(* $Id: dmat3.cpp 789 2010-10-05 01:01:09Z johnoel $)

#include "fvar.hpp"
#include <math.h>

Defines
#define	ISZERO(d) ((d)==0.0)
#define	TINY 1.0e-20;
	A small number.
#define	TINY 1.0e-50;
	A small number.
Functions
double	det (const dmatrix &m1)
	Compute determinant of a constant matrix.
dmatrix	inv (const dmatrix &m1)
	Inverse of a constant matrix by LU decomposition.
dmatrix	inv (const dmatrix &m1, const double &_ln_det, const int &_sgn)
	Inverse of a constant matrix by LU decomposition.
double	ln_det (const dmatrix &m1, int &sgn)
	Compute log determinant of a constant matrix.
void	lubksb (dmatrix a, const ivector &indx, dvector b)
	LU decomposition back susbstitution alogrithm for constant object.
void	ludcmp (const dmatrix &_a, const ivector &_indx, const double &_d)
	Lu decomposition of a constant matrix.
void	ludcmp_det (const dmatrix &_a, const ivector &_indx, const double &_d)
	LU decomposition.
void	ludcmp_index (const dmatrix &_a, const ivector &_indx, const double &_d)
	LU decomposition.

Define Documentation

#define ISZERO ( d ) ((d)==0.0)

Id:: dmat3.cpp 789 2010-10-05 01:01:09Z johnoel

Definition at line 16 of file dmat3.cpp.

Referenced by lubksb().

#define TINY 1.0e-20;

A small number.

Used to avoid divide by zero in the LU decomposition. Locally defined, undefined, redefined and undefined in this file.

Definition at line 273 of file dmat3.cpp.

Referenced by ludcmp(), ludcmp_det(), and ludcmp_index().

#define TINY 1.0e-50;

A small number.

Used to avoid divide by zero in the LU decomposition. Locally defined, undefined, redefined and undefined in this file.

Definition at line 273 of file dmat3.cpp.

Function Documentation

dmatrix inv	(	const dmatrix &	m1,
		const double &	_ln_det,
		const int &	_sgn
	)

Inverse of a constant matrix by LU decomposition.

Parameters:

m1	A dmatrix, , for which the inverse is to be computed.
_ln_det	On return contains $\|\log M\|$
_sign

Returns:: A dmatrix containing $M^{-1}$ .

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

Definition at line 89 of file dmat3.cpp.

double ln_det	(	const dmatrix &	m1,
		int &	sgn
	)

Compute log determinant of a constant matrix.

Parameters:

m1	A dmatrix, , for which the determinant is computed.
_sgn

Returns:: A double containing $|\log(M)|$ .

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

Definition at line 471 of file dmat3.cpp.

Referenced by laplace_approximation_calculator::banded_calculations(), calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), calculate_laplace_approximation(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), evaluate_function_with_quadprior(), laplace_approximation_calculator::get_gradient_for_hessian_calcs(), get_ln_det(), function_minimizer::hess_determinant(), function_minimizer::hess_inv(), inv(), ln_det(), function_minimizer::mcmc_routine(), function_minimizer::monte_carlo_routine(), function_minimizer::projected_hess_determinant(), function_minimizer::random_effects_maximization(), function_minimizer::sd_routine(), solve(), and function_minimizer::unrestricted_hess_determinant().

void lubksb	(	dmatrix	a,
		const ivector &	indx,
		dvector	b
	)

LU decomposition back susbstitution alogrithm for constant object.

Parameters:

a	A dmatrix containing LU decomposition of input matrix. .
indx	Permutation vector from ludcmp.
b	A dvector containing the RHS, of the linear equation $A\cdot X = B$ , to be solved, and containing on return the solution vector .

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

Definition at line 389 of file dmat3.cpp.

Referenced by inv(), and solve().

void ludcmp	(	const dmatrix &	_a,
		const ivector &	_indx,
		const double &	_d
	)

Lu decomposition of a constant matrix.

Parameters:

_a	A dmatrix; replaced by the by its resulting LU decomposition
_indx	An ivector containing the row permutations generated by partial pivoting
_d	A double containing -1 or +1 depending whether the number of row interchanges was even or odd, repectively. The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 174 of file dmat3.cpp.

Referenced by inv(), ln_det(), ludcmp(), and solve().

void ludcmp_det	(	const dmatrix &	_a,
		const ivector &	_indx,
		const double &	_d
	)

LU decomposition.

Used to set up determinant computation.

Parameters:

_a	A dmatrix; replaced by the by its resulting LU decomposition
_indx	An ivector containing the row permutations generated by partial pivoting
_d	A double containing -1 or +1 depending whether the number of row interchanges was even or odd, repectively. The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 2

Definition at line 283 of file dmat3.cpp.

Referenced by det(), and ln_det().

void ludcmp_index	(	const dmatrix &	_a,
		const ivector &	_indx,
		const double &	_d
	)

LU decomposition.

Deprecated:: This function may be completely unused?

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

Definition at line 532 of file dmat3.cpp.

(* $Id: dmat3.cpp 789 2010-10-05 01:01:09Z johnoel $)

Defines

Functions

Define Documentation

Function Documentation