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dvar_matrix Class Reference

Class definition of matrix with derivitive information . More...

#include <fvar.hpp>

Public Member Functions

 dvar_matrix ()
 Description not yet available.
 dvar_matrix (const banded_symmetric_dvar_matrix &v)
 Description not yet available.
 dvar_matrix (const banded_lower_triangular_dvar_matrix &v)
 Description not yet available.
 dvar_matrix (const param_init_vector_vector &)
 dvar_matrix (const param_init_bounded_vector_vector &)
 dvar_matrix (const param_init_bounded_number_matrix &)
 Description not yet available.
 dvar_matrix (const ad_integer &nrl, const ad_integer &nrh, const index_type &ncl, const index_type &nch)
 Description not yet available.
 dvar_matrix (int, int, int, int)
 Description not yet available.
 dvar_matrix (int, int)
 Description not yet available.
 dvar_matrix (int, int, kkludge_object kk)
 Description not yet available.
 dvar_matrix (int, int, const ivector &, const ivector &)
 Description not yet available.
 dvar_matrix (int, int, int, const ivector &)
 Description not yet available.
 dvar_matrix (const dvar_matrix &)
 Description not yet available.
 dvar_matrix (const dmatrix &)
 Description not yet available.
 ~dvar_matrix ()
 Description not yet available.
void allocate (int nrl, int nrh, int ncl, int nch)
 Description not yet available.
void allocate (int nrl, int nrh)
 Description not yet available.
void allocate (ad_integer nrl, ad_integer nrh)
 Description not yet available.
void allocate (const dmatrix &m1)
 Description not yet available.
void allocate (const dvar_matrix &m1)
 Description not yet available.
void allocate (int nrl, int nrh, const ivector &ncl, const ivector &nch)
 Description not yet available.
void allocate (int nrl, int nrh, int ncl, const ivector &nch)
 Description not yet available.
void allocate (int nrl, int nrh, const ivector &ncl, int nch)
 Description not yet available.
void allocate (void)
 Description not yet available.
void allocate (const ad_integer &nrl, const ad_integer &nrh, const index_type &ncl, const index_type &nch)
 Description not yet available.
void colfill (int j, const dvar_vector &v)
 Fills column of a matrix with a vector (supplied)
void colfill_randn (const int &j, long int &n)
 Description not yet available.
void colfill_randn_ni (const int &j, long int &n)
 Description not yet available.
void colfill_randu (const int &j, long int &n)
 Description not yet available.
void colfill_randu_ni (const int &j, long int &n)
 Description not yet available.
void colfill_seqadd (const int &, double, double)
 Fills column of a matrix with a sequence of the form base, base+offset, base+2*offset,...
void colfill_seqadd_ni (const int &, double, double)
int colmax (void) const
int colmin (void) const
void colshift (int min)
 Description not yet available.
int colsize () const
void deallocate ()
 Description not yet available.
dvar_vector & elem (int i)
prevariable elem (int i, int j)
dvar_vector & elem (int i) const
prevariable elem (int i, int j) const
double & elem_value (register int i, register int j)
const double & elem_value (register int i, register int j) const
void fill (const char *)
 Description not yet available.
void fill_randn (long int &n)
 Description not yet available.
void fill_randn_ni (long int &n)
 Description not yet available.
void fill_randu (long int &n)
 Description not yet available.
void fill_randu_ni (long int &n)
 Description not yet available.
double fill_seqadd (double, double)
 Description not yet available.
int indexmax (void) const
int indexmin (void) const
void initialize (void)
 Description not yet available.
int operator! (void) const
dvar_vector & operator() (int i)
const dvar_vector & operator() (int i) const
prevariable operator() (register int i, register int j)
prevariable operator() (register int i, register int j) const
dvar_matrix & operator*= (const prevariable &t)
 Description not yet available.
dvar_matrix & operator*= (double t)
 Description not yet available.
dvar_matrix & operator++ (void)
dvar_matrix & operator+= (const dvar_matrix &x)
 Description not yet available.
dvar_matrix & operator+= (const dmatrix &x)
 Description not yet available.
dvar_matrix & operator-- (void)
dvar_matrix & operator-= (const dvar_matrix &x)
 Description not yet available.
dvar_matrix & operator-= (const dmatrix &x)
 Description not yet available.
dvar_matrix & operator/= (const prevariable &t)
 Description not yet available.
dvar_matrix & operator/= (double t)
 Description not yet available.
dvar_matrix & operator= (const dvar_matrix &)
 Description not yet available.
dvar_matrix & operator= (const dmatrix &)
 Description not yet available.
dvar_matrix & operator= (double t)
 Description not yet available.
dvar_matrix & operator= (const prevariable &t)
 Description not yet available.
dvar_vector & operator[] (int)
const dvar_vector & operator[] (int) const
void read_from (const istream &)
 Description not yet available.
void read_from (const uistream &)
 Description not yet available.
void rowfill (int j, const dvar_vector &v)
 Fills row of a matrix with a vector (supplied)
void rowfill_randn (const int &i, long int &n)
 Description not yet available.
void rowfill_randn_ni (const int &i, long int &n)
 Description not yet available.
void rowfill_randu (const int &i, long int &n)
 Description not yet available.
void rowfill_randu_ni (const int &i, long int &n)
 Description not yet available.
void rowfill_seqadd (const int &, double, double)
 Fills vector with a sequence of the form base, base+offset, base+2*offset,...
int rowmax (void) const
int rowmin (void) const
void rowshift (int min)
 Description not yet available.
int rowsize () const
void save_dvar_matrix_position (void) const
 Description not yet available.
void save_dvar_matrix_value (void) const
 Saves the size, address, and value information for a dvar_matrix.
void shallow_copy (const dvar_matrix &)
 Description not yet available.
dvar_matrix sub (int, int)
 Description not yet available.
void write_on (const ostream &) const
 Description not yet available.
void write_on (const uostream &) const
 Description not yet available.

