nmrLSSolver Class Reference
[Numerical Methods]

#include <nmrLSSolver.h>

Collaboration diagram for nmrLSSolver:

Detailed Description

Algorithm LS: Least Squares by QR or LQ decomposition This solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its transpose, using a QR or LQ factorization of A. It is assumed that A has full rank.

The following options are provided:

1. If m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem $\mbox {minimize} \| B - A*X \|$

2. If m < n: find the minimum norm solution of an underdetermined system $ A * X = B $

The data members of this class are:

M: The number of rows of the input matrix A. .
N: The number of columns of the input matrix A. .
NRHS: The number of right hand sides, i.e., the number of columns of the matrices B and X. .
Lda: The leading dimension of the array A. $Lda \geq \mbox{max}(1,M)$ .
Ldb: The leading dimension of the array B. $Ldb \geq \mbox{max}(1,M,N).$ .
Lwork: The dimension of the matrix Work. $Lwork \geq \mbox{max}( 1, MN + max( MN, NRHS ) )$ . For optimal performance, $Lwork \geq \mbox{max}( 1, MN + max( MN, NRHS )*NB )$ . where $MN = \mbox{min}(M,N)$ and is the optimum block size.
Info: = 0: successful exit < 0: argument had an illegal value
Work: Working matrix of dimenstion $Lwork \times 1$ .

The input/output from this class is:

A: On entry, the $M \times N$ matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization if M < N, A is overwritten by details of its LQ factorization
B: On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS On exit, B is overwritten by the solution vectors, stored columnwise: if m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements N+1 to M in that column; if m < n, rows 1 to N of B contain the minimum norm solution vectors;

Note:: The input matrix must be compact (see vctDynamicMatrix::IsCompact() or vctFixedSizeMatrix::IsCompact()).
This code relies on the ERC CISST cnetlib library. Since cnetlib is optional, make sure that CISST_HAS_CNETLIB has been turned ON during the configuration with CMake.

Definition at line 93 of file nmrLSSolver.h.

Public Member Functions

nmrLSSolver (void)
nmrLSSolver (CISSTNETLIB_INTEGER m, CISSTNETLIB_INTEGER n, CISSTNETLIB_INTEGER nrhs, bool storageOrder)
void Allocate (CISSTNETLIB_INTEGER m, CISSTNETLIB_INTEGER n, CISSTNETLIB_INTEGER nrhs, bool storageOrder)

void Allocate (vctDynamicMatrix< double > &A, vctDynamicMatrix< double > &B)

template<class _matrixOwnerType> void Solve (vctDynamicMatrixBase< _matrixOwnerType, double > &A, vctDynamicMatrixBase< _matrixOwnerType, double > &B) throw (std::runtime_error)

Protected Attributes

CISSTNETLIB_INTEGER M
CISSTNETLIB_INTEGER N
CISSTNETLIB_INTEGER NRHS
CISSTNETLIB_INTEGER Lda
CISSTNETLIB_INTEGER Ldb
CISSTNETLIB_INTEGER Lwork
char Trans
vctDynamicMatrix< double > Work
CISSTNETLIB_INTEGER Info
bool StorageOrder

Constructor & Destructor Documentation

nmrLSSolver::nmrLSSolver ( void ) [inline]

Default constructor. This constructor doesn't allocate any memory. If you use this constructor, you will need to use one of the Allocate() methods before you can use the Solve method.

Definition at line 115 of file nmrLSSolver.h.

References Allocate(), M, N, NRHS, and StorageOrder.

nmrLSSolver::nmrLSSolver	(	CISSTNETLIB_INTEGER	m,
		CISSTNETLIB_INTEGER	n,
		CISSTNETLIB_INTEGER	nrhs,
		bool	storageOrder
	)			`[inline]`

Constructor with memory allocation. This constructor allocates the memory based on M and N. It relies on the method Allocate(). The next call to the Solve() method will check that the parameters match the dimension.

Parameters:

	m	Number of rows of A
	n	Number of columns of A
	nrhs	Number of columns of B
	storageOrder	Storage order used for the input matrix. This order will be used for the output as well.

Definition at line 136 of file nmrLSSolver.h.

References Allocate().

nmrLSSolver::nmrLSSolver	(	vctDynamicMatrix< double > &	A,
		vctDynamicMatrix< double > &	B
	)			`[inline]`

Constructor with memory allocation. This constructor allocates the memory based on the actual input of the Solve() method. It relies on the method Allocate(). The next call to the Solve() method will check that the parameters match the dimension and storage order.

Definition at line 147 of file nmrLSSolver.h.

References Allocate().

nmrLSSolver::nmrLSSolver	(	vctDynamicMatrix< double > &	A,
		vctDynamicMatrix< double > &	B
	)			`[inline]`

Definition at line 147 of file nmrLSSolver.h.

References Allocate().

Member Function Documentation

void nmrLSSolver::Allocate	(	CISSTNETLIB_INTEGER	m,
		CISSTNETLIB_INTEGER	n,
		CISSTNETLIB_INTEGER	nrhs,
		bool	storageOrder
	)			`[inline]`

This method allocates the memory based on M and N. The next call to the Solve() method will check that the parameters match the dimension.

Parameters:

	m	Number of rows of A
	n	Number of columns of A
	nrhs	Number of columns of B
	storageOrder	Storage order used for all the matrices

Definition at line 162 of file nmrLSSolver.h.

References Lda, Ldb, Lwork, M, N, NRHS, vctDynamicMatrix< _elementType >::SetSize(), StorageOrder, Trans, and Work.

Referenced by Allocate(), and nmrLSSolver().

void nmrLSSolver::Allocate	(	vctDynamicMatrix< double > &	A,
		vctDynamicMatrix< double > &	B
	)			`[inline]`

Allocate memory to solve this problem. This method provides a convenient way to extract the required sizes from the input containers. The next call to the Solve() method will check that the parameters match the dimension.

Definition at line 182 of file nmrLSSolver.h.

References Allocate(), vctDynamicConstMatrixBase< vctDynamicMatrixOwner< _elementType >, _elementType >::cols(), vctDynamicConstMatrixBase< vctDynamicMatrixOwner< _elementType >, _elementType >::IsRowMajor(), and vctDynamicConstMatrixBase< vctDynamicMatrixOwner< _elementType >, _elementType >::rows().

template<class _matrixOwnerType>

void nmrLSSolver::Solve	(	vctDynamicMatrixBase< _matrixOwnerType, double > &	A,
		vctDynamicMatrixBase< _matrixOwnerType, double > &	B
	)			throw (std::runtime_error) `[inline]`

This computes the solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, using the right hand side M-by-NRHS matrix B.

Definition at line 194 of file nmrLSSolver.h.

References cmnThrow(), Info, Lda, Ldb, Lwork, M, N, NRHS, vctDynamicMatrixBase< _matrixOwnerType, _elementType >::Pointer(), StorageOrder, Trans, and Work.

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

nmrLSSolver.h

erc-cisst-devel<at>lists.johnshopkins.edu

nmrLSSolver Class Reference [Numerical Methods]

Detailed Description

Public Member Functions

Protected Attributes

Constructor & Destructor Documentation

Member Function Documentation

nmrLSSolver Class Reference
[Numerical Methods]