Bayesian_filter_matrix Namespace Reference


Classes

struct  prod_expression_result

Namespaces

namespace  detail
namespace  LAPACK

Typedefs

typedef double Float
typedef FMVec< detail::BaseVector > Vec
typedef FMMatrix< detail::BaseRowMatrix > RowMatrix
typedef RowMatrix Matrix
typedef FMMatrix< detail::BaseColMatrix > ColMatrix
typedef FMMatrix< detail::SymMatrixWrapper<
detail::BaseRowMatrix > > 		SymMatrix
typedef FMMatrix< detail::BaseUpperTriMatrix > UTriMatrix
typedef FMMatrix< detail::BaseLowerTriMatrix > LTriMatrix
typedef FMMatrix< detail::BaseDiagMatrix > DiagMatrix
typedef FMVec< detail::BaseDenseVector > DenseVec
typedef FMMatrix< detail::BaseDenseRowMatrix > DenseRowMatrix
typedef DenseRowMatrix DenseMatrix
typedef FMMatrix< detail::BaseDenseColMatrix > DenseColMatrix
typedef FMMatrix< detail::SymMatrixWrapper<
detail::BaseDenseRowMatrix > > 		DenseSymMatrix
typedef FMMatrix< detail::BaseDenseUpperTriMatrix > DenseUTriMatrix
typedef FMMatrix< detail::BaseDenseLowerTriMatrix > DenseLTriMatrix
typedef FMMatrix< detail::BaseDenseDiagMatrix > DenseDiagMatrix