Private Attributes

int index_max
int index_min
dvar_vector * m
mat_shapex * shape

Friends

class banded_lower_triangular_dmatrix
class banded_lower_triangular_dvar_matrix
class banded_symmetric_dmatrix
class banded_symmetric_dvar_matrix
void copy_status (const ostream &s, const dvar_matrix &m1)
 Description not yet available.
dvariable det (const dvar_matrix &)
 Determinaant of matrix.
class dvar3_array
class dvar_vector
char * fform (const char *, const dvar_matrix &)
dvar_matrix inv (const dvar_matrix &)
 Inverse of a varaiable matrix.
dvariable ln_det (const dvar_matrix &, int &sgn)
 

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2
dvariable norm (const dvar_matrix &)
 Description not yet available.
dvariable norm2 (const dvar_matrix &)
dvar_vector operator* (const dvar_vector &, const dvar_matrix &)
 Description not yet available.
dvar_vector operator* (const dvar_matrix &, const dvar_vector &)
 Description not yet available.
dvar_vector operator* (const dvector &, const dvar_matrix &)
 Description not yet available.
dvar_vector operator* (const dvar_matrix &, const dvector &)
 Description not yet available.
dvar_matrix operator* (const dvar_matrix &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator* (const dvar_matrix &, const dmatrix &)
 Description not yet available.
dvar_matrix operator* (const dmatrix &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator+ (const dvar_matrix &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator+ (const dvar_matrix &, const dmatrix &)
 Description not yet available.
dvar_matrix operator+ (const dmatrix &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator+ (double, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator+ (const dvar_matrix &, double)
 Description not yet available.
dvar_matrix operator+ (const dvariable &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator+ (const dvar_matrix &, const dvariable &)
 Description not yet available.
dvar_matrix operator- (double, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator- (const dvar_matrix &, double)
 Description not yet available.
dvar_matrix operator- (const dvariable &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator- (const dvar_matrix &, const dvariable &)
 Description not yet available.
dvar_matrix operator- (const dvar_matrix &, const dvar_matrix &)
 Description not yet available.
dvar_matrix operator- (const dvar_matrix &, const dmatrix &)
 Description not yet available.
dvar_matrix operator- (const dmatrix &, const dvar_matrix &)
 Description not yet available.
dvariable sumsq (const dvar_matrix &)
dvar_matrix trans (const dvar_matrix &)
 Description not yet available.

Detailed Description

Class definition of matrix with derivitive information .

Definition at line 2307 of file fvar.hpp.

Constructor & Destructor Documentation

dvar_matrix::dvar_matrix ( void  )

Description not yet available.

Parameters:

Definition at line 457 of file fvar_mat.cpp.

Referenced by param_init_matrix::allocate(), param_init_bounded_matrix::allocate(), param_init_matrix::restore_value(), param_init_matrix::save_value(), and param_stddev_matrix::set_dependent_variables().

dvar_matrix::dvar_matrix ( const banded_symmetric_dvar_matrix &  S1)

Description not yet available.

Parameters:

Definition at line 532 of file fvar_m40.cpp.

dvar_matrix::dvar_matrix ( const banded_lower_triangular_dvar_matrix &  S1)

Description not yet available.

Parameters:

Definition at line 566 of file fvar_m40.cpp.

dvar_matrix::dvar_matrix ( const param_init_vector_vector &  )
dvar_matrix::dvar_matrix ( const param_init_bounded_vector_vector &  )
dvar_matrix::dvar_matrix ( const param_init_bounded_number_matrix &  pibnm)

Description not yet available.

Parameters:

Definition at line 54 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( const ad_integer &  nrl,
const ad_integer &  nrh,
const index_type &  ncl,
const index_type &  nch 
)

Description not yet available.

Parameters:

Definition at line 17 of file fvar_m37.cpp.

dvar_matrix::dvar_matrix ( int  nrl,
int  nrh,
int  ncl,
int  nch 
)

Description not yet available.

Parameters:

Definition at line 18 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( int  nrl,
int  nrh 
)

Description not yet available.

Parameters:

Definition at line 42 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( int  nrl,
int  nrh,
kkludge_object  kk 
)

Description not yet available.

