Generate and return .true.
if and only if the input matrix is of the specified input class
.
See pm_matrixClass for the mathematical definitions of different matrix classes.
- Parameters
-
[in] | mat | : The input matrix of arbitrary shape (:,:) of,
-
type
character of kind any supported by the processor (e.g., SK, SKA, SKD , or SKU) of arbitrary length type parameter, or
-
type
integer of kind any supported by the processor (e.g., IK, IK8, IK16, IK32, or IK64), or
-
type
logical of kind any supported by the processor (e.g., LK), or
-
type
complex of kind any supported by the processor (e.g., CK, CK32, CK64, or CK128), or
-
type
real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128),
containing the matrix whose class membership is to be tested.
|
[in] | class | : The input scalar constant that can be one of the following:
-
The scalar constant symmetric implying the matrix is square Symmetric.
-
The scalar constant hermitian implying the matrix is square Hermitian.
-
The scalar constant posdefmat implying the matrix is square Hermitian Positive Definite.
|
[in] | subset | : The input scalar constant that can be one of the following:
-
The scalar constant uppDia implying the upper-diagonal subset of the input matrix must be used for testing.
-
The scalar constant lowDia implying the lower-diagonal subset of the input matrix must be used for testing.
Specifying this argument leads to faster runtimes.
If missing, the full input matrix will be considered for positive-definiteness testing.
(optional. It can be present only if the input argument class is set to posdefmat.) |
[in] | pack | : The input scalar constant that can be one of the following:
-
The scalar constant rdpack implying the Rectangular Default Packing format of the input matrix.
-
The scalar constant rfpack implying the Rectangular Full Packing format of the input matrix.
(optional. It must be present if and only if the input arguments class = posdefmat and the input argument subset is present.) |
- Returns
itis
: The output scalar logical
of default kind LK that is .true.
if and only if the input matrix belongs to the specified matrix type class
.
Possible calling interfaces ⛓
!
Generate and return .true. if and only if the input matrix is of the specified input class.
This module contains abstract and concrete derived types that are required for compile-time resolutio...
- Warning
- The
pure
procedure(s) documented herein become impure
when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1
.
By default, these procedures are pure
in release
build and impure
in debug
and testing
builds.
- See also
- pm_matrixChol
pm_matrixPack
pm_matrixSubset
Example usage ⛓
15 integer(IK) :: i,
shape(
2)
16 type(display_type) :: disp
20 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
21 call disp%show(
"! Check for Symmetric/Hermitian matrix.")
22 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
26 character(
2),
allocatable :: choice(:), mat(:,:)
29 call disp%show(
"choice = ['AA', 'BB'] ! example matrix element values.")
31 call disp%show(
"mat = getMatInit(int(getUnifRand(2, 4, 2), IK), uppLowDia, vupp = getChoice(choice), vlow = getChoice(choice), vdia = getUnifRand(choice(1), choice(2)))")
34 call disp%show( mat , deliml
= """" )
35 call disp%show(
"isMatClass(mat, class = symmetric)")
37 call disp%show(
"isMatClass(mat, class = hermitian)")
43 integer,
allocatable :: choice(:), mat(:,:)
46 call disp%show(
"choice = [1, 2] ! example matrix element values.")
48 call disp%show(
"mat = getMatInit(int(getUnifRand(2, 4, 2), IK), uppLowDia, vupp = getChoice(choice), vlow = getChoice(choice), vdia = getUnifRand(choice(1), choice(2)))")
52 call disp%show(
"isMatClass(mat, class = symmetric)")
54 call disp%show(
"isMatClass(mat, class = hermitian)")
60 logical,
allocatable :: choice(:), mat(:,:)
63 call disp%show(
"choice = [.false., .true.] ! example matrix element values.")
64 choice
= [
.false.,
.true.]
65 call disp%show(
"mat = getMatInit(int(getUnifRand(2, 4, 2), IK), uppLowDia, vupp = getChoice(choice), vlow = getChoice(choice), vdia = getUnifRand(choice(1), choice(2)))")
69 call disp%show(
"isMatClass(mat, class = symmetric)")
71 call disp%show(
"isMatClass(mat, class = hermitian)")
77 complex,
allocatable :: choice(:), mat(:,:)
80 call disp%show(
"choice = [(1., -1.), (1., 0.), (1., 1.)] ! example matrix element values.")
