/usr/include/openturns/CovarianceMatrix.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file CovarianceMatrix.hxx
* @brief The class CovarianceMatrix implements covariance matrices
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-06-30 10:19:34 +0200 (Thu, 30 Jun 2011) $
* Id: $Id: CovarianceMatrix.hxx 1972 2011-06-30 08:19:34Z schueller $
*/
#ifndef OPENTURNS_COVARIANCEMATRIX_HXX
#define OPENTURNS_COVARIANCEMATRIX_HXX
#include "OTprivate.hxx"
#include "SymmetricMatrix.hxx"
#include "SquareMatrix.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Stat
{
/**
* @class CovarianceMatrix
*/
class CovarianceMatrix
: public Type::SymmetricMatrix
{
CLASSNAME;
public:
typedef Type::IdentityMatrix IdentityMatrix;
typedef Type::SquareMatrix SquareMatrix;
/** Default constructor */
CovarianceMatrix();
/** Constructor with size */
CovarianceMatrix(const UnsignedLong dim);
/** Constructor from external collection */
CovarianceMatrix(const UnsignedLong dim,
const Type::Collection<NumericalScalar> & elementsValues);
/** String converter */
virtual String __repr__() const;
/** CovarianceMatrix transpose */
CovarianceMatrix transpose () const ;
/** CovarianceMatrix addition (must have the same dimensions) */
CovarianceMatrix operator + (const CovarianceMatrix & m) const /* throw(InvalidDimensionException) */;
using Type::SymmetricMatrix::operator +;
/** CovarianceMatrix multiplication (must have consistent dimensions) */
CovarianceMatrix operator * (const IdentityMatrix & m) const /* throw(InvalidDimensionException) */;
using Type::SymmetricMatrix::operator *;
/** Check if the matrix is SPD */
virtual Bool isPositiveDefinite(const Bool keepIntact = true);
/** Build the Cholesky factorization of the matrix */
virtual SquareMatrix computeCholesky(const Bool keepIntact = true);
/** Constructor with implementation */
CovarianceMatrix(const Implementation & i);
protected:
private:
}
; /* class CovarianceMatrix */
} /* namespace Stat */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_COVARIANCEMATRIX_HXX */
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