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. | |
| void | step (const matrix::Matrix &jacobi) |
| provides the current Jacobi matrix. | |
| const matrix::Matrix & | getLyapunovMatrix (int horizon) |
| returns the lyapunov matrix at the given horizon | |
| const matrix::Matrix & | getLyapunovExp (int horizon) |
| returns the lyapunov exponents at the given horizon | |
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] |
matrix::Matrix* invbuffer [protected] |
long int t [protected] |
The documentation for this class was generated from the following files:
