Lyapunov Class Reference

Class for calculating lyapunov exponents online, over several time horizons, from given Jacobi matrices. More...

#include <lyapunov.h>

Collaboration diagram for Lyapunov:

Classes
struct	SlidingMatrix
	holds a matrix that is the result of a sliding window multiplication More...

Public Types
typedef HashMap< int, SlidingMatrix * >	Horizons

Public Member Functions
	Lyapunov ()
	~Lyapunov ()
void	init (const std::list< int > &horizons, int dim)
	initializes with a set of horizons. More...
void	step (const matrix::Matrix &jacobi)
	provides the current Jacobi matrix. More...
const matrix::Matrix &	getLyapunovMatrix (int horizon)
	returns the lyapunov matrix at the given horizon More...
const matrix::Matrix &	getLyapunovExp (int horizon)
	returns the lyapunov exponents at the given horizon More...

Protected Attributes
matrix::Matrix *	buffer
matrix::Matrix *	invbuffer
int	buffersize
long int	t
Horizons	horizons

Detailed Description

Class for calculating lyapunov exponents online, over several time horizons, from given Jacobi matrices.

Member Typedef Documentation

typedef HashMap< int, SlidingMatrix* > Horizons

Constructor & Destructor Documentation

Lyapunov

(

)

~Lyapunov

(

)

Member Function Documentation

const Matrix & getLyapunovExp

(

int

horizon

)

returns the lyapunov exponents at the given horizon

const Matrix & getLyapunovMatrix

(

int

horizon

)

returns the lyapunov matrix at the given horizon

void init	(	const std::list< int > &	horizons,
		int	dim
	)

initializes with a set of horizons.

Parameters

horizons	for each horizon # in steps. 0 means infinite
dim	# of dimensions (expect a (dim x dim) matrix in step)

void step

(

const matrix::Matrix &

jacobi

)

provides the current Jacobi matrix.

Internally the sliding windows and the exponents are generated

Member Data Documentation

matrix::Matrix* buffer

protected

int buffersize

protected

Horizons horizons

protected

matrix::Matrix* invbuffer

protected

long int t

protected

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The documentation for this class was generated from the following files:

• lyapunov.h
• lyapunov.cpp