51 typedef HashMap< int, SlidingMatrix* >
Horizons;
Matrix type.
Definition: matrix.h:65
long int t
Definition: lyapunov.h:80
int horizon
nominal size of sliding window (if <=0 then infinite and absolute value stands for the size so far) ...
Definition: lyapunov.h:46
matrix::Matrix M
accumulated Matrix
Definition: lyapunov.h:47
SlidingMatrix(int dim, int horizon)
Definition: lyapunov.cpp:72
HashMap< int, SlidingMatrix * > Horizons
Definition: lyapunov.h:51
void step(const matrix::Matrix &jacobi)
provides the current Jacobi matrix.
Definition: lyapunov.cpp:63
matrix::Matrix * buffer
Definition: lyapunov.h:77
holds a matrix that is the result of a sliding window multiplication
Definition: lyapunov.h:37
~Lyapunov()
Definition: lyapunov.cpp:41
matrix::Matrix * invbuffer
Definition: lyapunov.h:78
Horizons horizons
Definition: lyapunov.h:82
void init(const std::list< int > &horizons, int dim)
initializes with a set of horizons.
Definition: lyapunov.cpp:49
Lyapunov()
Definition: lyapunov.cpp:34
const matrix::Matrix & getLyapunovExp(int horizon)
returns the lyapunov exponents at the given horizon
Definition: lyapunov.cpp:100
int buffersize
Definition: lyapunov.h:79
matrix::Matrix Exp
Lyapunov exponents.
Definition: lyapunov.h:48
Class for calculating lyapunov exponents online, over several time horizons, from given Jacobi matric...
Definition: lyapunov.h:34
void step(int t, const matrix::Matrix *buffer, const matrix::Matrix *invbuffer, int buffersize)
Definition: lyapunov.cpp:77
const matrix::Matrix & getLyapunovMatrix(int horizon)
returns the lyapunov matrix at the given horizon
Definition: lyapunov.cpp:90