Copyright (C) 2003, 2004 The Board of Trustees of The Leland Stanford Junior University. All Rights Reserved.
Definition in file NumLinAlg.h.
#include <iosfwd>
#include <vector>
Go to the source code of this file.
Namespaces | |
namespace | hippodraw |
namespace | hippodraw::Numeric |
Functions | |
int | allocateMatrix (std::vector< std::vector< double > > &A, int m, int n) |
Allocates a matrix of size m x n. | |
int | allocateVector (std::vector< double > &x, int n) |
Allocates a vector of size n. | |
int | cholBackSolve (const std::vector< std::vector< double > > &L, std::vector< double > &x, const std::vector< double > &b) |
Solves the equation LL'x = b where L is lower triangular matrix. | |
int | cholFactor (std::vector< std::vector< double > > &A) |
The subroutine which does cholesky factorization of a given Symmetric positive definite matrix (say) A. | |
int | eye (std::vector< std::vector< double > > &M, int n) |
Creates an n x n identity matrix for M. | |
double | innerProduct (const std::vector< double > &a, const std::vector< double > &b) |
Computes the dot or the inner product of two vectors(i.e. | |
int | invertMatrix (const std::vector< std::vector< double > > &A, std::vector< std::vector< double > > &Ainv) |
Inverts a SPD matrix a to get inverse Ainv using the cholesky factorization. | |
double | norm (const std::vector< double > &a) |
Computes the two norm of the vector. | |
std::vector< vector < double > > | operator * (const std::vector< std::vector< double > > &A, const std::vector< std::vector< double > > &B) |
Computes Matrix Matrix Product C=A*B. | |
std::vector< double > | operator * (const std::vector< double > &x, const std::vector< std::vector< double > > &A) |
Computes the vector matrix product y = x'A. | |
std::vector< double > | operator * (const std::vector< std::vector< double > > &A, const std::vector< double > &x) |
Computes the Matrix vector product y = Ax. | |
std::vector < std::vector < double > > | operator * (double a, const std::vector< std::vector< double > > &A) |
Computes the scalar matrix product B = aA. | |
std::vector< double > | operator * (double a, const std::vector< double > &x) |
Given a scalar a and a vector x this function performs operation y = ax. | |
std::vector< vector < double > > | operator+ (const std::vector< std::vector< double > > &A, const std::vector< std::vector< double > > &B) |
Given two matrices A and B this function performs operation C = A + B. | |
std::vector< double > | operator+ (const std::vector< double > &x, const std::vector< double > &y) |
Given two vectors x and y this function performs operation z = x + y. | |
std::vector< vector < double > > | operator- (const std::vector< std::vector< double > > &A, const std::vector< std::vector< double > > &B) |
Given two matrices A and B this function performs operation C = A - B. | |
std::vector< double > | operator- (const std::vector< double > &y) |
Given a vector y this function performs operation z = - y. | |
std::vector< double > | operator- (const std::vector< double > &x, const std::vector< double > &y) |
Given two vectors x and y this function performs operation z = x - y. | |
std::vector < std::vector < double > > | operator/ (const std::vector< std::vector< double > > &A, double a) |
Computes the scalar matrix product B = A/a. | |
std::vector< double > | operator/ (const std::vector< double > &x, double a) |
Given a scalar and a vector x this function performs operation y = x/a. | |
vector< vector < double > > | outerProduct (const std::vector< double > &a, const std::vector< double > &b) |
Computes the outer product of two vectors (i.e. | |
double | quadraticProduct (const std::vector< std::vector< double > > &A, const std::vector< double > x) |
Calculates the vector-matrix-vector product x'*A*x. | |
int | write (const std::vector< std::vector< double > > &A) |
Given the matrix it writes it to std stream. | |
int | write (const std::vector< double > &x) |
Given the vector it writes it to std stream. |