NumLinAlg.cxx File Reference

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Detailed Description

Implemenation of linear algrebra functions.

Copyright (C) 2003-2005 The Board of Trustees of The Leland Stanford Junior University. All Rights Reserved.

Id

NumLinAlg.cxx,v 1.13 2005/05/16 18:39:20 pfkeb Exp

Author:

Kaustuv <kaustuv@stanford.edu>

Definition in file NumLinAlg.cxx.

#include "NumLinAlg.h"
#include <fstream>
#include <iostream>
#include <iomanip>
#include <cmath>
#include <cfloat>
#include <cassert>

Include dependency graph for NumLinAlg.cxx:

Go to the source code of this file.

Namespaces
namespace	hippodraw
namespace	hippodraw::Numeric
Functions
int	hippodraw::Numeric::allocateMatrix (std::vector< std::vector< double > > &A, int m, int n)
	Allocates a matrix of size m x n.
int	hippodraw::Numeric::allocateVector (std::vector< double > &x, int n)
	Allocates a vector of size n.
int	hippodraw::Numeric::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	hippodraw::Numeric::cholFactor (std::vector< std::vector< double > > &A)
	The subroutine which does cholesky factorization of a given Symmetric positive definite matrix (say) A.
int	hippodraw::Numeric::eye (std::vector< std::vector< double > > &I, int n)
	Creates an n x n identity matrix for M.
double	hippodraw::Numeric::innerProduct (const std::vector< double > &a, const std::vector< double > &b)
	Computes the dot or the inner product of two vectors(i.e.
int	hippodraw::Numeric::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	hippodraw::Numeric::norm (const std::vector< double > &a)
	Computes the two norm of the vector.
std::vector< double >	hippodraw::Numeric::operator * (double a, const std::vector< double > &x)
	Given a scalar a and a vector x this function performs operation y = ax.
std::vector< double >	hippodraw::Numeric::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< double >	hippodraw::Numeric::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< double >	hippodraw::Numeric::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 > >	hippodraw::Numeric::outerProduct (const std::vector< double > &a, const std::vector< double > &b)
	Computes the outer product of two vectors (i.e.
double	hippodraw::Numeric::quadraticProduct (const std::vector< std::vector< double > > &A, const std::vector< double > x)
	Calculates the vector-matrix-vector product x'*A*x.
int	hippodraw::Numeric::write (const std::vector< double > &a)
	Given the vector it writes it to std stream.

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