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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.

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