Parameters:

Definition at line 30 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( int  nrl,
int  nrh,
const ivector &  ncl,
const ivector &  nch 
)

Description not yet available.

Parameters:

Definition at line 250 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( int  nrl,
int  nrh,
int  ncl,
const ivector &  nch 
)

Description not yet available.

Parameters:

Definition at line 305 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( const dvar_matrix &  m2)

Description not yet available.

Parameters:

Definition at line 397 of file fvar_mat.cpp.

dvar_matrix::dvar_matrix ( const dmatrix &  m2)

Description not yet available.

Parameters:

Definition at line 466 of file fvar_mat.cpp.

dvar_matrix::~dvar_matrix ( )

Description not yet available.

Parameters:

Definition at line 493 of file fvar_mat.cpp.

Member Function Documentation

void dvar_matrix::allocate ( int  nrl,
int  nrh,
int  ncl,
int  nch 
)

Description not yet available.

Parameters:

Definition at line 122 of file fvar_mat.cpp.

Referenced by dvar3_array::allocate(), calculate_laplace_approximation(), cube(), mfexp(), operator-(), operator/(), and square().

void dvar_matrix::allocate ( int  nrl,
int  nrh 
)

Description not yet available.

Parameters:

Definition at line 96 of file fvar_mat.cpp.

void dvar_matrix::allocate ( ad_integer  nrl,
ad_integer  nrh 
)

Description not yet available.

Parameters:

Definition at line 152 of file fvar_mat.cpp.

void dvar_matrix::allocate ( const dmatrix &  m1)

Description not yet available.

Parameters:

Definition at line 177 of file fvar_mat.cpp.

void dvar_matrix::allocate ( const dvar_matrix &  m1)

Description not yet available.

Parameters:

Definition at line 213 of file fvar_mat.cpp.

void dvar_matrix::allocate ( int  nrl,
int  nrh,
const ivector &  ncl,
const ivector &  nch 
)

Description not yet available.

Parameters:

Definition at line 263 of file fvar_mat.cpp.

void dvar_matrix::allocate ( int  nrl,
int  nrh,
int  ncl,
const ivector &  nch 
)

Description not yet available.

Parameters:

Definition at line 317 of file fvar_mat.cpp.

void dvar_matrix::allocate ( int  nrl,
int  nrh,
const ivector &  ncl,
int  nch 
)

Description not yet available.

Parameters:

Definition at line 357 of file fvar_mat.cpp.

void dvar_matrix::allocate ( void  )

Description not yet available.

Parameters:

Definition at line 445 of file fvar_mat.cpp.

Referenced by named_dvar_matrix::allocate(), dll_param_matrix::allocate(), param_init_matrix::allocate(), dll_param_init_matrix::allocate(), param_init_bounded_matrix::allocate(), allocate(), dvar_matrix(), and matrix_kludge::matrix_kludge().

void dvar_matrix::allocate ( const ad_integer &  nrl,
const ad_integer &  nrh,
const index_type &  ncl,
const index_type &  nch 
)

Description not yet available.

Parameters:

Definition at line 30 of file fvar_m37.cpp.

void dvar_matrix::colfill ( int  j,
const dvar_vector &  v 
)

Fills column of a matrix with a vector (supplied)

Author:
Dave Fournier
Date:
2008-03-25
Parameters:
jthe column
vis a vector to be inserted in the jth column
Returns:
dvar_matrix with those values

Definition at line 114 of file ranfill1.cpp.

void dvar_matrix::colfill_randn ( const int &  j,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 130 of file ranfill2.cpp.

void dvar_matrix::colfill_randn_ni ( const int &  j,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 175 of file ranf_ni2.cpp.

void dvar_matrix::colfill_randu ( const int &  j,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 79 of file ranfill2.cpp.

void dvar_matrix::colfill_randu_ni ( const int &  j,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 74 of file ranf_ni2.cpp.

void dvar_matrix::colfill_seqadd ( const int &  j,
double  base,
double  offset 
)

Fills column of a matrix with a sequence of the form base, base+offset, base+2*offset,...

Author:
Dave Fournier
Date:
2008-03-25
Parameters:
jthe column
baseis the starting value
offsetbase+offset,base+offset*2,...,
Returns:
dvar_matrix with those values

Definition at line 72 of file ranfill1.cpp.

void dvar_matrix::colfill_seqadd_ni ( const int &  ,
double  ,
double   
)
int dvar_matrix::colmax ( void  ) const [inline]

Definition at line 2383 of file fvar.hpp.

Referenced by bicubic_spline(), colsize(), colsum(), column_value(), det(), diagonal(), expm(), extract_column(), extract_diagonal(), extract_row(), inv(), ln_det(), lubksb(), matrix2vector(), nograd_assign_column(), operator*(), operator+(), operator-(), operator=(), posfun(), rowfill_randn(), rowfill_randn_ni(), rowfill_randu(), rowfill_randu_ni(), rowfill_seqadd(), solve(), splie2(), splin2(), symmetrize(), trace(), trans(), dll_param_init_matrix::~dll_param_init_matrix(), and dll_param_matrix::~dll_param_matrix().

int dvar_matrix::colmin ( void  ) const [inline]

Definition at line 2379 of file fvar.hpp.

