TDecompChol.h File Reference

#include "TDecompBase.h"
#include "TMatrixDSym.h"

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Classes
class	TDecompChol
	Cholesky Decomposition class. More...

Functions
TVectorD	NormalEqn (const TMatrixD &A, const TVectorD &b)
	Solve min {(A . More...
TVectorD	NormalEqn (const TMatrixD &A, const TVectorD &b, const TVectorD &std)
	Solve min {(A . More...
TMatrixD	NormalEqn (const TMatrixD &A, const TMatrixD &b)
	Solve min {(A . More...
TMatrixD	NormalEqn (const TMatrixD &A, const TMatrixD &B, const TVectorD &std)
	Solve min {(A . More...

Function Documentation

TVectorD NormalEqn	(	const TMatrixD &	A,
		const TVectorD &	b
	)

Solve min {(A .

x - b)^T (A . x - b)} for vector x where A : (m x n) matrix, m >= n b : (m) vector x : (n) vector

Definition at line 404 of file TDecompChol.cxx.

TVectorD NormalEqn	(	const TMatrixD &	A,
		const TVectorD &	b,
		const TVectorD &	std
	)

Solve min {(A .

x - b)^T W (A . x - b)} for vector x where A : (m x n) matrix, m >= n b : (m) vector x : (n) vector W : (m x m) weight matrix with W(i,j) = 1/std(i)^2 for i == j = 0 for i != j

Definition at line 419 of file TDecompChol.cxx.

TMatrixD NormalEqn	(	const TMatrixD &	A,
		const TMatrixD &	B
	)

Solve min {(A .

X_j - B_j)^T (A . X_j - B_j)} for each column j in B and X A : (m x n ) matrix, m >= n B : (m x nb) matrix, nb >= 1 mX : (n x nb) matrix

Definition at line 444 of file TDecompChol.cxx.

TMatrixD NormalEqn	(	const TMatrixD &	A,
		const TMatrixD &	B,
		const TVectorD &	std
	)

Solve min {(A .

X_j - B_j)^T W (A . X_j - B_j)} for each column j in B and X

 A : (m x n ) matrix, m >= n
 B : (m x nb) matrix, nb >= 1
mX : (n x nb) matrix
 W : (m x m) weight matrix with W(i,j) = 1/std(i)^2  for i == j
                                       = 0           for i != j

Definition at line 463 of file TDecompChol.cxx.