Bayesian_filter_matrix Namespace Reference

Namespaces
	detail
	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 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

)

References isPSD().

template<class Base >

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

Referenced by identity(), LdLfactor(), UCrcond(), UdUfactor_variant1(), UdUfactor_variant2(), UdUinversePDignoreInfinity(), and UdUrcond().

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

)

References diag().

Referenced by Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::Information_root_scheme::inverse_Fx(), Bayesian_filter::Information_root_scheme::predict(), Bayesian_filter::Information_scheme::predict(), and Bayesian_filter::SIR_kalman_scheme::roughen_correlated().

bool Bayesian_filter_matrix::isPSD

(

const SymMatrix &

M

)

References UdUfactor().

Referenced by assert_isPSD(), Bayesian_filter::Covariance_scheme::init(), Bayesian_filter::CI_scheme::init(), Bayesian_filter::Unscented_scheme::init(), Bayesian_filter::Iterated_covariance_scheme::init(), and Bayesian_filter::Information_scheme::init_yY().

bool Bayesian_filter_matrix::isSymmetric

(

const Matrix &

M

)

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(), LdLfactor(), and UdUfactor().

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

)

Referenced by Bayesian_filter::SIR_scheme::copy_resamples(), Bayesian_filter::Sampled_general_predict_model< Linear_predict_model >::fw(), Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::Information_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::UD_scheme::observe(), Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::Extended_kalman_filter::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::UD_scheme::observeUD(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::CI_scheme::predict(), Bayesian_filter::Information_root_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Unscented_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), Bayesian_filter::SIR_scheme::predict(), Bayesian_filter::Sample_filter::predict(), Bayesian_filter::SIR_scheme::roughen_minmax(), Bayesian_filter::Simple_linear_uncorrelated_observe_model::Simple_linear_uncorrelated_observe_model(), UCfactor(), UdUfactor(), Bayesian_filter::Information_root_scheme::update(), Bayesian_filter::Information_scheme::update(), Bayesian_filter::Unscented_scheme::update_XX(), and Bayesian_filter::Information_root_info_scheme::update_yY().

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

Referenced by Bayesian_filter::Iterated_covariance_scheme::observe(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::predict(), Bayesian_filter::CI_scheme::predict(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Iterated_covariance_scheme::predict(), prod_SPD(), Bayesian_filter::Information_root_scheme::update(), and Bayesian_filter::Unscented_scheme::update_XX().

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

Referenced by Bayesian_filter::Information_scheme::predict(), and prod_SPDT().

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

References prod_SPDT().

template<class V >

V::value_type Bayesian_filter_matrix::rcond_ignore_infinity_internal ( const V &  D )

inline

Referenced by UdUinversePDignoreInfinity().

template<class V >

V::value_type Bayesian_filter_matrix::rcond_internal ( const V &  D )

inline

Referenced by LdLfactor(), UCrcond(), UdUfactor_variant1(), UdUfactor_variant2(), 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(), Bayesian_filter::Unscented_scheme::operator=(), UCfactor(), and UdUfactor().

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

)

References diag(), and rcond_internal().

Referenced by Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::predict(), and UCfactor().

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

References LdLfactor(), Lzero(), UCfactor(), UdUfactor_variant2(), UdUfromUCholesky(), UdUinverse(), UdUinversePD(), UdUinversePDignoreInfinity(), UdUrecompose(), UdUrecompose_transpose(), UdUseperate(), UTinverse(), and Uzero().

Referenced by Bayesian_filter::UD_scheme::init(), Bayesian_filter::SIR_kalman_scheme::init(), isPSD(), Bayesian_filter::UD_scheme::observe(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), UdUfactor(), and UdUinversePD().

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

)

Referenced by UdUfactor().

bool Bayesian_filter_matrix::UdUinverse

(

RowMatrix &

UD

)

Referenced by UdUfactor(), 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::Iterated_covariance_scheme::observe(), Bayesian_filter::Unscented_scheme::observe(), Bayesian_filter::CI_scheme::observe_innovation(), Bayesian_filter::Covariance_scheme::observe_innovation(), Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::Information_scheme::predict(), Bayesian_filter::Simple_linear_uncorrelated_observe_model::Simple_linear_uncorrelated_observe_model(), UdUfactor(), 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().

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

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(), and UdUfactor().

RowMatrix::value_type Bayesian_filter_matrix::UdUrcond

(

const Vec &

d

)

References diag(), and rcond_internal().

Referenced by Bayesian_filter::Information_scheme::observe_innovation(), Bayesian_filter::UD_scheme::observeUD(), Bayesian_filter::UD_scheme::predictGq(), and Bayesian_filter::Simple_linear_uncorrelated_observe_model::Simple_linear_uncorrelated_observe_model().

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

)

Referenced by UdUfactor(), UdUrecompose(), and Bayesian_filter::UD_scheme::update().

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

References UdUrecompose().

void Bayesian_filter_matrix::UdUrecompose_transpose

(

RowMatrix &

M

)

Referenced by UdUfactor(), UdUinversePD(), and UdUinversePDignoreInfinity().

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

Referenced by Bayesian_filter::SIR_kalman_scheme::init(), Bayesian_filter::SIR_kalman_scheme::roughen_correlated(), and UdUfactor().

template<class M >

const ublas::triangular_adaptor<const M, ublas::upper> Bayesian_filter_matrix::UpperTri

(

const M &

m

)

Referenced by Bayesian_filter::Information_root_scheme::observe_innovation(), Bayesian_filter::Information_root_scheme::predict(), and UCfactor().

bool Bayesian_filter_matrix::UTinverse

(

UTriMatrix &

U

)

Referenced by Bayesian_filter::Information_root_scheme::init(), Bayesian_filter::Information_root_info_scheme::init_yY(), Bayesian_filter::Information_root_scheme::observe_innovation(), UdUfactor(), and Bayesian_filter::Information_root_scheme::update().

void Bayesian_filter_matrix::Uzero

(

RowMatrix &

M

)

Referenced by UdUfactor().