Referenced by bicubic_spline(), colsize(), colsum(), column_value(), det(), diagonal(), expm(), extract_column(), extract_diagonal(), extract_row(), inv(), ln_det(), lubksb(), matrix2vector(), nograd_assign_column(), operator*(), operator+(), operator-(), operator=(), posfun(), rowfill_randn(), rowfill_randn_ni(), rowfill_randu(), rowfill_randu_ni(), rowfill_seqadd(), solve(), symmetrize(), trace(), trans(), dll_param_init_matrix::~dll_param_init_matrix(), and dll_param_matrix::~dll_param_matrix().

void dvar_matrix::colshift ( int  min)

Description not yet available.

Parameters:

Definition at line 28 of file fvar_ma9.cpp.

Referenced by eigenvalues(), and eigenvectors().

int dvar_matrix::colsize ( ) const [inline]

Definition at line 2409 of file fvar.hpp.

Referenced by choleski_decomp(), det(), eigenvalues(), eigenvectors(), inv(), ln_det(), solve(), tri_dag(), and tri_dagv().

void dvar_matrix::deallocate ( void  )

Description not yet available.

Parameters:

Definition at line 512 of file fvar_mat.cpp.

Referenced by ~dvar_matrix().

dvar_vector& dvar_matrix::elem ( int  i) [inline]

Definition at line 2334 of file fvar.hpp.

Referenced by colfill_randn(), colfill_randn_ni(), colfill_randu(), colfill_randu_ni(), colfill_seqadd(), colshift(), column_vector(), dvar_matrix(), elem(), dvar3_array::elem(), extract_column(), extract_diagonal(), extract_row(), fill_randn(), fill_randn_ni(), fill_randu(), fill_randu_ni(), fill_seqadd(), initialize(), lubksb(), norm(), norm2(), operator*(), operator*=(), operator+=(), operator-=(), operator/=(), operator=(), outer_prod(), row_vector(), rowfill_randn(), rowfill_randn_ni(), rowfill_randu(), rowfill_randu_ni(), rowfill_seqadd(), sum(), and trace().

prevariable dvar_matrix::elem ( int  i,
int  j 
) [inline]

Definition at line 2338 of file fvar.hpp.

dvar_vector& dvar_matrix::elem ( int  i) const [inline]

Definition at line 2342 of file fvar.hpp.

prevariable dvar_matrix::elem ( int  i,
int  j 
) const [inline]

Definition at line 2346 of file fvar.hpp.

double& dvar_matrix::elem_value ( register int  i,
register int  j 
) [inline]

Definition at line 2500 of file fvar.hpp.

Referenced by column_value(), empirical_covariance(), outer_prod(), and trans().

const double& dvar_matrix::elem_value ( register int  i,
register int  j 
) const [inline]

Definition at line 2505 of file fvar.hpp.

void dvar_matrix::fill ( const char *  s)

Description not yet available.

Parameters:

Definition at line 42 of file fvar_m10.cpp.

void dvar_matrix::fill_randn ( long int &  n)

Description not yet available.

Parameters:

Definition at line 164 of file ranfill2.cpp.

void dvar_matrix::fill_randn_ni ( long int &  n)

Description not yet available.

Parameters:

Definition at line 116 of file ranf_ni2.cpp.

Referenced by dvar3_array::fill_randn(), and dvar3_array::fill_randn_ni().

void dvar_matrix::fill_randu ( long int &  n)

Description not yet available.

Parameters:

Definition at line 181 of file ranfill2.cpp.

void dvar_matrix::fill_randu_ni ( long int &  n)

Description not yet available.

Parameters:

Definition at line 160 of file ranf_ni2.cpp.

Referenced by dvar3_array::fill_randu(), and dvar3_array::fill_randu_ni().

double dvar_matrix::fill_seqadd ( double  x,
double  d 
)

Description not yet available.

Parameters:

Definition at line 35 of file fvar_m36.cpp.

int dvar_matrix::indexmax ( void  ) const [inline]

Definition at line 2399 of file fvar.hpp.

Referenced by param_init_matrix::add_value(), param_init_bounded_matrix::add_value(), param_init_matrix::allocate(), param_init_bounded_matrix::allocate(), choleski_decomp(), colmax(), param_init_bounded_matrix::curv_scale(), diagonal(), dvar_matrix(), dvar_matrix_position::dvar_matrix_position(), elem_prod(), empirical_covariance(), quadratic_prior::get_cHessian_from_vHessian(), laplace_approximation_calculator::get_gradient_for_hessian_calcs(), param_init_matrix::get_jacobian(), param_init_bounded_matrix::get_jacobian(), quadratic_prior::get_vHessian(), banded_symmetric_dvar_matrix::indexmax(), banded_lower_triangular_dvar_matrix::indexmax(), initialize(), lower_triangular_ln_det(), lower_triangular_solve(), matrix2vector(), param_init_bounded_matrix::mc_scale(), mfexp(), nograd_assign_row(), operator-(), operator/(), param_init_matrix::save_value(), param_init_bounded_matrix::sd_scale(), param_init_matrix::set_simulation_bounds(), param_init_bounded_matrix::set_simulation_bounds(), set_value_inv_partial(), set_value_partial(), param_init_matrix::setshare(), param_init_matrix::shared_set_value(), param_init_bounded_matrix::shared_set_value(), solve(), sub_unallocated(), tensor_prod(), trans(), use_shape(), value(), and VEC().

int dvar_matrix::indexmin ( void  ) const [inline]

Definition at line 2395 of file fvar.hpp.