Enumerations

enum  EmptyTag { Empty }

Functions

void assert_isPSD (const SymMatrix &M)
bool isPSD (const SymMatrix &M)
bool isSymmetric (const Matrix &M)
void forceSymmetric (Matrix &M, bool bUpperToLower)
Vec::value_type UdUrcond (const Vec &d)
RowMatrix::value_type UdUrcond (const RowMatrix &UD)
RowMatrix::value_type UdUrcond (const RowMatrix &UD, std::size_t n)
UTriMatrix::value_type UCrcond (const UTriMatrix &UC)
SymMatrix::value_type UdUdet (const SymMatrix &UD)
RowMatrix::value_type UdUfactor_variant1 (RowMatrix &M, std::size_t n)
RowMatrix::value_type UdUfactor_variant2 (RowMatrix &M, std::size_t n)
RowMatrix::value_type UdUfactor (RowMatrix &M, std::size_t n)
LTriMatrix::value_type LdLfactor (LTriMatrix &M, std::size_t n)
UTriMatrix::value_type UCfactor (UTriMatrix &M, std::size_t n)
RowMatrix::value_type UdUfactor (RowMatrix &UD, const SymMatrix &M)
LTriMatrix::value_type LdLfactor (LTriMatrix &LD, const SymMatrix &M)
UTriMatrix::value_type UCfactor (UTriMatrix &UC, const SymMatrix &M)
bool UdUinverse (RowMatrix &UD)
bool UTinverse (UTriMatrix &U)
void UdUrecompose_transpose (RowMatrix &M)
void UdUrecompose (RowMatrix &M)
void UdUrecompose (SymMatrix &X, const RowMatrix &M)
void UdUfromUCholesky (RowMatrix &U)
void UdUseperate (RowMatrix &U, Vec &d, const RowMatrix &UD)
void Lzero (RowMatrix &M)
void Uzero (RowMatrix &M)
SymMatrix::value_type UdUinversePDignoreInfinity (SymMatrix &M)
SymMatrix::value_type UdUinversePD (SymMatrix &M)
SymMatrix::value_type UdUinversePD (SymMatrix &M, SymMatrix::value_type &detM)
SymMatrix::value_type UdUinversePD (SymMatrix &MI, const SymMatrix &M)
SymMatrix::value_type UdUinversePD (SymMatrix &MI, SymMatrix::value_type &detM, const SymMatrix &M)
template<class E>
BOOST_UBLAS_INLINE detail::noalias_proxy<
E > 		noalias (ublas::matrix_expression< E > &lvalue)
template<class E>
BOOST_UBLAS_INLINE detail::noalias_proxy<
E > 		noalias (ublas::vector_expression< E > &lvalue)
template<class M>
const ublas::triangular_adaptor<
const M, ublas::upper > 		UpperTri (const M &m)
template<class M>
const ublas::triangular_adaptor<
const M, ublas::lower > 		LowerTri (const M &m)
template<class Base>
ublas::matrix_vector_range<
FMMatrix< Base > > 		diag (FMMatrix< Base > &M, std::size_t n)
template<class Base>
const ublas::matrix_vector_range<
const FMMatrix< Base > > 		diag (const FMMatrix< Base > &M, std::size_t n)
template<class Base>
ublas::matrix_vector_range<
FMMatrix< Base > > 		diag (FMMatrix< Base > &M)
template<class Base>
const ublas::matrix_vector_range<
const FMMatrix< Base > > 		diag (const FMMatrix< Base > &M)
template<class Base>
void identity (FMMatrix< Base > &I)
template<class E>
prod_expression_result< E,
E >::E1E2T_type 		prod_SPD (const ublas::matrix_expression< E > &X)
template<class EX, class ES, class ET>
prod_expression_result< EX,
ET >::E1E2T_type 		prod_SPD (const ublas::matrix_expression< EX > &X, const ublas::matrix_expression< ES > &S, ublas::matrix_expression< ET > &XStemp)
template<class EX, class ES, class ET>
ET prod_SPD (const ublas::matrix_expression< EX > &X, const ublas::vector_expression< ES > &s, ublas::matrix_expression< ET > &Ptemp)
template<class EX, class ES>
SymMatrix prod_SPD (const ublas::matrix_expression< EX > &X, const ublas::vector_expression< ES > &s)
template<class E>
prod_expression_result< E,
E >::E1TE2_type 		prod_SPDT (const ublas::matrix_expression< E > &X)
template<class EX, class ES, class ET>
prod_expression_result< ET,
EX >::E1TE2_type 		prod_SPDT (const ublas::matrix_expression< EX > &X, const ublas::matrix_expression< ES > &S, ublas::matrix_expression< ET > &SXtemp)
template<class EX, class ES, class ET>
ET prod_SPDT (const ublas::matrix_expression< EX > &X, const ublas::vector_expression< ES > &s, ublas::matrix_expression< ET > &Ptemp)
template<class EX, class ES>
SymMatrix prod_SPDT (const ublas::matrix_expression< EX > &X, const ublas::vector_expression< ES > &s)
Vec::value_type prod_SPDT (const Vec &x, const Vec &s)
Vec::value_type prod_SPDT (const Vec &x, const SymMatrix &S)
template<class V>
V::value_type rcond_internal (const V &D)
template<class V>
V::value_type rcond_ignore_infinity_internal (const V &D)
UTriMatrix::value_type UCrcond (const UTriMatrix &UC, std::size_t n)

Typedef Documentation

typedef FMMatrix<detail::BaseColMatrix> Bayesian_filter_matrix::ColMatrix
 

typedef FMMatrix<detail::BaseDenseColMatrix> Bayesian_filter_matrix::DenseColMatrix
 

typedef FMMatrix<detail::BaseDenseDiagMatrix> Bayesian_filter_matrix::DenseDiagMatrix
 

typedef FMMatrix<detail::BaseDenseLowerTriMatrix> Bayesian_filter_matrix::DenseLTriMatrix
 

typedef DenseRowMatrix Bayesian_filter_matrix::DenseMatrix
 

typedef FMMatrix<detail::BaseDenseRowMatrix> Bayesian_filter_matrix::DenseRowMatrix
 

typedef FMMatrix<detail::SymMatrixWrapper<detail::BaseDenseRowMatrix> > Bayesian_filter_matrix::DenseSymMatrix
 

typedef FMMatrix<detail::BaseDenseUpperTriMatrix> Bayesian_filter_matrix::DenseUTriMatrix
 

