The upper or lower triangle Cholesky factor (square root) of a covariance matrix. More...
#include <forward-class-declarations.hpp>
Inheritance diagram for OpenKalman::SquareRootCovariance< StaticDescriptor, NestedMatrix >:
Collaboration diagram for OpenKalman::SquareRootCovariance< StaticDescriptor, NestedMatrix >:
Public Types | |
| using | Scalar = scalar_type_of_t< NestedMatrix > |
| Scalar type for this matrix. | |
 Public Types inherited from OpenKalman::internal::CovarianceImpl< SquareRootCovariance< StaticDescriptor, NestedMatrix >, NestedMatrix > | |
| using | Scalar = scalar_type_of_t< NestedMatrix > |
| Scalar type for this matrix. | |
Public Member Functions | |
| template<typename T = Base, std::enable_if_t< std::is_default_constructible_v< T >, int > = 0> | |
| SquareRootCovariance () | |
| Default constructor. | |
| template<typename M > | |
| SquareRootCovariance (M &&m) | |
| Construct from another triangular_covariance. | |
| template<typename M , std::enable_if_t< covariance_nestable< M > and std::is_constructible_v< Base, M &&>, int > = 0> | |
| SquareRootCovariance (M &&m) | |
| Construct from a covariance_nestable. | |
| template<typename M , std::enable_if_t< typed_matrix< M > and(square_shaped< M > or(diagonal_matrix< NestedMatrix > and vector< M >)) and compares_with< vector_space_descriptor_of_t< M, 0 >, StaticDescriptor > and std::is_constructible_v< Base, decltype(oin::to_covariance_nestable< NestedTriangular >(std::declval< M &&>()))>, int > = 0> | |
| SquareRootCovariance (M &&m) | |
| Construct from a typed_matrix. More... | |
| template<typename M , std::enable_if_t< typed_matrix_nestable< M > and(not covariance_nestable< M >) and(square_shaped< M > or(diagonal_matrix< NestedMatrix > and vector< M >)) and std::is_constructible_v< Base, decltype(oin::to_covariance_nestable< NestedTriangular >(std::declval< M &&>()))>, int > = 0> | |
| SquareRootCovariance (M &&m) | |
| Construct from a typed_matrix_nestable. More... | |
| template<typename ... Args, std::enable_if_t<(std::is_convertible_v< Args, const Scalar > and ...) and((diagonal_matrix< NestedMatrix > and sizeof...(Args)==dim) or(sizeof...(Args)==dim *dim)) and std::is_constructible_v< Base, NestedTriangular &&>, int > = 0> | |
| SquareRootCovariance (Args ... args) | |
| Construct from Scalar coefficients. Assumes matrix is triangular, and only reads lower left triangle. | |
| template<typename Arg > | |
| auto & | operator= (Arg &&other) |
| Assign from a compatible triangular_covariance. More... | |
| template<typename Arg , std::enable_if_t< typed_matrix< Arg > and square_shaped< Arg > and compares_with< vector_space_descriptor_of_t< Arg, 0 >, StaticDescriptor > and std::is_assignable_v< std::add_lvalue_reference_t< NestedMatrix >, NestedTriangular >, int > = 0> | |
| auto & | operator= (Arg &&other) |
| Assign from a compatible typed_matrix (assumed, without checking, to be triangular). | |
| Public Member Functions inherited from OpenKalman::internal::CovarianceImpl< SquareRootCovariance< StaticDescriptor, NestedMatrix >, NestedMatrix > | |
| auto | covariance_op (const F1 &f1, const F2 &f2) const & |
| auto | covariance_op (const F1 &f1, const F2 &f2) const && |
| auto | covariance_op (const F &f) const & |
| auto | covariance_op (const F &f) const && |
| decltype(auto) | get_self_adjoint_nested_matrix () & |
| decltype(auto) | get_self_adjoint_nested_matrix () const & |
| decltype(auto) | get_self_adjoint_nested_matrix () && |
| decltype(auto) | get_self_adjoint_nested_matrix () const && |
| decltype(auto) | get_triangular_nested_matrix () & |
| decltype(auto) | get_triangular_nested_matrix () const & |
| decltype(auto) | get_triangular_nested_matrix () && |
| decltype(auto) | get_triangular_nested_matrix () const && |
| auto | determinant () const |
| auto | operator() (std::size_t i, std::size_t j) |