Referenced by param_init_matrix::add_value(), param_init_bounded_matrix::add_value(), param_init_matrix::allocate(), param_init_bounded_matrix::allocate(), choleski_decomp(), colmax(), colmin(), param_init_bounded_matrix::curv_scale(), diagonal(), dvar_matrix(), dvar_matrix_position::dvar_matrix_position(), elem_prod(), empirical_covariance(), fill(), quadratic_prior::get_cHessian_from_vHessian(), laplace_approximation_calculator::get_gradient_for_hessian_calcs(), laplace_approximation_calculator::get_hessian_from_components_lme(), param_init_matrix::get_jacobian(), param_init_bounded_matrix::get_jacobian(), quadratic_prior::get_vHessian(), banded_symmetric_dvar_matrix::indexmin(), banded_lower_triangular_dvar_matrix::indexmin(), initialize(), lower_triangular_ln_det(), lower_triangular_solve(), matrix2vector(), param_init_bounded_matrix::mc_scale(), mfexp(), nograd_assign_row(), operator-(), operator/(), param_init_matrix::save_value(), param_init_bounded_matrix::sd_scale(), param_init_matrix::set_simulation_bounds(), param_init_bounded_matrix::set_simulation_bounds(), set_value_inv_partial(), set_value_partial(), param_init_matrix::setshare(), param_init_matrix::shared_set_value(), param_init_bounded_matrix::shared_set_value(), solve(), sub_unallocated(), tensor_prod(), trans(), use_shape(), value(), and VEC().

void dvar_matrix::initialize ( void  )

Description not yet available.

Parameters:

Definition at line 44 of file fvar_ma7.cpp.

Referenced by ageLengthKey(), ALK(), dmultinom(), dmvlogistic(), dvar_matrix(), empirical_covariance(), expm(), laplace_approximation_calculator::get_hessian_from_components_lme(), dvar3_array::initialize(), make_dvar_matrix(), make_sdvar_matrix(), and MAT().

int dvar_matrix::operator! ( void  ) const [inline]

Definition at line 2330 of file fvar.hpp.

dvar_vector & dvar_matrix::operator() ( int  i) [inline]

Definition at line 2598 of file fvar.hpp.

Referenced by dvar_matrix().

const dvar_vector & dvar_matrix::operator() ( int  i) const [inline]

Definition at line 2609 of file fvar.hpp.

prevariable dvar_matrix::operator() ( register int  i,
register int  j 
) [inline]

Definition at line 2491 of file fvar.hpp.

prevariable dvar_matrix::operator() ( register int  i,
register int  j 
) const [inline]

Definition at line 2516 of file fvar.hpp.

dvar_matrix & dvar_matrix::operator*= ( const prevariable &  x)

Description not yet available.

Parameters:

Definition at line 110 of file fvar_m28.cpp.

dvar_matrix & dvar_matrix::operator*= ( double  t)

Description not yet available.

Parameters:

Definition at line 95 of file fvar_m28.cpp.

dvar_matrix& dvar_matrix::operator++ ( void  ) [inline]

Definition at line 2322 of file fvar.hpp.

dvar_matrix & dvar_matrix::operator+= ( const dvar_matrix &  m1)

Description not yet available.

Parameters:

Definition at line 17 of file fvar_m11.cpp.

dvar_matrix & dvar_matrix::operator+= ( const dmatrix &  m1)

Description not yet available.

Parameters:

Definition at line 37 of file fvar_m11.cpp.

dvar_matrix& dvar_matrix::operator-- ( void  ) [inline]

Definition at line 2315 of file fvar.hpp.

dvar_matrix & dvar_matrix::operator-= ( const dvar_matrix &  m1)

Description not yet available.

Parameters:

Definition at line 57 of file fvar_m11.cpp.

dvar_matrix & dvar_matrix::operator-= ( const dmatrix &  m1)

Description not yet available.

Parameters:

Definition at line 77 of file fvar_m11.cpp.

dvar_matrix & dvar_matrix::operator/= ( const prevariable &  x)

Description not yet available.

Parameters:

Definition at line 50 of file fvar_m28.cpp.

dvar_matrix & dvar_matrix::operator/= ( double  t)

Description not yet available.

Parameters:

Definition at line 35 of file fvar_m28.cpp.

dvar_matrix & dvar_matrix::operator= ( const dvar_matrix &  m1)

Description not yet available.

Parameters:

Reimplemented in param_stddev_matrix, dll_param_init_matrix, param_init_matrix, dll_param_matrix, and named_dvar_matrix.

