matrix::LeastSquaresSolver< Type, M, N > Class Template Reference

#include <LeastSquaresSolver.hpp>

Collaboration diagram for matrix::LeastSquaresSolver< Type, M, N >:

Public Member Functions
	LeastSquaresSolver (const Matrix< Type, M, N > &A)
	Class calculates QR decomposition which can be used for linear least squares. More...
Vector< Type, M >	qtb (const Vector< Type, M > &b)
	qtb Calculate Q^T * b More...
Vector< Type, N >	solve (const Vector< Type, M > &b)
	Solve Ax=b for x. More...

Private Attributes
Matrix< Type, M, N >	_A
Vector< Type, N >	_tau

Detailed Description

template<typename Type, size_t M, size_t N>
class matrix::LeastSquaresSolver< Type, M, N >

Definition at line 22 of file LeastSquaresSolver.hpp.

Constructor & Destructor Documentation

LeastSquaresSolver()

template<typename Type, size_t M, size_t N>

matrix::LeastSquaresSolver< Type, M, N >::LeastSquaresSolver ( const Matrix< Type, M, N > &  A )

inline

Class calculates QR decomposition which can be used for linear least squares.

Parameters

A	Matrix of size MxN

Initialize the class with a MxN matrix. The constructor starts the QR decomposition. This class does not check the rank of the matrix. The user needs to make sure that rank(A) = N and M >= N.

Definition at line 35 of file LeastSquaresSolver.hpp.

References matrix::LeastSquaresSolver< Type, M, N >::_A, matrix::LeastSquaresSolver< Type, M, N >::_tau, and matrix::sqrt().

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Member Function Documentation

qtb()

template<typename Type, size_t M, size_t N>

Vector<Type, M> matrix::LeastSquaresSolver< Type, M, N >::qtb ( const Vector< Type, M > &  b )

inline

qtb Calculate Q^T * b

Parameters

b

Returns

Q^T*b

This function calculates Q^T * b. This is useful for the solver because R*x = Q^T*b.

Definition at line 85 of file LeastSquaresSolver.hpp.

References matrix::LeastSquaresSolver< Type, M, N >::_A, and matrix::LeastSquaresSolver< Type, M, N >::_tau.

Referenced by matrix::LeastSquaresSolver< Type, M, N >::solve().

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solve()

template<typename Type, size_t M, size_t N>

Vector<Type, N> matrix::LeastSquaresSolver< Type, M, N >::solve ( const Vector< Type, M > &  b )

inline

Solve Ax=b for x.

Parameters

b

Returns

Vector x

Find x in the equation Ax = b. A is provided in the initializer of the class.

Definition at line 115 of file LeastSquaresSolver.hpp.

References matrix::LeastSquaresSolver< Type, M, N >::_A, matrix::isEqualF(), and matrix::LeastSquaresSolver< Type, M, N >::qtb().

Referenced by test_4x3(), test_4x4(), and test_div_zero().

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Member Data Documentation

_A

template<typename Type, size_t M, size_t N>

Matrix<Type, M, N> matrix::LeastSquaresSolver< Type, M, N >::_A

private

Definition at line 139 of file LeastSquaresSolver.hpp.

Referenced by matrix::LeastSquaresSolver< Type, M, N >::LeastSquaresSolver(), matrix::LeastSquaresSolver< Type, M, N >::qtb(), and matrix::LeastSquaresSolver< Type, M, N >::solve().

_tau

template<typename Type, size_t M, size_t N>

Vector<Type, N> matrix::LeastSquaresSolver< Type, M, N >::_tau

private

Definition at line 140 of file LeastSquaresSolver.hpp.

Referenced by matrix::LeastSquaresSolver< Type, M, N >::LeastSquaresSolver(), and matrix::LeastSquaresSolver< Type, M, N >::qtb().

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

• src/lib/matrix/matrix/LeastSquaresSolver.hpp