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NumLinAlg.h File Reference


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

Author:
Kaustuv <kaustuv@stanford.edu>

Definition in file NumLinAlg.h.

#include <iosfwd>
#include <vector>

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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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