Definition at line 532 of file fvar_mat.cpp.

dvar_matrix & dvar_matrix::operator= ( const dmatrix &  m1)

Description not yet available.

Parameters:

Reimplemented in param_stddev_matrix, dll_param_init_matrix, param_init_matrix, dll_param_matrix, and named_dvar_matrix.

Definition at line 562 of file fvar_mat.cpp.

dvar_matrix & dvar_matrix::operator= ( double  t)

Description not yet available.

Parameters:

Reimplemented in param_stddev_matrix, dll_param_matrix, and named_dvar_matrix.

Definition at line 65 of file fvar_m28.cpp.

dvar_matrix & dvar_matrix::operator= ( const prevariable &  x)

Description not yet available.

Parameters:

Definition at line 80 of file fvar_m28.cpp.

dvar_vector & dvar_matrix::operator[] ( int  i) [inline]

Definition at line 2591 of file fvar.hpp.

const dvar_vector & dvar_matrix::operator[] ( int  i) const [inline]

Definition at line 2605 of file fvar.hpp.

void dvar_matrix::read_from ( const istream &  s)

Description not yet available.

Parameters:

Definition at line 97 of file fvarm_io.cpp.

Referenced by operator>>().

void dvar_matrix::read_from ( const uistream &  s)

Description not yet available.

Parameters:

Definition at line 51 of file fvarm1_i.cpp.

void dvar_matrix::rowfill ( int  i,
const dvar_vector &  v 
)

Fills row of a matrix with a vector (supplied)

Author:
Dave Fournier
Date:
2008-03-25
Parameters:
jthe column
vis a vector to be inserted in the jth column
Returns:
dvar_matrix with those values

Definition at line 132 of file ranfill1.cpp.

void dvar_matrix::rowfill_randn ( const int &  i,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 147 of file ranfill2.cpp.

void dvar_matrix::rowfill_randn_ni ( const int &  i,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 189 of file ranf_ni2.cpp.

void dvar_matrix::rowfill_randu ( const int &  i,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 96 of file ranfill2.cpp.

void dvar_matrix::rowfill_randu_ni ( const int &  i,
long int &  n 
)

Description not yet available.

Parameters:

Definition at line 88 of file ranf_ni2.cpp.

void dvar_matrix::rowfill_seqadd ( const int &  i,
double  base,
double  offset 
)

Fills vector with a sequence of the form base, base+offset, base+2*offset,...

Author:
Dave Fournier
Date:
2008-03-25
Parameters:
baseis the starting value
offsetbase+offset,base+offset*2,...,
Returns:
dvar_vector with those value

Definition at line 93 of file ranfill1.cpp.

int dvar_matrix::rowmax ( void  ) const [inline]

Definition at line 2391 of file fvar.hpp.

Referenced by param_init_matrix::add_value(), param_init_bounded_matrix::add_value(), allocate(), dmatrix::allocate(), bicubic_spline(), colfill(), colfill_randn(), colfill_randn_ni(), colfill_randu(), colfill_randu_ni(), colfill_seqadd(), colshift(), colsum(), column_value(), copy_status(), copy_value_to_vector(), cos(), cube(), param_init_matrix::curv_scale(), param_init_bounded_matrix::curv_scale(), dvar_matrix(), dvar_matrix_position::dvar_matrix_position(), elem_div(), elem_prod(), exp(), expm(), extract_column(), extract_diagonal(), extract_row(), fill(), fill_randn(), fill_randn_ni(), fill_randu(), fill_randu_ni(), fill_seqadd(), param_init_matrix::get_jacobian(), param_init_bounded_matrix::get_jacobian(), log(), matrix2vector(), param_init_matrix::mc_scale(), param_init_bounded_matrix::mc_scale(), mfexp(), nograd_assign_column(), nograd_assign_row(), norm(), norm2(), operator*(), operator*=(), operator+(), operator+=(), operator-(), operator-=(), operator/(), operator/=(), operator<<(), operator=(), operator>>(), posfun(), pow(), restore_value_from_vector(), banded_symmetric_dvar_matrix::rowmax(), banded_lower_triangular_dvar_matrix::rowmax(), rowsize(), rowsum(), save_dvar_matrix_position(), save_dvar_matrix_value(), banded_symmetric_dvar_matrix::save_dvar_matrix_value(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_value(), param_init_matrix::sd_scale(), param_init_bounded_matrix::sd_scale(), param_init_matrix::sd_vscale(), param_init_bounded_matrix::sd_vscale(), param_init_matrix::set_simulation_bounds(), param_init_bounded_matrix::set_simulation_bounds(), set_value(), set_value_inv(), sin(), size_count(), size_count_partial(), splie2(), splin2(), sqr(), sqrt(), square(), sum(), symmetrize(), tan(), trace(), use_shape(), value(), write_on(), dll_param_init_matrix::~dll_param_init_matrix(), and dll_param_matrix::~dll_param_matrix().

int dvar_matrix::rowmin ( void  ) const [inline]

Definition at line 2387 of file fvar.hpp.

