gstlrn::CholeskySparse Class Reference

#include <CholeskySparse.hpp>

Inheritance diagram for gstlrn::CholeskySparse:

Public Member Functions
	CholeskySparse (const MatrixSparse &mat)
	CholeskySparse (const CholeskySparse &m)
CholeskySparse &	operator= (const CholeskySparse &m)
virtual	~CholeskySparse ()
Id	setMatrix (const MatrixSparse &mat)
Id	stdev (1 &vcur, const MatrixSparse *proj, bool flagStDev=false) const
double	computeLogDeterminant () const override
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
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

CholeskySparse() [1/2]

gstlrn::CholeskySparse::CholeskySparse

(

const MatrixSparse &

mat

)

CholeskySparse() [2/2]

gstlrn::CholeskySparse::CholeskySparse

(

const CholeskySparse &

m

)

~CholeskySparse()

gstlrn::CholeskySparse::~CholeskySparse ( )

virtual

Member Function Documentation

addInvLtX()

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

overridevirtual

Implements gstlrn::ACholesky.

addInvLX()

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

overridevirtual

Implements gstlrn::ACholesky.

addLtX()

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

overridevirtual

Implements gstlrn::ACholesky.

addLX()

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

overridevirtual

Implements gstlrn::ACholesky.

addSolveX()

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

overridevirtual

Implements gstlrn::ACholesky.

computeLogDeterminant()

double gstlrn::CholeskySparse::computeLogDeterminant ( ) const

overridevirtual

Implements gstlrn::ACholesky.

operator=()

CholeskySparse & gstlrn::CholeskySparse::operator=

(

const CholeskySparse &

m

)

setMatrix()

Id gstlrn::CholeskySparse::setMatrix

(

const MatrixSparse &

mat

)

stdev()

Id gstlrn::CholeskySparse::stdev	(	1 &	vcur,
		const MatrixSparse *	proj,
		bool	flagStDev = false
	)		const

Perform the calculation of the Standard Deviation of Estimation Error

Parameters

[out]	vcur	Output array
[out]	proj	Projection to the final output dimension
[in]	flagStDev	FALSE for a variance calculation, True for StDev.

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

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