| Get or set element (i, j) of the covariance matrix. More... | |
| auto | operator() (std::size_t i, std::size_t j) const |
| auto | operator() (std::size_t i) |
| auto | operator() (std::size_t i) const |
| auto | operator[] (std::size_t i) |
| Get or set element i of the covariance matrix, if it is a vector. More... | |
| auto | operator[] (std::size_t i) const |
| void | set_component (const Scalar s, const std::size_t i, const std::size_t j) |
| Set an element of the cholesky nested matrix. | |
| void | set_component (const Scalar s, const std::size_t i) |
| Set an element of the cholesky nested matrix. | |
Additional Inherited Members | |
| Protected Member Functions inherited from OpenKalman::internal::CovarianceImpl< SquareRootCovariance< StaticDescriptor, NestedMatrix >, NestedMatrix > | |
| decltype(auto) | get_nested_matrix_impl () & |
| decltype(auto) | get_nested_matrix_impl () const & |
| decltype(auto) | get_nested_matrix_impl () && |
| decltype(auto) | get_nested_matrix_impl () const && |
Detailed Description
template<typename StaticDescriptor, typename NestedMatrix>
struct OpenKalman::SquareRootCovariance< StaticDescriptor, NestedMatrix >
The upper or lower triangle Cholesky factor (square root) of a covariance matrix.
If S is a SquareRootCovariance, S*transpose(S) is a Covariance. If NestedMatrix is triangular, the SquareRootCovariance has the same triangle type (upper or lower). If NestedMatrix is self-adjoint, the triangle type of SquareRootCovariance is considered either upper ''or'' lower.
- Template Parameters
-
Descriptor Coefficient types. NestedMatrix The underlying native matrix or matrix expression. It can be either self-adjoint or (either upper or lower) triangular. If it is self-adjoint, the native matrix will be Cholesky-factored when converted to a Matrix or when used in mathematical expressions. The self-adjoint and triangular versions are functionally identical, but often the triangular version is more efficient.
Constructor & Destructor Documentation
◆ SquareRootCovariance() [1/2]
template<typename StaticDescriptor, typename NestedMatrix>
template<typename M , std::enable_if_t< typed_matrix< M > and(square_shaped< M > or(diagonal_matrix< NestedMatrix > and vector< M >)) and compares_with< vector_space_descriptor_of_t< M, 0 >, StaticDescriptor > and std::is_constructible_v< Base, decltype(oin::to_covariance_nestable< NestedTriangular >(std::declval< M &&>()))>, int > = 0>
|
inlineexplicit |
Construct from a typed_matrix.
M must be a square_shaped, unless NestedMatrix is a diagonal_matrix in which case M can be a column vector. M is assumed (without enforcement) to be triangular, and the data in only one of the triangles is significant.
◆ SquareRootCovariance() [2/2]
template<typename StaticDescriptor, typename NestedMatrix>
template<typename M , std::enable_if_t< typed_matrix_nestable< M > and(not covariance_nestable< M >) and(square_shaped< M > or(diagonal_matrix< NestedMatrix > and vector< M >)) and std::is_constructible_v< Base, decltype(oin::to_covariance_nestable< NestedTriangular >(std::declval< M &&>()))>, int > = 0>
|
inlineexplicit |
Construct from a typed_matrix_nestable.
M must be a square_shaped, unless NestedMatrix is a diagonal_matrix in which case M can be a column vector. M is assumed (without enforcement) to be triangular, and the data in only one of the triangles is significant.
Member Function Documentation
◆ operator=()
template<typename StaticDescriptor, typename NestedMatrix>
template<typename Arg >
|
inline |
Assign from a compatible triangular_covariance.
- Note
- the triangle types must match.
The documentation for this struct was generated from the following files:
- OpenKalman/linear-algebra/adapters/internal/forward-class-declarations.hpp
- OpenKalman/linear-algebra/adapters/SquareRootCovariance.hpp
