vecout) const override
Id	addLtX (const constvect vecin, vect vecout) const override
Id	addLX (const constvect vecin, vect vecout) const override
Id	addInvLX (const constvect vecin, vect vecout) const override
void	matProductInPlace (Id mode, const MatrixDense &a, MatrixDense &x)
void	normMatInPlace (Id mode, Id neq, const MatrixSymmetric &a, MatrixSymmetric &b)
MatrixDense	inverse () const
void	clear ()
bool	empty () const
Public Member Functions inherited from gstlrn::ACholesky
	ACholesky (const AMatrix &mat)
	ACholesky (const ACholesky &m)
ACholesky &	operator= (const ACholesky &m)
virtual	~ACholesky ()
Id	getSize () const override
Id	solve (const constvect vecin, vect vecout) const
Id	InvLtX (const constvect whitenoise, vect vecout) const
Id	LtX (const constvect whitenoise, vect vecout) const
Id	LX (const constvect whitenoise, vect vecout) const
Id	InvLX (const constvect whitenoise, vect vecout) const
Id	solveMatrix (const MatrixDense &b, MatrixDense &x) const
bool	isReady () const
	invLtX (const 1 &vecin) const
	LtX (const 1 &vecin) const
	LX (const 1 &vecin) const
	invLX (const 1 &vecin) const
	solveX (const 1 &vecin) const
Public Member Functions inherited from gstlrn::ASimulable
	ASimulable ()
virtual	~ASimulable ()
Id	evalSimulate (const 1 &whitenoise, 1 &outv) const
	evalSimulate (const 1 &whitenoise) const
	simulate () const
Id	evalSimulate (const constvect whitenoise, vect result) const
Id	addSimulateToDest (const constvect whitenoise, vect outv) const
Public Member Functions inherited from gstlrn::ALinearOp
	ALinearOp ()
	ALinearOp (const ALinearOp &m)=delete
ALinearOp &	operator= (const ALinearOp &m)=delete
virtual	~ALinearOp ()
Id	evalDirect (const 1 &inv, 1 &outv) const
	evalDirect (const 1 &in) const
virtual void	multiplyByValueAndAddDiagonal (double v1=1., double v2=0.) const
virtual void	resetModif () const
void	setUseFactor (bool usefactor)
Id	evalDirect (constvect inv, vect outv) const
Id	addToDest (const constvect inv, vect outv) const
Id	addToDest (const ::Eigen::VectorXd &inv, ::Eigen::VectorXd &outv) const

Constructor & Destructor Documentation

CholeskyDense() [1/2]

gstlrn::CholeskyDense::CholeskyDense

(

const MatrixSymmetric &

mat = MatrixSymmetric()

)

CholeskyDense() [2/2]

gstlrn::CholeskyDense::CholeskyDense

(

const CholeskyDense &

m

)

~CholeskyDense()

gstlrn::CholeskyDense::~CholeskyDense ( )

virtual

Member Function Documentation

addInvLtX()

Id gstlrn::CholeskyDense::addInvLtX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements gstlrn::ACholesky.

addInvLX()

Id gstlrn::CholeskyDense::addInvLX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements gstlrn::ACholesky.

addLtX()

Id gstlrn::CholeskyDense::addLtX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements gstlrn::ACholesky.

addLX()

Id gstlrn::CholeskyDense::addLX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements gstlrn::ACholesky.

addSolveX()

Id gstlrn::CholeskyDense::addSolveX ( const constvect  vecin, vect  vecout  ) const

overridevirtual

Implements gstlrn::ACholesky.

clear()

void gstlrn::CholeskyDense::clear

(

)

computeLogDeterminant()

double gstlrn::CholeskyDense::computeLogDeterminant ( ) const

overridevirtual

Implements gstlrn::ACholesky.

empty()

bool gstlrn::CholeskyDense::empty

(

)

const

getLowerTriangle() [1/2]

gstlrn::CholeskyDense::getLowerTriangle

(

)

const

getLowerTriangle() [2/2]

double gstlrn::CholeskyDense::getLowerTriangle	(	Id	i,
		Id	j
	)		const

getUpperTriangleInverse() [1/2]

gstlrn::CholeskyDense::getUpperTriangleInverse

(

)

const

getUpperTriangleInverse() [2/2]

double gstlrn::CholeskyDense::getUpperTriangleInverse	(	Id	i,
		Id	j
	)		const

inverse()

MatrixDense gstlrn::CholeskyDense::inverse

(

)

const

matProductInPlace()

void gstlrn::CholeskyDense::matProductInPlace	(	Id	mode,
		const MatrixDense &	a,
		MatrixDense &	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 gstlrn::CholeskyDense::normMatInPlace	(	Id	mode,
		Id	neq,
		const MatrixSymmetric &	a,
		MatrixSymmetric &	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 & gstlrn::CholeskyDense::operator=

(

const CholeskyDense &

m

)

setMatrix()

Id gstlrn::CholeskyDense::setMatrix

(

const MatrixSymmetric &

mat

)

solveMatInPlace()

void gstlrn::CholeskyDense::solveMatInPlace	(	const MatrixDense &	mat,
		MatrixDense &	res
	)		const

---

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

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