81 choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
82 call disp%show(
"mat = getMatInit(int(spread(getUnifRand(2, 4), 1, 2), IK), uppLowDia, vupp = getChoice(choice), vlow = getChoice(choice), vdia = getChoice(choice))")
86 call disp%show(
"isMatClass(mat, class = symmetric)")
88 call disp%show(
"isMatClass(mat, class = hermitian)")
94 real,
allocatable :: choice(:), mat(:,:)
97 call disp%show(
"choice = [1., 2., 3.] ! example matrix element values.")
99 call disp%show(
"mat = getMatInit(int(spread(getUnifRand(2, 4), 1, 2), IK), uppLowDia, vupp = getUnifRand(choice(1), choice(2)), vlow = getUnifRand(choice(1), choice(2)), vdia = getUnifRand(choice(1), choice(2)))")
100 mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
103 call disp%show(
"isMatClass(mat, class = symmetric)")
105 call disp%show(
"isMatClass(mat, class = hermitian)")
111 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
112 call disp%show(
"! Check for positive-definite matrix.")
113 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
117 complex,
allocatable :: choice(:), mat(:,:)
120 call disp%show(
"choice = [(.5, -.5), (1., 0.), (.5, .5)] ! example matrix element values.")
121 choice
= [(.
5,
-.
5), (
1.,
0.), (.
5, .
5)]
122 call disp%show(
"mat = getMatInit(int(spread(getUnifRand(2, 4), 1, 2), IK), uppLowDia, vupp = getChoice(choice), vlow = getChoice(choice), vdia = getChoice(choice))")
126 call disp%show(
"isMatClass(mat, class = hermitian)")
128 call disp%show(
"isMatClass(mat, class = posdefmat)")
135 real(TKG),
allocatable :: choice(:), mat(:,:)
138 call disp%show(
"mat = getCovRand(mold = 5._TKG, ndim = int(getUnifRand(2, 8), IK))")
142 call disp%show(
"isMatClass(mat, class = symmetric)")
144 call disp%show(
"isMatClass(mat, class = hermitian)")
146 call disp%show(
"isMatClass(mat, class = posdefmat)")
148 call disp%show(
.not."if ( isMatClass(mat, class = posdefmat)) error stop 'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'")
149 if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
Select a single (or multiple) element(s) from the input array of intrinsic type of arbitrary kind ran...
Generate and return a random positive-definite (correlation or covariance) matrix using the Gram meth...
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
Verify the input assertion holds and if it does not, print the (optional) input message on stdout and...
Generate and return an object of type stop_type with the user-specified input attributes.
This is a generic method of the derived type display_type with pass attribute.
Generate and return a matrix of shape (shape(1), shape(2)) with the upper/lower triangle and the diag...
Generate and return the conversion of the input value to an output Fortran string,...
This module contains procedures and generic interfaces for selecting uniformly-distributed or arbitra...
This module contains classes and procedures for generating random matrices distributed on the space o...
This module contains classes and procedures for computing various statistical quantities related to t...
This module contains classes and procedures for reporting and handling errors.
This module contains classes and procedures for input/output (IO) or generic display operations on st...
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
integer, parameter RK
The default real kind in the ParaMonte library: real64 in Fortran, c_double in C-Fortran Interoperati...
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
integer, parameter RKD
The double precision real kind in Fortran mode. On most platforms, this is an 64-bit real kind.
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
type(symmetric_type), parameter symmetric
This is a scalar parameter object of type symmetric_type that is exclusively used to signify the Symm...
type(posdefmat_type), parameter posdefmat
This is a scalar parameter object of type hermitian_type that is exclusively used to signify the Herm...
type(hermitian_type), parameter hermitian
This is a scalar parameter object of type hermitian_type that is exclusively used to signify the Herm...
This module contains procedures and generic interfaces relevant to generating and initializing matric...
This module contains the generic procedures for converting values of different types and kinds to For...
