Classes | |
class | bidiagonal_transform |
A functor for the transformation matrix into the bidiagonal form using Householder transformations. More... | |
class | givens_rotation |
A functor for the Givens rotation transformation. More... | |
class | householder_transform |
A functor for the Householder transformation. More... | |
class | least_squares |
A functor for solving the Least Squares Problem. More... | |
class | nnls |
A functor for solving Non-Negative Least Squares problem. More... | |
class | qr_decomposition |
A functor for the modified QR decomposition. More... | |
class | singular_decomposition |
A functor for the singular value decomposition (SVD). More... | |
class | less_abs |
Comparsion of absoulte values. More... | |
class | vector_less |
Comparsion functor for permutation vector. More... | |
class | vector_less_nnls1 |
Special comparsion functor for NNLS. More... | |
class | null_type |
Special null type with some predifined operations. More... | |
Functions | |
template<class M > | |
void | cholesky_decomposition (M &m, const upper_tag &) |
Upper Cholesky decomposition. | |
template<class M > | |
void | cholesky_decomposition (M &m, const unit_upper_tag &) |
Unit upper Cholesky decomposition. | |
template<class M > | |
void | cholesky_decomposition (M &m, const lower_tag &) |
Lower Cholesky decomposition. | |
template<class M > | |
void | cholesky_decomposition (M &m) |
template<class M > | |
void | cholesky_decomposition (M &m, const unit_lower_tag &) |
Unit lower Cholesky decomposition. | |
template<class V , class IS , class Cond > | |
bool | is_vector_elem (const V &vec, const IS &index_space) |
A function for cheking condition on the vector elements. | |
template<class IS , class IT > | |
void | swap_indexes (IS &src, IS &dest, const IT &index) |
A function for swap an index between two index spaces. |
void lsp::cholesky_decomposition | ( | M & | m, | |
const unit_lower_tag & | ||||
) | [inline] |
Unit lower Cholesky decomposition.
[in,out] | m | The matrix to be decomposited. Result is stored in this object. |
References cholesky_decomposition().
void lsp::cholesky_decomposition | ( | M & | m, | |
const lower_tag & | ||||
) | [inline] |
Lower Cholesky decomposition.
[in,out] | m | The matrix to be decomposited. Result is stored in this object. |
References cholesky_decomposition().
void lsp::cholesky_decomposition | ( | M & | m, | |
const unit_upper_tag & | ||||
) | [inline] |
Unit upper Cholesky decomposition.
[in,out] | m | The matrix to be decomposited. Result is stored in this object. |
A short example is given for explanation of usage:
matrix< value_type > src; cholesky_decomposition( src, unit_upper_tag() ); // src is broken now triangular_adaptor< matrix< value_type >, upper > r( src ); // representation of the upper triangular matrix banded_adaptor< matrix< value_type > > diag( src ); // representation of the diagonal matrix matrix< value_type > inv = identity_matrix< value_type >( r.size1() ); inplace_solve(r, inv, unit_upper_tag()); // inv is inverse for R matrix now
void lsp::cholesky_decomposition | ( | M & | m, | |
const upper_tag & | ||||
) | [inline] |
Upper Cholesky decomposition.
[in,out] | m | The matrix to be decomposited. Result is stored in this object. |
The decomposition defined as where
is upper triangular.
A short example is given for explanation of usage:
matrix< value_type > src; cholesky_decomposition( src, upper_tag() ); // src is broken now triangular_adaptor< matrix< value_type >, upper > r( src ); // representation of the upper triangular matrix matrix< value_type > inv = identity_matrix< value_type >( r.size1() ); inplace_solve(r, inv, upper_tag()); // inv is inverse for R matrix now
Referenced by cholesky_decomposition().
bool lsp::is_vector_elem | ( | const V & | vec, | |
const IS & | index_space | |||
) | [inline] |
A function for cheking condition on the vector elements.
[in] | vec | The given vector |
[in] | index_space | The index space ![]() |
Referenced by lsp::nnls< M, V >::solve().
void lsp::swap_indexes | ( | IS & | src, | |
IS & | dest, | |||
const IT & | index | |||
) | [inline] |
A function for swap an index between two index spaces.
src | Source index space | |
dest | Destination index space | |
index | index |
Referenced by lsp::nnls< M, V >::solve().