Dakota
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Explore and Predict with Confidence
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The QRSolver class solves the linear least squares problem with a QR decomposition. More...
Public Member Functions | |
QRSolver () | |
Constructor. | |
~QRSolver () | |
Destructor. | |
bool | is_factorized () const override |
Query to determine if the matrix of the solver has been factored. | |
void | factorize (const MatrixXd &A) override |
Perform the matrix factorization for the linear solver matrix. More... | |
void | solve (const MatrixXd &A, const MatrixXd &b, MatrixXd &x) override |
Find the solution to (A^T*A)x = A^T*b . More... | |
void | solve (const MatrixXd &b, MatrixXd &x) override |
Find a solution to (A^T*A)x = A^T*b when A is already factorized. More... | |
Public Member Functions inherited from LinearSolverBase | |
LinearSolverBase () | |
Constructor. | |
~LinearSolverBase () | |
Destructor. | |
Private Attributes | |
std::shared_ptr< Eigen::ColPivHouseholderQR< MatrixXd > > | QR_Ptr |
Additional Inherited Members | |
Public Types inherited from LinearSolverBase | |
enum | SOLVER_TYPE { CHOLESKY, EQ_CONS_LEAST_SQ_REGRESSION, LASSO_REGRESSION, LEAST_ANGLE_REGRESSION, LU, ORTHOG_MATCH_PURSUIT, QR_LEAST_SQ_REGRESSION, SVD_LEAST_SQ_REGRESSION } |
How best to Doxygenate class enums? RWH. | |
Static Public Member Functions inherited from LinearSolverBase | |
static SOLVER_TYPE | solver_type (const std::string &solver_name) |
Convert solver name to enum type. More... | |
The QRSolver class solves the linear least squares problem with a QR decomposition.
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overridevirtual |
Perform the matrix factorization for the linear solver matrix.
[in] | A | The incoming matrix to factorize. |
Reimplemented from LinearSolverBase.
Referenced by QRSolver::solve().
Find the solution to (A^T*A)x = A^T*b .
[in] | A | The matrix for the QR decomposition. |
[in] | b | The linear system right-hand-side (multi-)vector. |
[in] | x | The linear system solution (multi-)vector. |
Reimplemented from LinearSolverBase.
References QRSolver::factorize().
Find a solution to (A^T*A)x = A^T*b when A is already factorized.
[in] | b | The linear system right-hand-side (multi-)vector. |
[in] | x | The linear system solution (multi-)vector. |
Reimplemented from LinearSolverBase.