QRSolver Class Reference

Least-square solution of systems of linear equations. More...

#include <QRSolver.h>

Collaboration diagram for QRSolver:

Public Member Functions
	QRSolver (const Matrix< double > &A, const Vector< double > &B, bool pivot)
	Constructor. More...
	~QRSolver ()
void	solveR (Vector< double > &X) const
	Solution of $A*X = B$ in the least-squares sense. More...
void	solveS (const Array1D< double > &D, double p, Vector< double > &X)
	Solution of $A*X = B, D*X = 0$ in the least-squares sense. More...
void	solveRT (Vector< double > &V) const
	Pre-multiply the vector $V$ by $R.transpose()^{-1}$. More...
void	solveST (Vector< double > &V) const
	Pre-multiply the vector $V$ by $S.transpose()^{-1}$. More...
void	getColNorm (Array1D< double > &) const
	Return the original column norms of the matrix $A$. More...

Private Member Functions
void	R_to_S (const Matrix< double > &R, const Array1D< double > &D, Matrix< double > &S, Vector< double > &Z)
void	solve (const Matrix< double > &R, const Vector< double > &QtB, Vector< double > &X) const
void	solveT (const Matrix< double > &R, Vector< double > &V) const

Private Attributes
int	n
int	m
Array2D< double >	Q
Matrix< double >	R
Vector< double >	QtB
Matrix< double >	S
Array1D< double >	column_norm
Array1D< int >	piv_col

Detailed Description

Least-square solution of systems of linear equations.

Definition at line 60 of file QRSolver.h.

Constructor & Destructor Documentation

QRSolver::QRSolver	(	const Matrix< double > &	A,
		const Vector< double > &	B,
		bool	pivot
	)

Constructor.

Definition at line 64 of file QRSolver.cpp.

References dot(), min(), Hypervolume::n, Attrib::Distribution::R, Array1D< T >::size(), sqrt(), and sum().

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QRSolver::~QRSolver

(

)

Definition at line 144 of file QRSolver.cpp.

Member Function Documentation

void QRSolver::getColNorm

(

Array1D< double > &

norms

)

const

Return the original column norms of the matrix $A$.

Definition at line 174 of file QRSolver.cpp.

References column_norm.

Referenced by LMDif::execute().

void QRSolver::R_to_S ( const Matrix< double > &  R, const Array1D< double > &  D, Matrix< double > &  S, Vector< double > &  Z  )

private

Definition at line 179 of file QRSolver.cpp.

References Physics::c, n, piv_col, QtB, R, S, Array1D< T >::size(), and sqrt().

Referenced by solveS().

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void QRSolver::solve ( const Matrix< double > &  R, const Vector< double > &  QtB, Vector< double > &  X  ) const

private

Definition at line 228 of file QRSolver.cpp.

References n, piv_col, R, sum(), and X.

Referenced by solveR(), and solveS().

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void QRSolver::solveR

(

Vector< double > &

X

)

const

Solution of $A*X = B$ in the least-squares sense.

Definition at line 148 of file QRSolver.cpp.

References QtB, R, and solve().

Referenced by LMDif::lmpar().

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void QRSolver::solveRT

(

Vector< double > &

V

)

const

Pre-multiply the vector $V$ by $R.transpose()^{-1}$.

Definition at line 164 of file QRSolver.cpp.

References R, and solveT().

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void QRSolver::solveS	(	const Array1D< double > &	D,
		double	p,
		Vector< double > &	X
	)

Solution of $A*X = B, D*X = 0$ in the least-squares sense.

Definition at line 153 of file QRSolver.cpp.

References m, n, R, R_to_S(), S, solve(), and sqrt().

Referenced by LMDif::lmpar().

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void QRSolver::solveST

(

Vector< double > &

V

)

const

Pre-multiply the vector $V$ by $S.transpose()^{-1}$.

Definition at line 169 of file QRSolver.cpp.

References S, and solveT().

Referenced by LMDif::lmpar().

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void QRSolver::solveT ( const Matrix< double > &  R, Vector< double > &  V  ) const

private

Definition at line 257 of file QRSolver.cpp.

References n, piv_col, R, Array1D< T >::size(), and X.

Referenced by solveRT(), and solveST().

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Member Data Documentation

Array1D<double> QRSolver::column_norm

private

Definition at line 132 of file QRSolver.h.

Referenced by getColNorm().

int QRSolver::m

private

Definition at line 116 of file QRSolver.h.

Referenced by solveS().

int QRSolver::n

private

Definition at line 115 of file QRSolver.h.

Referenced by R_to_S(), solve(), solveS(), and solveT().

Array1D<int> QRSolver::piv_col

private

Definition at line 136 of file QRSolver.h.

Referenced by R_to_S(), solve(), and solveT().

Array2D<double> QRSolver::Q

private

Definition at line 120 of file QRSolver.h.

Vector<double> QRSolver::QtB

private

Definition at line 126 of file QRSolver.h.

Referenced by R_to_S(), and solveR().

Matrix<double> QRSolver::R

private

Definition at line 123 of file QRSolver.h.

Referenced by R_to_S(), solve(), solveR(), solveRT(), solveS(), and solveT().

Matrix<double> QRSolver::S

private

Definition at line 129 of file QRSolver.h.

Referenced by R_to_S(), solveS(), and solveST().

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

• src/Algebra/QRSolver.h
• src/Algebra/QRSolver.cpp