LAPACKMatrix.H File Reference

#include "REAL.H"
#include "LoHiSide.H"
#include <utility>
#include "BaseNamespaceHeader.H"
#include "BaseNamespaceFooter.H"

Include dependency graph for LAPACKMatrix.H:

Go to the source code of this file.


class  LAPACKMatrix


Real getInverseOfConditionNumber (const LAPACKMatrix &A)
void multiply (LAPACKMatrix &a_product, const LAPACKMatrix &a_left, const LAPACKMatrix &a_right)
int solveLeastSquares (LAPACKMatrix &A, LAPACKMatrix &B)
 below stuff is shamelessly stolen from lapackwrapper class
int solveLeastSquaresTranspose (LAPACKMatrix &A, LAPACKMatrix &B)
int solveLSTSVDOnce (LAPACKMatrix &X, const LAPACKMatrix &A, const LAPACKMatrix &B)
int solveLSTSVD (LAPACKMatrix &A, LAPACKMatrix &B, int a_maxiter, Real a_tol)
int solveEqualityConstrainedLS (LAPACKMatrix &A, LAPACKMatrix &c, LAPACKMatrix &B, LAPACKMatrix &d, LAPACKMatrix &x)
int solveReducedRankLS (LAPACKMatrix &A, LAPACKMatrix &b)

Function Documentation

Real getInverseOfConditionNumber ( const LAPACKMatrix A  ) 

Following Lapack, gets inverse of condition number. Returning a number near zero means the matrix is not really solvable.

void multiply ( LAPACKMatrix a_product,
const LAPACKMatrix a_left,
const LAPACKMatrix a_right 

sets product = a_left* a_right fails if a_left.m_col != a_right.m_rows

int solveLeastSquares ( LAPACKMatrix A,

below stuff is shamelessly stolen from lapackwrapper class

Solves A*X = B using general least squares, for each column of B

int solveLeastSquaresTranspose ( LAPACKMatrix A,

Solves A'*X = B using least squares, for vector b

int solveLSTSVDOnce ( LAPACKMatrix X,
const LAPACKMatrix A,
const LAPACKMatrix B 

Solves A*X = B using least squares with SVD, for X

int solveLSTSVD ( LAPACKMatrix A,
int  a_maxiter,
Real  a_tol 

Solves A^T X = B using least squares with SVD, for vector b

int solveEqualityConstrainedLS ( LAPACKMatrix A,
LAPACKMatrix c,
LAPACKMatrix d,
LAPACKMatrix x 

Solves equality constrained least squares problem Find x, s.t. min norm(A x - c) with B x = d

int solveReducedRankLS ( LAPACKMatrix A,
LAPACKMatrix b 

Solves A'*X = B using reduced rank least squares, for vector b

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