NumLinAlg.h File Reference
Collection of linear algebra functions. More...
#include <iosfwd>
#include <vector>
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Namespaces | |
| namespace | hippodraw |
| Namespace for HippoDraw. | |
| namespace | hippodraw::Numeric |
| Collection of linear algebra functions. | |
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. | |
Detailed Description
Collection of linear algebra functions.Copyright (C) 2003, 2004 The Board of Trustees of The Leland Stanford Junior University. All Rights Reserved.
- Id
- NumLinAlg.h,v 1.12 2005/06/13 23:34:37 pfkeb Exp
Definition in file NumLinAlg.h.