typedef FMVec<detail::BaseDenseVector> Bayesian_filter_matrix::DenseVec
 

typedef FMMatrix<detail::BaseDiagMatrix> Bayesian_filter_matrix::DiagMatrix
 

typedef double Bayesian_filter_matrix::Float
 

typedef FMMatrix<detail::BaseLowerTriMatrix> Bayesian_filter_matrix::LTriMatrix
 

typedef RowMatrix Bayesian_filter_matrix::Matrix
 

typedef FMMatrix<detail::BaseRowMatrix> Bayesian_filter_matrix::RowMatrix
 

typedef FMMatrix<detail::SymMatrixWrapper<detail::BaseRowMatrix> > Bayesian_filter_matrix::SymMatrix
 

typedef FMMatrix<detail::BaseUpperTriMatrix> Bayesian_filter_matrix::UTriMatrix
 

typedef FMVec<detail::BaseVector> Bayesian_filter_matrix::Vec
 

Enumeration Type Documentation

enum Bayesian_filter_matrix::EmptyTag
 

Enumerator:
Empty 

Function Documentation

void Bayesian_filter_matrix::assert_isPSD (  const SymMatrix &  M  ) 
 

template<class Base>
const ublas::matrix_vector_range<const FMMatrix<Base> > Bayesian_filter_matrix::diag (  const FMMatrix< Base > &  M  ) 
 

template<class Base>
ublas::matrix_vector_range<FMMatrix<Base> > Bayesian_filter_matrix::diag (  FMMatrix< Base > &  M  ) 
 

template<class Base>
const ublas::matrix_vector_range<const FMMatrix<Base> > Bayesian_filter_matrix::diag (  const FMMatrix< Base > &  M,
std::size_t  n
) 
 

template<class Base>
ublas::matrix_vector_range<FMMatrix<Base> > Bayesian_filter_matrix::diag (  FMMatrix< Base > &  M,
std::size_t  n
) 
 

void Bayesian_filter_matrix::forceSymmetric (  Matrix &  M,
bool  bUpperToLower = false
) 
 

template<class Base>
void Bayesian_filter_matrix::identity (  FMMatrix< Base > &  I  ) 
 

bool Bayesian_filter_matrix::isPSD (  const SymMatrix &  M  ) 
 

bool Bayesian_filter_matrix::isSymmetric (  const Matrix &  M  ) 
 

LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor (  LTriMatrix &  LD,
const SymMatrix &  M
) 
 

LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor (  LTriMatrix &  M,
std::size_t  n
) 
 

template<class M>
const ublas::triangular_adaptor<const M, ublas::lower> Bayesian_filter_matrix::LowerTri (  const M &  m  ) 
 

void Bayesian_filter_matrix::Lzero (  RowMatrix &  M  ) 
 

template<class E>
BOOST_UBLAS_INLINE detail::noalias_proxy<E> Bayesian_filter_matrix::noalias (  ublas::vector_expression< E > &  lvalue  ) 
 

template<class E>
BOOST_UBLAS_INLINE detail::noalias_proxy<E> Bayesian_filter_matrix::noalias (  ublas::matrix_expression< E > &  lvalue  ) 
 

template<class EX, class ES>
SymMatrix Bayesian_filter_matrix::prod_SPD (  const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s
)  [inline]
 

template<class EX, class ES, class ET>
ET Bayesian_filter_matrix::prod_SPD (  const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s,
ublas::matrix_expression< ET > &  Ptemp
)  [inline]
 

template<class EX, class ES, class ET>
prod_expression_result<EX,ET>::E1E2T_type Bayesian_filter_matrix::prod_SPD (  const ublas::matrix_expression< EX > &  X,
const ublas::matrix_expression< ES > &  S,
ublas::matrix_expression< ET > &  XStemp
)  [inline]
 

template<class E>
prod_expression_result<E,E>::E1E2T_type Bayesian_filter_matrix::prod_SPD (  const ublas::matrix_expression< E > &  X  )  [inline]
 

Vec::value_type Bayesian_filter_matrix::prod_SPDT (  const Vec &  x,
const SymMatrix &  S
)  [inline]
 

