DEFINITION MODULE BOUEstimLib;
(*******************************************************************
Module BOUEstimLib (Version 1.0)
Copyright (c) 1999-2006 by Andreas Fischlin and ETH Zurich.
Purpose Mathematical auxiliary routines needed to
estimate the parameters of a Bornstein-Uhlenbeck
process (BOU).
Remarks Uses LgMatrices and LgMatInv.
Programming
o Design
Andreas Fischlin 27/08/1999
o Implementation
Andreas Fischlin 27/08/1999
ETH Zurich
Systems Ecology
CHN E 35.1
Universitaetstrasse 16
8092 Zurich
SWITZERLAND
URLs:
<mailto:RAMSES@env.ethz.ch>
<http://www.sysecol.ethz.ch>
<http://www.sysecol.ethz.ch/SimSoftware/RAMSES>
Last revision of definition: 08/10/2007 AF
*******************************************************************)
FROM LgMatrices IMPORT LMatrix;
CONST
x = 2; y = 3;
sqmDim = 2;
kronDim = 4;
TYPE
Location = ARRAY [x..y] OF LONGREAL;
SquareMatrix = ARRAY [x..y], [x..y] OF LONGREAL;
GSquareMatrix = ARRAY [1..kronDim], [1..kronDim] OF LONGREAL;
PROCEDURE LEle(m: LMatrix; i, x: INTEGER): LONGREAL;
PROCEDURE ZeroSqMat(VAR m: SquareMatrix);
PROCEDURE InvSqMat(m: SquareMatrix; VAR n: SquareMatrix);
PROCEDURE Multiply(VAR(*speed-up*) a,b: SquareMatrix; VAR p: SquareMatrix);
PROCEDURE InvertM (VAR(*speed-up*) m: GSquareMatrix; VAR v: GSquareMatrix);
PROCEDURE LnMat (m: SquareMatrix; VAR lnm: SquareMatrix);
(* IMPLEMENTATION RESTRICTION: returns correct values only if m is symmetrical! *)
END BOUEstimLib.