/usr/include/openturns/LeastSquaresMethod.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief LeastSquares solving algorithm interface
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_LEASTSQUARESMETHOD_HXX
#define OPENTURNS_LEASTSQUARESMETHOD_HXX
#include "TypedInterfaceObject.hxx"
#include "NumericalSample.hxx"
#include "Basis.hxx"
#include "LeastSquaresMethodImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class LeastSquaresMethod
*
* LeastSquares solving algorithm interface
*/
class OT_API LeastSquaresMethod
: public TypedInterfaceObject<LeastSquaresMethodImplementation>
{
CLASSNAME;
public:
typedef TypedInterfaceObject<LeastSquaresMethodImplementation>::Implementation Implementation;
/** Default constructor */
LeastSquaresMethod();
/** Parameters constructor */
LeastSquaresMethod (const DesignProxy & proxy,
const NumericalSample & outputSample,
const NumericalPoint & weight,
const Indices & indices);
/** Parameters constructor */
LeastSquaresMethod (const DesignProxy & proxy,
const NumericalSample & outputSample,
const Indices & indices);
/** Constructor from implementation */
LeastSquaresMethod(const Implementation & p_implementation);
/** Constructor from implementation */
LeastSquaresMethod(const LeastSquaresMethodImplementation & implementation);
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Input sample accessor */
NumericalSample getInputSample() const;
/** Output sample accessor */
NumericalSample getOutputSample() const;
/** Weight accessor */
NumericalPoint getWeight() const;
/** Basis accessor */
Basis getBasis() const;
/** Current indices accessor */
Indices getCurrentIndices() const;
/** Initial indices accessor */
Indices getInitialIndices() const;
/** Build the current functions */
Basis buildCurrentBasis() const;
/** Solve least-squares problem, ie x=\argmin |Mx-b|^2 */
NumericalPoint solve(const NumericalPoint & rhs);
/** Solve normal equation M^T*M*x=M^T*b */
NumericalPoint solveNormal(const NumericalPoint & rhs);
/** Get the diagonal of H */
NumericalPoint getHDiag() const;
/** Get the trace of the Gram inverse */
NumericalScalar getGramInverseTrace() const;
/** Update basis */
void update(const Indices & addedIndices,
const Indices & conservedIndices,
const Indices & removedIndices,
const Bool row = false);
/** Build the Gram matrix */
Matrix computeWeightedDesign(bool whole = false) const;
protected:
}; /* class LeastSquaresMethod */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_LEASTSQUARESMETHOD_HXX */
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