Generate and return an object of type display_type.
Example Unix compile command via Intel ifort
compiler ⛓
3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example Windows Batch compile command via Intel ifort
compiler ⛓
2set PATH=..\..\..\lib;%PATH%
3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe
Example Unix / MinGW compile command via GNU gfortran
compiler ⛓
3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example output ⛓
104"AB",
"BB",
"BB",
"BB"
105"AA",
"AB",
"BB",
"BB"
106"AA",
"AA",
"AB",
"BB"
107"AA",
"AA",
"AA",
"AB"
232choice
= [
.false.,
.true.]
242choice
= [
.false.,
.true.]
254choice
= [
.false.,
.true.]
264choice
= [
.false.,
.true.]
275choice
= [
.false.,
.true.]
286choice
= [
.false.,
.true.]
297choice
= [
.false.,
.true.]
308choice
= [
.false.,
.true.]
318choice
= [
.false.,
.true.]
330choice
= [
.false.,
.true.]
342choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
345(
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
346(
+1.00000000,
+1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000)
347(
+1.00000000,
+1.00000000), (
+1.00000000,
+1.00000000), (
+1.00000000,
-1.00000000)
353choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
356(
+1.00000000,
-1.00000000), (
+1.00000000,
+1.00000000), (
+1.00000000,
+1.00000000)
357(
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+1.00000000)
358(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000)
364choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
367(
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000)
368(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000)
369(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000)
370(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
376choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
379(
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000)
380(
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000)
386choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
389(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
390(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
391(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
392(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
398choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
401(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
402(
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
403(
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000)
409choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
412(
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000)
413(
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000)
414(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000)
420choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
423(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
424(
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
425(
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
426(
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000)
432choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
435(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
436(
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000)
437(
+1.00000000,
-1.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+0.00000000)
443choice
= [(
1.,
-1.), (
1.,
0.), (
1.,
1.)]
446(
+1.00000000,
-1.00000000), (
+1.00000000,
+1.00000000), (
+1.00000000,
+1.00000000), (
+1.00000000,
+1.00000000)
447(
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+1.00000000), (
+1.00000000,
+1.00000000)
448(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000), (
+1.00000000,
+1.00000000)
449(
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
+0.00000000), (
+1.00000000,
-1.00000000)
456mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
458+1.85866284,
+1.56651652,
+1.56651652,
+1.56651652
459+1.91547370,
+1.85866284,
+1.56651652,
+1.56651652
460+1.91547370,
+1.91547370,
+1.85866284,
+1.56651652
461+1.91547370,
+1.91547370,
+1.91547370,
+1.85866284
468mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
470+1.18478990,
+1.33418202,
+1.33418202,
+1.33418202
471+1.41534209,
+1.18478990,
+1.33418202,
+1.33418202
472+1.41534209,
+1.41534209,
+1.18478990,
+1.33418202
473+1.41534209,
+1.41534209,
+1.41534209,
+1.18478990
480mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
482+1.23036933,
+1.55430412
483+1.84666681,
+1.23036933
490mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
492+1.68098140,
+1.30407143,
+1.30407143
493+1.32408285,
+1.68098140,
+1.30407143
494+1.32408285,
+1.32408285,
+1.68098140
501mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
503+1.40733719,
+1.49899745
504+1.80807304,
+1.40733719
511mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
513+1.26834357,
+1.14050937
514+1.58327425,
+1.26834357
521mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
523+1.52561331,
+1.67592049
524+1.98989964,
+1.52561331
531mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
533+1.44888830,
+1.45923328
534+1.12755811,
+1.44888830
541mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
543+1.82335615,
+1.27181673,
+1.27181673
544+1.65723741,
+1.82335615,
+1.27181673
545+1.65723741,
+1.65723741,
+1.82335615
552mat
= getMatInit(
int(
spread(
getUnifRand(
2,
4),
1,
2),
IK), uppLowDia, vupp
= getUnifRand(choice(
1), choice(
2)), vlow
= getUnifRand(choice(
1), choice(
2)), vdia
= getUnifRand(choice(
1), choice(
2)))
554+1.94751787,
+1.55471253,
+1.55471253,
+1.55471253
555+1.85313547,
+1.94751787,
+1.55471253,
+1.55471253
556+1.85313547,
+1.85313547,
+1.94751787,
+1.55471253
557+1.85313547,
+1.85313547,
+1.85313547,
+1.94751787
568choice
= [(.
