LAPACKMatrix.H File Reference

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

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Classes
class	LAPACKMatrix

Macros
#define	_LAPACKMATRIX_H_

Functions
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 More...
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)

Macro Definition Documentation

_LAPACKMATRIX_H_

#define _LAPACKMATRIX_H_

Function Documentation

getInverseOfConditionNumber()

Real getInverseOfConditionNumber

(

const LAPACKMatrix &

A

)

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

multiply()

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

solveLeastSquares()

int solveLeastSquares	(	LAPACKMatrix &	A,
		LAPACKMatrix &	B
	)

below stuff is shamelessly stolen from lapackwrapper class

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

solveLeastSquaresTranspose()

int solveLeastSquaresTranspose	(	LAPACKMatrix &	A,
		LAPACKMatrix &	B
	)

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

solveLSTSVDOnce()

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

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

solveLSTSVD()

int solveLSTSVD	(	LAPACKMatrix &	A,
		LAPACKMatrix &	B,
		int	a_maxiter,
		Real	a_tol
	)

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

solveEqualityConstrainedLS()

int solveEqualityConstrainedLS	(	LAPACKMatrix &	A,
		LAPACKMatrix &	c,
		LAPACKMatrix &	B,
		LAPACKMatrix &	d,
		LAPACKMatrix &	x
	)

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

solveReducedRankLS()

int solveReducedRankLS	(	LAPACKMatrix &	A,
		LAPACKMatrix &	b
	)

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