Vec::value_type Bayesian_filter_matrix::prod_SPDT (  const Vec &  x,
const Vec &  s
)  [inline]
 

template<class EX, class ES>
SymMatrix Bayesian_filter_matrix::prod_SPDT (  const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s
)  [inline]
 

template<class EX, class ES, class ET>
ET Bayesian_filter_matrix::prod_SPDT (  const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s,
ublas::matrix_expression< ET > &  Ptemp
)  [inline]
 

template<class EX, class ES, class ET>
prod_expression_result<ET,EX>::E1TE2_type Bayesian_filter_matrix::prod_SPDT (  const ublas::matrix_expression< EX > &  X,
const ublas::matrix_expression< ES > &  S,
ublas::matrix_expression< ET > &  SXtemp
)  [inline]
 

template<class E>
prod_expression_result<E,E>::E1TE2_type Bayesian_filter_matrix::prod_SPDT (  const ublas::matrix_expression< E > &  X  )  [inline]
 

template<class V>
V::value_type Bayesian_filter_matrix::rcond_ignore_infinity_internal (  const V &  D  )  [inline]
 

template<class V>
V::value_type Bayesian_filter_matrix::rcond_internal (  const V &  D  )  [inline]
 

UTriMatrix::value_type Bayesian_filter_matrix::UCfactor (  UTriMatrix &  UC,
const SymMatrix &  M
) 
 

UTriMatrix::value_type Bayesian_filter_matrix::UCfactor (  UTriMatrix &  M,
std::size_t  n
) 
 

UTriMatrix::value_type Bayesian_filter_matrix::UCrcond (  const UTriMatrix &  UC,
std::size_t  n
)  [inline]
 

UTriMatrix::value_type Bayesian_filter_matrix::UCrcond (  const UTriMatrix &  UC  ) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUdet (  const SymMatrix &  UD  ) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUfactor (  RowMatrix &  UD,
const SymMatrix &  M
) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUfactor (  RowMatrix &  M,
std::size_t  n
)  [inline]
 

RowMatrix::value_type Bayesian_filter_matrix::UdUfactor_variant1 (  RowMatrix &  M,
std::size_t  n
) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUfactor_variant2 (  RowMatrix &  M,
std::size_t  n
) 
 

void Bayesian_filter_matrix::UdUfromUCholesky (  RowMatrix &  U  ) 
 

bool Bayesian_filter_matrix::UdUinverse (  RowMatrix &  UD  ) 
 

SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (  SymMatrix &  MI,
SymMatrix::value_type &  detM,
const SymMatrix &  M
) 
 

SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (  SymMatrix &  MI,
const SymMatrix &  M
) 
 

SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (  SymMatrix &  M,
SymMatrix::value_type &  detM
) 
 

SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD (  SymMatrix &  M  ) 
 

SymMatrix::value_type Bayesian_filter_matrix::UdUinversePDignoreInfinity (  SymMatrix &  M  ) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUrcond (  const RowMatrix &  UD,
std::size_t  n
) 
 

RowMatrix::value_type Bayesian_filter_matrix::UdUrcond (  const RowMatrix &  UD  ) 
 

Vec::value_type Bayesian_filter_matrix::UdUrcond (  const Vec &  d  ) 
 

void Bayesian_filter_matrix::UdUrecompose (  SymMatrix &  X,
const RowMatrix &  M
) 
 

void Bayesian_filter_matrix::UdUrecompose (  RowMatrix &  M  ) 
 

void Bayesian_filter_matrix::UdUrecompose_transpose (  RowMatrix &  M  ) 
 

void Bayesian_filter_matrix::UdUseperate (  RowMatrix &  U,
Vec &  d,
const RowMatrix &  UD
) 
 

template<class M>
const ublas::triangular_adaptor<const M, ublas::upper> Bayesian_filter_matrix::UpperTri (  const M &  m  ) 
 

bool Bayesian_filter_matrix::UTinverse (  UTriMatrix &  U  ) 
 

void Bayesian_filter_matrix::Uzero (  RowMatrix &  M  ) 
 

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