Referenced by param_init_matrix::add_value(), param_init_bounded_matrix::add_value(), allocate(), dmatrix::allocate(), bicubic_spline(), colfill(), colfill_randn(), colfill_randn_ni(), colfill_randu(), colfill_randu_ni(), colfill_seqadd(), colshift(), colsum(), column_value(), copy_status(), copy_value_to_vector(), cos(), cube(), param_init_matrix::curv_scale(), param_init_bounded_matrix::curv_scale(), det(), dvar_matrix(), dvar_matrix_position::dvar_matrix_position(), elem_div(), elem_prod(), exp(), expm(), extract_column(), extract_diagonal(), extract_row(), fill(), fill_randn(), fill_randn_ni(), fill_randu(), fill_randu_ni(), fill_seqadd(), param_init_matrix::get_jacobian(), param_init_bounded_matrix::get_jacobian(), ln_det(), log(), matrix2vector(), param_init_matrix::mc_scale(), param_init_bounded_matrix::mc_scale(), mfexp(), nograd_assign_column(), nograd_assign_row(), norm(), norm2(), operator*(), operator*=(), operator+(), operator+=(), operator-(), operator-=(), operator/(), operator/=(), operator<<(), operator=(), operator>>(), posfun(), pow(), read_from(), restore_value_from_vector(), banded_symmetric_dvar_matrix::rowmin(), banded_lower_triangular_dvar_matrix::rowmin(), rowshift(), rowsize(), rowsum(), save_dvar_matrix_position(), save_dvar_matrix_value(), banded_symmetric_dvar_matrix::save_dvar_matrix_value(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_value(), param_init_matrix::sd_scale(), param_init_bounded_matrix::sd_scale(), param_init_matrix::sd_vscale(), param_init_bounded_matrix::sd_vscale(), param_init_matrix::set_simulation_bounds(), param_init_bounded_matrix::set_simulation_bounds(), set_value(), set_value_inv(), sin(), size_count(), size_count_partial(), solve(), sqr(), sqrt(), square(), sum(), symmetrize(), tan(), trace(), use_shape(), value(), write_on(), dll_param_init_matrix::~dll_param_init_matrix(), and dll_param_matrix::~dll_param_matrix().

void dvar_matrix::rowshift ( int  min)

Description not yet available.

Parameters:

Definition at line 17 of file fvar_ma9.cpp.

Referenced by eigenvalues(), and eigenvectors().

int dvar_matrix::rowsize ( ) const [inline]

Definition at line 2404 of file fvar.hpp.

Referenced by allocate(), choleski_decomp(), dvar_matrix(), eigenvalues(), eigenvectors(), fill(), operator*(), read_from(), tri_dag(), tri_dagv(), and write_on().

void dvar_matrix::save_dvar_matrix_position ( void  ) const

Description not yet available.

Parameters:

Definition at line 288 of file cmpdif5.cpp.

Referenced by choleski_decomp(), choleski_decomp_positive(), det(), empirical_covariance(), initialize(), inv(), ln_det(), ln_det_choleski(), ln_det_choleski_error(), operator*(), solve(), and trans().

void dvar_matrix::save_dvar_matrix_value ( void  ) const

Saves the size, address, and value information for a dvar_matrix.

Definition at line 193 of file cmpdif4.cpp.

Referenced by choleski_decomp(), choleski_decomp_positive(), empirical_covariance(), ln_det_choleski(), ln_det_choleski_error(), and operator*().

void dvar_matrix::shallow_copy ( const dvar_matrix &  m2)

Description not yet available.

Parameters:

Definition at line 421 of file fvar_mat.cpp.

Referenced by matrix_kludge::matrix_kludge(), operator=(), and sub().

dvar_matrix dvar_matrix::sub ( int  nrl,
int  nrh 
)

Description not yet available.

Parameters:

Definition at line 75 of file fvar_mat.cpp.

void dvar_matrix::write_on ( const ostream &  _s) const

Description not yet available.

Parameters:

Definition at line 49 of file fvarm_io.cpp.

Referenced by operator<<().

void dvar_matrix::write_on ( const uostream &  s) const

Description not yet available.

Parameters:

Definition at line 85 of file fvarm1_i.cpp.

Friends And Related Function Documentation

friend class banded_lower_triangular_dmatrix [friend]

Definition at line 2354 of file fvar.hpp.

friend class banded_lower_triangular_dvar_matrix [friend]

Definition at line 2352 of file fvar.hpp.

friend class banded_symmetric_dmatrix [friend]

Definition at line 2353 of file fvar.hpp.

friend class banded_symmetric_dvar_matrix [friend]

Definition at line 2351 of file fvar.hpp.

void copy_status ( const ostream &  s,
const dvar_matrix &  m1 
) [friend]

Description not yet available.

Parameters:

Definition at line 583 of file fvar_mat.cpp.

dvariable det ( const dvar_matrix &  aa) [friend]

Determinaant of matrix.

Parameters:
aadvar_matrix containing a square matrix, $A$.
Returns:
$\det(A)$.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Edited by Steve Martell on Dec 30, 2013 to address a bug where the lower bound of the square dvar_matrix was greater than 1.

