lsp::least_squares< M, V > Class Template Reference

A functor for solving the Least Squares Problem. More...

#include <least_squares.h>

List of all members.

Public Types

typedef M matrix_type
 The type of the matrix object that represents $ A $ matrix.
typedef V vector_type
 The type of the vector object that represents $ {\bf b} $ vector.
typedef matrix_type::value_type matrix_value_type
typedef matrix_type::size_type matrix_size_type
typedef vector_type::value_type vector_value_type
typedef vector_type::size_type vector_size_type
typedef matrix_value_type value_type
typedef matrix_size_type size_type
typedef singular_decomposition
< matrix_type > 		singular_decomposition_type
 The type of the functor object is used to perform SVD(Singular Value Decomposition).

Public Member Functions

 least_squares (matrix_type &matrix, vector_type &vector)
 An object constructor.
template<class sV , class sM >
void solve (sV &ret, sM &cov) const
 Solving operaton.
template<class sV >
void solve (sV &ret) const

Detailed Description

template<class M, class V>
class lsp::least_squares< M, V >

A functor for solving the Least Squares Problem.

The Least Squares Problem consists of finding vector $ {\bf \hat x} $ such that euclidean norm $ ||A {\bf \hat x} - {\bf b}|| $ is minimal. Where matrix $ A $ and vector $ {\bf b} $ are given.

Constructor & Destructor Documentation

template<class M , class V >
lsp::least_squares< M, V >::least_squares ( matrix_type &  matrix,
vector_type &  vector 
) [inline]

An object constructor.

Parameters:
[in,out] matrix The given matrix $ A $
[in,out] vector The given vector $ {\bf b} $
References to matrix and vector object are stored and a functor for SVD is constructed here. Actual solving will be performed as soon as solve( sV& ret, sM& cov ) will be called. Pay attention that your objects are altered if solving is performed.

Member Function Documentation

template<class M , class V >
template<class sV , class sM >
void lsp::least_squares< M, V >::solve ( sV &  ret,
sM &  cov 
) const [inline]

Solving operaton.

Parameters:
[out] ret Desired vector $ {\bf \hat x} $
[out] cov The covariation matrix of the $ {\bf \hat x} $

References lsp::singular_decomposition< T >::apply().

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