/usr/include/openturns/SparseMethod.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 | // -*- C++ -*-
/**
* @brief Sparse approximation 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_SPARSEMETHOD_HXX
#define OPENTURNS_SPARSEMETHOD_HXX
#include "openturns/LeastSquaresMethodImplementation.hxx"
#include "openturns/LeastSquaresMethod.hxx"
#include "openturns/BasisSequenceFactory.hxx"
#include "openturns/FittingAlgorithm.hxx"
#include "openturns/LARS.hxx"
#include "openturns/CorrectedLeaveOneOut.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SparseMethod
*
* Sparse approximation LS solver
*/
class OT_API SparseMethod
: public LeastSquaresMethodImplementation
{
CLASSNAME;
public:
/** Default constructor */
SparseMethod();
/** Parameters constructor */
SparseMethod(const LeastSquaresMethod & method,
const BasisSequenceFactory & basisSequenceFactory = LARS(),
const FittingAlgorithm & fittingAlgorithm = CorrectedLeaveOneOut());
/** Virtual constructor */
virtual SparseMethod * clone() const;
/** String converter */
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 */
Point solve(const Point & rhs);
virtual CovarianceMatrix getGramInverse() const;
/** Update */
virtual void update(const Indices & addedIndices,
const Indices & conservedIndices,
const Indices & removedIndices,
const Bool row = false);
virtual void trashDecomposition();
/** Build the current functions */
virtual Basis buildCurrentBasis() const;
/** Build the weighted design matrix */
virtual MatrixImplementation computeWeightedDesign(const Bool whole = false) const;
public:
/** 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:
LeastSquaresMethod method_;
/** Algorithm that builds the BasisSequence */
BasisSequenceFactory basisSequenceFactory_;
/** Basis selection algorithm */
FittingAlgorithm fittingAlgorithm_;
}; /* class SparseMethod */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SPARSEMETHOD_HXX */
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