Bayes++ Bayesian Filtering Classes  Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
Namespaces | Classes | Typedefs | Enumerations | Functions
Bayesian_filter_matrix Namespace Reference

Namespaces

 detail
 
 LAPACK
 

Classes

struct  prod_expression_result
 

Typedefs

typedef double Float
 
typedef FMVec< detail::BaseVectorVec
 
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, 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)
 
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

Enumeration Type Documentation

Enumerator
Empty 

Function Documentation

void Bayesian_filter_matrix::assert_isPSD ( const SymMatrix M)

References isPSD().

template<class Base >
ublas::matrix_vector_range<FMMatrix<Base> > Bayesian_filter_matrix::diag ( FMMatrix< Base > &  M,
std::size_t  n 
)
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)
template<class Base >
const ublas::matrix_vector_range<const FMMatrix<Base> > Bayesian_filter_matrix::diag ( const FMMatrix< Base > &  M)
void Bayesian_filter_matrix::forceSymmetric ( Matrix &  M,
bool  bUpperToLower 
)
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 &  M,
std::size_t  n 
)
LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor ( LTriMatrix &  LD,
const SymMatrix &  M 
)

References LdLfactor(), and noalias().

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)

Referenced by UdUfactor().

template<class E >
BOOST_UBLAS_INLINE detail::noalias_proxy<E> Bayesian_filter_matrix::noalias ( ublas::matrix_expression< E > &  lvalue)
template<class E >
BOOST_UBLAS_INLINE detail::noalias_proxy<E> Bayesian_filter_matrix::noalias ( ublas::vector_expression< E > &  lvalue)
template<class E >
prod_expression_result<E,E>::E1E2T_type Bayesian_filter_matrix::prod_SPD ( const ublas::matrix_expression< E > &  X)
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 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 >
SymMatrix Bayesian_filter_matrix::prod_SPD ( const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s 
)
inline

References prod_SPD().

template<class E >
prod_expression_result<E,E>::E1TE2_type Bayesian_filter_matrix::prod_SPDT ( const ublas::matrix_expression< E > &  X)
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 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 >
SymMatrix Bayesian_filter_matrix::prod_SPDT ( const ublas::matrix_expression< EX > &  X,
const ublas::vector_expression< ES > &  s 
)
inline

References prod_SPDT().

Vec::value_type Bayesian_filter_matrix::prod_SPDT ( const Vec &  x,
const Vec &  s 
)
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 &  M,
std::size_t  n 
)
UTriMatrix::value_type Bayesian_filter_matrix::UCfactor ( UTriMatrix &  UC,
const SymMatrix &  M 
)

References noalias(), UCfactor(), and UpperTri().

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

References diag(), and rcond_internal().

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

Referenced by UdUinversePD().

RowMatrix::value_type Bayesian_filter_matrix::UdUfactor ( RowMatrix &  M,
std::size_t  n 
)
inline
RowMatrix::value_type Bayesian_filter_matrix::UdUfactor ( RowMatrix &  UD,
const SymMatrix &  M 
)

References Lzero(), noalias(), and UdUfactor().

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

References diag(), and rcond_internal().

Referenced by UdUinversePDignoreInfinity().

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

References diag(), and rcond_internal().

Referenced by UdUfactor().

void Bayesian_filter_matrix::UdUfromUCholesky ( RowMatrix &  U)
bool Bayesian_filter_matrix::UdUinverse ( RowMatrix &  UD)
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD ( SymMatrix &  M)
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD ( SymMatrix &  M,
SymMatrix::value_type &  detM 
)
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD ( SymMatrix &  MI,
const SymMatrix &  M 
)
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD ( SymMatrix &  MI,
SymMatrix::value_type &  detM,
const SymMatrix &  M 
)
SymMatrix::value_type Bayesian_filter_matrix::UdUinversePDignoreInfinity ( SymMatrix &  M)
RowMatrix::value_type Bayesian_filter_matrix::UdUrcond ( const Vec &  d)
RowMatrix::value_type Bayesian_filter_matrix::UdUrcond ( const RowMatrix &  UD,
std::size_t  n 
)

References diag(), and rcond_internal().

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

References UdUrecompose().

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)