5,
-.
5), (
1.,
0.), (.
5, .
5)]
571(
+1.00000000,
+0.00000000), (
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000)
572(
+0.500000000,
+0.500000000), (
+1.00000000,
+0.00000000), (
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000)
573(
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000), (
+1.00000000,
+0.00000000), (
+0.500000000,
+0.500000000)
574(
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000), (
+1.00000000,
+0.00000000)
580choice
= [(.
5,
-.
5), (
1.,
0.), (.
5, .
5)]
583(
+0.500000000,
-0.500000000), (
+0.500000000,
-0.500000000), (
+0.500000000,
-0.500000000)
584(
+0.500000000,
+0.500000000), (
+0.500000000,
-0.500000000), (
+0.500000000,
-0.500000000)
585(
+0.500000000,
+0.500000000), (
+0.500000000,
+0.500000000), (
+0.500000000,
-0.500000000)
591choice
= [(.
5,
-.
5), (
1.,
0.), (.
5, .
5)]
594(
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595(
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596(
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597(
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603choice
= [(.
5,
-.
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1.,
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606(
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607(
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613choice
= [(.
5,
-.
5), (
1.,
0.), (.
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5)]
616(
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617(
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618(
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619(
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625choice
= [(.
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1.,
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628(
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629(
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630(
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636choice
= [(.
5,
-.
5), (
1.,
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639(
+1.00000000,
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640(
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641(
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647choice
= [(.
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-.
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650(
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651(
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652(
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653(
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659choice
= [(.
5,
-.
5), (
1.,
0.), (.
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5)]
662(
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663(
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664(
+0.500000000,
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670choice
= [(.
5,
-.
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1.,
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5, .
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673(
+0.500000000,
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674(
+1.00000000,
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682+1.0000000000000000,
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683+0.78681166686537596,
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684-0.72823253188059678,
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691if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
695+1.0000000000000000,
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696-0.87778276513541953,
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703if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
707+1.0000000000000000,
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708+0.99618441336374941,
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709-0.34544809774035024,
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710+0.79307375877835946E-2,
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717if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
721+1.0000000000000000,
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725+0.76669232379782792,
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732if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
736+1.0000000000000000,
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737-0.37687834273199362E-1,
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738+0.36246121076578597,
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739+0.94318619093634637,
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741-0.20271481328284865,
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742-0.55754554519307642,
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743+0.30436889533831613,
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750if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
754+1.0000000000000000,
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755-0.62086421713841589,
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756+0.50494830456504458,
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757+0.13077136131373085,
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764if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
768+1.0000000000000000,
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769+0.66501439449330602,
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770-0.65457712331141948,
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777if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
781+1.0000000000000000,
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782+0.24922386111340294,
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789if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
793+1.0000000000000000,
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794+0.41105813956804632,
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801if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
805+1.0000000000000000,
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809+0.18576774329701187,
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810+0.21646554775341179,
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817if (
.not. isMatClass(mat,
class = posdefmat)) error stop
'The output matrix from `getCovRand()` must be positive-definite. Please report this to developers.'
- Test:
- test_pm_matrixClass
- Todo:
- High Priority: This generic interface must be extended to all matrix classes documented in this module.
- Todo:
- High Priority: The implementation for rfpack can be improved once the corresponding improvements to the auxiliary routines used are implemented.
For example, the current implementation for positive-definiteness check makes a copy of the input array which can be avoided if the corresponding setMatChol interface is implemented.
Final Remarks ⛓
If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.
-
If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
-
If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.
This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.
- Copyright
- Computational Data Science Lab
- Author:
- Amir Shahmoradi, Monday March 6, 2017, 3:22 pm, Institute for Computational Engineering and Sciences (ICES), The University of Texas at Austin.
Definition at line 2115 of file pm_matrixClass.F90.