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

namespace  detail
 
namespace  LAPACK
 

Classes

struct  prod_expression_result
 

Typedefs

typedef double Float
 
typedef FMVec< detail::BaseVectorVec
 
typedef FMMatrix< detail::BaseRowMatrixRowMatrix
 
typedef RowMatrix Matrix
 
typedef FMMatrix< detail::BaseColMatrixColMatrix
 
typedef FMMatrix< detail::SymMatrixWrapper< detail::BaseRowMatrix > > SymMatrix
 
typedef FMMatrix< detail::BaseUpperTriMatrixUTriMatrix
 
typedef FMMatrix< detail::BaseLowerTriMatrixLTriMatrix
 
typedef FMMatrix< detail::BaseDiagMatrixDiagMatrix
 
typedef FMVec< detail::BaseDenseVectorDenseVec
 
typedef FMMatrix< detail::BaseDenseRowMatrixDenseRowMatrix
 
typedef DenseRowMatrix DenseMatrix
 
typedef FMMatrix< detail::BaseDenseColMatrixDenseColMatrix
 
typedef FMMatrix< detail::SymMatrixWrapper< detail::BaseDenseRowMatrix > > DenseSymMatrix
 
typedef FMMatrix< detail::BaseDenseUpperTriMatrixDenseUTriMatrix
 
typedef FMMatrix< detail::BaseDenseLowerTriMatrixDenseLTriMatrix
 
typedef FMMatrix< detail::BaseDenseDiagMatrixDenseDiagMatrix
 

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

◆ ColMatrix

◆ DenseColMatrix

◆ DenseDiagMatrix

◆ DenseLTriMatrix

◆ DenseMatrix

◆ DenseRowMatrix

◆ DenseSymMatrix

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

◆ DenseUTriMatrix

◆ DenseVec

◆ DiagMatrix

◆ Float

◆ LTriMatrix

◆ Matrix

◆ RowMatrix

◆ SymMatrix

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

◆ UTriMatrix

◆ Vec

Enumeration Type Documentation

◆ EmptyTag

Enumerator
Empty 

Function Documentation

◆ assert_isPSD()

void Bayesian_filter_matrix::assert_isPSD ( const SymMatrix M)

References isPSD().

◆ diag() [1/4]

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

◆ diag() [2/4]

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

◆ diag() [3/4]

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

◆ diag() [4/4]

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

◆ forceSymmetric()

void Bayesian_filter_matrix::forceSymmetric ( Matrix M,
bool  bUpperToLower 
)

◆ identity()

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

◆ isPSD()

bool Bayesian_filter_matrix::isPSD ( const SymMatrix M)

◆ isSymmetric()

bool Bayesian_filter_matrix::isSymmetric ( const Matrix M)

◆ LdLfactor() [1/2]

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

References LdLfactor(), and noalias().

◆ LdLfactor() [2/2]

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

◆ LowerTri()

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

◆ Lzero()

void Bayesian_filter_matrix::Lzero ( RowMatrix M)

Referenced by UdUfactor().

◆ noalias() [1/2]

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< 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().

◆ noalias() [2/2]

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

◆ prod_SPD() [1/4]

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

◆ prod_SPD() [2/4]

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

◆ prod_SPD() [3/4]

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().

◆ prod_SPD() [4/4]

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

◆ prod_SPDT() [1/5]

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

◆ prod_SPDT() [2/5]

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

◆ prod_SPDT() [3/5]

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().

◆ prod_SPDT() [4/5]

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

◆ prod_SPDT() [5/5]

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

◆ rcond_ignore_infinity_internal()

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

◆ rcond_internal()

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

◆ UCfactor() [1/2]

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

◆ UCfactor() [2/2]

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

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

◆ UCrcond() [1/2]

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

◆ UCrcond() [2/2]

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

References diag(), and rcond_internal().

◆ UdUdet()

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

Referenced by UdUinversePD(), and UdUinversePD().

◆ UdUfactor() [1/2]

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

◆ UdUfactor() [2/2]

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

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

◆ UdUfactor_variant1()

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

References diag(), and rcond_internal().

Referenced by UdUinversePDignoreInfinity().

◆ UdUfactor_variant2()

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

References diag(), and rcond_internal().

Referenced by UdUfactor().

◆ UdUfromUCholesky()

void Bayesian_filter_matrix::UdUfromUCholesky ( RowMatrix U)

◆ UdUinverse()

bool Bayesian_filter_matrix::UdUinverse ( RowMatrix UD)

◆ UdUinversePD() [1/4]

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

◆ UdUinversePD() [2/4]

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

◆ UdUinversePD() [3/4]

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

◆ UdUinversePD() [4/4]

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

◆ UdUinversePDignoreInfinity()

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

◆ UdUrcond() [1/2]

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

References diag(), and rcond_internal().

◆ UdUrcond() [2/2]

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

◆ UdUrecompose() [1/2]

void Bayesian_filter_matrix::UdUrecompose ( RowMatrix M)

◆ UdUrecompose() [2/2]

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

References UdUrecompose().

◆ UdUrecompose_transpose()

void Bayesian_filter_matrix::UdUrecompose_transpose ( RowMatrix M)

◆ UdUseperate()

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

◆ UpperTri()

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

◆ UTinverse()

bool Bayesian_filter_matrix::UTinverse ( UTriMatrix U)

◆ Uzero()

void Bayesian_filter_matrix::Uzero ( RowMatrix M)