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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::MatrixgetLyapunovMatrix (int horizon)
 returns the lyapunov matrix at the given horizon More...
 
const matrix::MatrixgetLyapunovExp (int horizon)
 returns the lyapunov exponents at the given horizon More...
 

Protected Attributes

matrix::Matrixbuffer
 
matrix::Matrixinvbuffer
 
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
horizonsfor 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

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