/usr/include/openturns/CholeskyMethod.hxx is in libopenturns-dev 1.9-5.
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 Cholesky decomposition based LS solver
*
* Copyright 2005-2017 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_CHOLESKYMETHOD_HXX
#define OPENTURNS_CHOLESKYMETHOD_HXX
#include "openturns/LeastSquaresMethodImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class CholeskyMethod
*
* Cholesky decomposition based LS solver
*/
class OT_API CholeskyMethod
: public LeastSquaresMethodImplementation
{
CLASSNAME;
public:
/** Default constructor */
CholeskyMethod();
/** Parameters constructor */
CholeskyMethod(const DesignProxy & proxy,
const Point & weight,
const Indices & indices);
/** Parameters constructor */
CholeskyMethod(const DesignProxy & proxy,
const Indices & indices);
/** Virtual constructor */
virtual CholeskyMethod * clone() const;
/** String converter */
String __repr__() const;
/** Solve least-squares problem, ie x=\argmin |Mx-b|^2 */
Point solve(const Point & rhs);
Point solveNormal(const Point & rhs);
/** Update */
void update(const Indices & addedIndices,
const Indices & conservedIndices,
const Indices & removedIndices,
const Bool row = false);
void trashDecomposition();
CovarianceMatrix getGramInverse() const;
SymmetricMatrix getH() const;
Point getGramInverseDiag() const;
Point getHDiag() const;
Scalar getGramInverseTrace() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
// cholesky decomposition A=LL^T (lower triangular)
mutable TriangularMatrix l_;
}; /* class CholeskyMethod */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_CHOLESKYMETHOD_HXX */
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