/usr/include/openturns/LeastSquaresMethodImplementation.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 LeastSquares solving algorithm implementation
*
* 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_LEASTSQUARESMETHODIMPLEMENTATION_HXX
#define OPENTURNS_LEASTSQUARESMETHODIMPLEMENTATION_HXX
#include "openturns/PersistentObject.hxx"
#include "openturns/Sample.hxx"
#include "openturns/FunctionalBasis.hxx"
#include "openturns/DesignProxy.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class LeastSquaresMethodImplementation
*
* LeastSquares solving algorithm implementation
*/
class OT_API LeastSquaresMethodImplementation
: public PersistentObject
{
friend class KFold;
friend class CorrectedLeaveOneOut;
friend class LeastSquaresMetaModelSelection;
CLASSNAME;
public:
/** Default constructor */
LeastSquaresMethodImplementation();
/** Parameters constructor */
LeastSquaresMethodImplementation(const DesignProxy & proxy,
const Point & weight,
const Indices & indices);
/** Parameters constructor */
LeastSquaresMethodImplementation(const DesignProxy & proxy,
const Indices & indices);
/** Virtual constructor */
virtual LeastSquaresMethodImplementation * clone() const;
/** String converter */
virtual String __repr__() const;
/** Input sample accessor */
virtual Sample getInputSample() const;
/** Weight accessor */
virtual Point getWeight() const;
/** Basis accessor */
virtual Basis getBasis() const;
/** Current indices accessor */
virtual Indices getCurrentIndices() const;
/** Initial indices accessor */
virtual Indices getInitialIndices() const;
/** Solve least-squares problem, ie x=\argmin |D(Mx-b)|^2 */
virtual Point solve(const Point & rhs);
virtual Point solveNormal(const Point & rhs);
/** Get the inverse of the Gram matrix */
virtual CovarianceMatrix getGramInverse() const;
/** Get the scaled inverse H = Psi.G^{-1}.Psi^t of the Gram matrix */
virtual SymmetricMatrix getH() const;
/** Get the diagonal of H */
virtual Point getHDiag() const;
/** Get the diagonal of the Gram inverse */
virtual Point getGramInverseDiag() const;
/** Get the trace of the Gram inverse */
virtual Scalar getGramInverseTrace() const;
/** Update */
virtual void update(const Indices & addedIndices,
const Indices & conservedIndices,
const Indices & removedIndices,
const Bool row = false);
/** Destroy the internal decomposition of the design matrix */
virtual void trashDecomposition();
/** Build the current functions */
virtual Basis buildCurrentBasis() const;
/** Build the weighted design matrix */
virtual MatrixImplementation computeWeightedDesign(const Bool whole = false) const;
protected:
virtual MatrixImplementation computeWeightedDesign(const Indices & indices) const;
public:
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
/** Weight accessor, check for positivness and uniformity, compute the square roots */
void setWeight(const Point & weight);
/** Proxy to the input sample and the basis */
DesignProxy proxy_;
/** Weights for the least-squares norm. The size is positive if and only if the weights are not uniform. */
Point weight_;
/** Square-roots of the weights for the least-squares norm. The size is positive if and only if the weights are not uniform. */
Point weightSqrt_;
/** Flag to tell if the points have uniform weights */
Bool hasUniformWeight_;
/** Current indices */
Indices currentIndices_;
/** Initial indices */
Indices initialIndices_;
}; /* class LeastSquaresMethodImplementation */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_LEASTSQUARESMETHODIMPLEMENTATION_HXX */
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