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Bayes++ Bayesian Filtering Classes Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
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Namespaces | |
| namespace | detail |
| namespace | LAPACK |
Classes | |
| struct | prod_expression_result |
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, 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 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 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 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 |
| const ublas::matrix_vector_range< const FMMatrix< Base > > Bayesian_filter_matrix::diag | ( | const FMMatrix< Base > & | M | ) |
| const ublas::matrix_vector_range< const FMMatrix< Base > > Bayesian_filter_matrix::diag | ( | const FMMatrix< Base > & | M, |
| std::size_t | n | ||
| ) |
| ublas::matrix_vector_range< FMMatrix< Base > > Bayesian_filter_matrix::diag | ( | FMMatrix< Base > & | M | ) |
| ublas::matrix_vector_range< FMMatrix< Base > > Bayesian_filter_matrix::diag | ( | FMMatrix< Base > & | M, |
| std::size_t | n | ||
| ) |
Referenced by identity(), LdLfactor(), UCrcond(), UCrcond(), UdUfactor_variant1(), UdUfactor_variant2(), UdUinversePDignoreInfinity(), and UdUrcond().
| void Bayesian_filter_matrix::forceSymmetric | ( | Matrix & | M, |
| bool | bUpperToLower | ||
| ) |
| 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 | ||
| ) |
References LdLfactor(), and noalias().
| LTriMatrix::value_type Bayesian_filter_matrix::LdLfactor | ( | LTriMatrix & | M, |
| std::size_t | n | ||
| ) |
References diag(), and rcond_internal().
Referenced by Bayesian_filter::Information_root_info_scheme::init_yY(), and LdLfactor().
| 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().
| BOOST_UBLAS_INLINE detail::noalias_proxy< E > Bayesian_filter_matrix::noalias | ( | ublas::matrix_expression< E > & | lvalue | ) |
Referenced by Bayesian_filter::SIR_scheme::copy_resamples(), Bayesian_filter::Sampled_general_predict_model< Predict_model >::fw(), Bayesian_filter::Information_scheme::init(), Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::Unscented_scheme::init_XX(), Bayesian_filter::Information_root_info_scheme::init_yY(), LdLfactor(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::Extended_kalman_filter::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Extended_kalman_filter::observe(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::UD_scheme::observeUD(), Bayesian_filter::Sample_filter::predict(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), Bayesian_filter::Information_root_scheme::predict(), Bayesian_filter::SIR_scheme::predict(), Bayesian_filter::Unscented_scheme::predict(), Bayesian_filter::SIR_scheme::roughen_minmax(), UCfactor(), UdUfactor(), Bayesian_filter::Information_scheme::update(), Bayesian_filter::Information_root_scheme::update(), and Bayesian_filter::Information_root_info_scheme::update_yY().
| BOOST_UBLAS_INLINE detail::noalias_proxy< E > Bayesian_filter_matrix::noalias | ( | ublas::vector_expression< E > & | lvalue | ) |
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Referenced by Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), prod_SPD(), and Bayesian_filter::Information_root_scheme::update().
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References prod_SPD().
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Referenced by Bayesian_filter::Information_scheme::predict(), and prod_SPDT().
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References prod_SPDT().
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Referenced by UdUinversePDignoreInfinity().
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Referenced by LdLfactor(), UCrcond(), UCrcond(), UdUfactor_variant1(), UdUfactor_variant2(), UdUrcond(), and UdUrcond().
| UTriMatrix::value_type Bayesian_filter_matrix::UCfactor | ( | UTriMatrix & | M, |
| std::size_t | n | ||
| ) |
References UCrcond().
Referenced by Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::Information_root_scheme::observe_innovation(), and UCfactor().
| 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 | ) |
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References diag(), and rcond_internal().
| RowMatrix::value_type Bayesian_filter_matrix::UdUdet | ( | const SymMatrix & | UD | ) |
Referenced by UdUinversePD(), and UdUinversePD().
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References UdUfactor_variant2().
Referenced by Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::UD_scheme::init(), isPSD(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), UdUfactor(), UdUinversePD(), UdUinversePD(), UdUinversePD(), and UdUinversePD().
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 | ) |
Referenced by UdUinversePD(), UdUinversePD(), UdUinversePD(), UdUinversePD(), and UdUinversePDignoreInfinity().
| SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD | ( | SymMatrix & | M | ) |
References UdUfactor(), UdUinverse(), and UdUrecompose_transpose().
Referenced by Bayesian_filter::Information_scheme::init(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_scheme::predict(), and Bayesian_filter::Information_scheme::update().
| SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD | ( | SymMatrix & | M, |
| SymMatrix::value_type & | detM | ||
| ) |
References UdUdet(), UdUfactor(), UdUinverse(), and UdUrecompose_transpose().
References UdUfactor(), UdUinverse(), and UdUrecompose_transpose().
| SymMatrix::value_type Bayesian_filter_matrix::UdUinversePD | ( | SymMatrix & | MI, |
| SymMatrix::value_type & | detM, | ||
| const SymMatrix & | M | ||
| ) |
References UdUdet(), UdUfactor(), UdUinverse(), and UdUrecompose_transpose().
| SymMatrix::value_type Bayesian_filter_matrix::UdUinversePDignoreInfinity | ( | SymMatrix & | M | ) |
References diag(), rcond_ignore_infinity_internal(), UdUfactor_variant1(), UdUinverse(), and UdUrecompose_transpose().
Referenced by Bayesian_filter::Information_scheme::predict().
| RowMatrix::value_type Bayesian_filter_matrix::UdUrcond | ( | const RowMatrix & | UD, |
| std::size_t | n | ||
| ) |
References diag(), and rcond_internal().
| RowMatrix::value_type Bayesian_filter_matrix::UdUrcond | ( | const Vec & | d | ) |
| void Bayesian_filter_matrix::UdUrecompose | ( | RowMatrix & | M | ) |
Referenced by UdUrecompose(), and Bayesian_filter::UD_scheme::update().
References UdUrecompose().
| void Bayesian_filter_matrix::UdUrecompose_transpose | ( | RowMatrix & | M | ) |
Referenced by UdUinversePD(), UdUinversePD(), UdUinversePD(), UdUinversePD(), and UdUinversePDignoreInfinity().
| 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 | ) |