Definition at line 33 of file fvar_m20.cpp.

friend class dvar3_array [friend]

Definition at line 2355 of file fvar.hpp.

friend class dvar_vector [friend]

Definition at line 2418 of file fvar.hpp.

char* fform ( const char *  ,
const dvar_matrix &   
) [friend]
dvar_matrix inv ( const dvar_matrix &  aa) [friend]

Inverse of a varaiable matrix.

Parameters:
aadvar_matrix conaining matrix to be inverted, $A$.
Returns:
dvar_matrix containing $A^{-1}$.

The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 38 of file fvar_m15.cpp.

dvariable ln_det ( const dvar_matrix &  aa,
int &  sgn 
) [friend]



The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

dvariable norm ( const dvar_matrix &  m1) [friend]

Description not yet available.

Parameters:

Definition at line 67 of file fvar_ma3.cpp.

dvariable norm2 ( const dvar_matrix &  m1) [friend]

Definition at line 89 of file fvar_ma3.cpp.

dvar_vector operator* ( const dvar_vector &  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 20 of file fvar_m23.cpp.

dvar_vector operator* ( const dvar_matrix &  m,
const dvar_vector &  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 20 of file fvar_m22.cpp.

dvar_vector operator* ( const dvector &  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 17 of file fvar_ma1.cpp.

dvar_vector operator* ( const dvar_matrix &  m,
const dvector &  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 19 of file fvar_m34.cpp.

dvar_matrix operator* ( const dvar_matrix &  m1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 82 of file fvar_m14.cpp.

dvar_matrix operator* ( const dvar_matrix &  m1,
const dmatrix &  cm2 
) [friend]

Description not yet available.

Parameters:

Definition at line 35 of file fvar_m19.cpp.

dvar_matrix operator* ( const dmatrix &  cm1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 32 of file fvar_m18.cpp.

dvar_matrix operator+ ( const dvar_matrix &  m1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 43 of file fvar_ma2.cpp.

dvar_matrix operator+ ( const dvar_matrix &  m1,
const dmatrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 17 of file fvar_ma2.cpp.

dvar_matrix operator+ ( const dmatrix &  m1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 70 of file fvar_ma2.cpp.

dvar_matrix operator+ ( double  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 346 of file fvar_m27.cpp.

dvar_matrix operator+ ( const dvar_matrix &  m,
double  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 374 of file fvar_m27.cpp.

dvar_matrix operator+ ( const dvariable &  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 388 of file fvar_m27.cpp.

dvar_matrix operator+ ( const dvar_matrix &  m,
const dvariable &  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 402 of file fvar_m27.cpp.

dvar_matrix operator- ( double  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 445 of file fvar_m27.cpp.

dvar_matrix operator- ( const dvar_matrix &  m,
double  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 430 of file fvar_m27.cpp.

dvar_matrix operator- ( const dvariable &  x,
const dvar_matrix &  m 
) [friend]

Description not yet available.

Parameters:

Definition at line 473 of file fvar_m27.cpp.

dvar_matrix operator- ( const dvar_matrix &  m,
const dvariable &  x 
) [friend]

Description not yet available.

Parameters:

Definition at line 459 of file fvar_m27.cpp.

dvar_matrix operator- ( const dvar_matrix &  m1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 43 of file fvar_m21.cpp.

dvar_matrix operator- ( const dvar_matrix &  m1,
const dmatrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 17 of file fvar_m21.cpp.

dvar_matrix operator- ( const dmatrix &  m1,
const dvar_matrix &  m2 
) [friend]

Description not yet available.

Parameters:

Definition at line 69 of file fvar_m21.cpp.

dvariable sumsq ( const dvar_matrix &  m1) [friend]

Definition at line 102 of file fvar_ma3.cpp.

dvar_matrix trans ( const dvar_matrix &  m1) [friend]

Description not yet available.

Parameters:

Definition at line 19 of file fvar_m44.cpp.

Member Data Documentation

int dvar_matrix::index_max [private]

Definition at line 2310 of file fvar.hpp.

Referenced by allocate(), dvar_matrix(), indexmax(), operator++(), operator--(), rowmax(), rowshift(), and shallow_copy().

int dvar_matrix::index_min [private]

Definition at line 2309 of file fvar.hpp.

Referenced by allocate(), dvar_matrix(), indexmin(), operator++(), operator--(), rowmin(), rowshift(), and shallow_copy().

dvar_vector* dvar_matrix::m [private]

Definition at line 2311 of file fvar.hpp.

Referenced by allocate(), deallocate(), dvar_matrix(), elem(), elem_value(), banded_lower_triangular_dvar_matrix::elem_value(), operator()(), banded_symmetric_dvar_matrix::operator()(), banded_lower_triangular_dvar_matrix::operator()(), operator++(), operator--(), operator=(), operator[](), rowshift(), and shallow_copy().

mat_shapex* dvar_matrix::shape [private]

Definition at line 2312 of file fvar.hpp.

Referenced by allocate(), deallocate(), dvar_matrix(), operator!(), shallow_copy(), and ~dvar_matrix().

List of all members.

The documentation for this class was generated from the following files:
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