include/opencascade/math_GaussLeastSquare.hxx

0001 // Created on: 1991-05-13
0002 // Created by: Laurent PAINNOT
0003 // Copyright (c) 1991-1999 Matra Datavision
0004 // Copyright (c) 1999-2014 OPEN CASCADE SAS
0005 //
0006 // This file is part of Open CASCADE Technology software library.
0007 //
0008 // This library is free software; you can redistribute it and/or modify it under
0009 // the terms of the GNU Lesser General Public License version 2.1 as published
0010 // by the Free Software Foundation, with special exception defined in the file
0011 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
0012 // distribution for complete text of the license and disclaimer of any warranty.
0013 //
0014 // Alternatively, this file may be used under the terms of Open CASCADE
0015 // commercial license or contractual agreement.
0016
0017 #ifndef _math_GaussLeastSquare_HeaderFile
0018 #define _math_GaussLeastSquare_HeaderFile
0019
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022 #include <Standard_Handle.hxx>
0023
0024 #include <math_Matrix.hxx>
0025 #include <math_IntegerVector.hxx>
0026 #include <math_Vector.hxx>
0027 #include <Standard_OStream.hxx>
0028
0029
0030
0031 //! This class implements the least square solution of a set of
0032 //! n linear equations of m unknowns (n >= m) using the gauss LU
0033 //! decomposition algorithm.
0034 //! This algorithm is more likely subject to numerical instability
0035 //! than math_SVD.
0036 class math_GaussLeastSquare
0037 {
0038 public:
0039
0040   DEFINE_STANDARD_ALLOC
0041
0042
0043   //! Given an input n X m matrix A with n >= m this constructor
0044   //! performs the LU decomposition with partial pivoting
0045   //! (interchange of rows) of the matrix AA = A.Transposed() * A;
0046   //! This LU decomposition is stored internally and may be used
0047   //! to do subsequent calculation.
0048   //! If the largest pivot found is less than MinPivot the matrix <A>
0049   //! is considered as singular.
0050   Standard_EXPORT math_GaussLeastSquare(const math_Matrix& A, const Standard_Real MinPivot = 1.0e-20);
0051
0052   //! Returns true if the computations are successful, otherwise returns false.e
0053     Standard_Boolean IsDone() const;
0054
0055   //! Given the input Vector <B> this routine solves the set
0056   //! of linear equations A . X = B.
0057   //! Exception NotDone is raised if the decomposition of A was
0058   //! not done successfully.
0059   //! Exception DimensionError is raised if the range of B Inv is
0060   //! not equal to the rowrange of A.
0061   //! Exception DimensionError is raised if the range of X Inv is
0062   //! not equal to the colrange of A.
0063   Standard_EXPORT void Solve (const math_Vector& B, math_Vector& X) const;
0064
0065   //! Prints on the stream o information on the current state
0066   //! of the object.
0067   //! Is used to redefine the operator <<.
0068   Standard_EXPORT void Dump (Standard_OStream& o) const;
0069
0070
0071
0072
0073 protected:
0074
0075
0076
0077   Standard_Boolean Singular;
0078   math_Matrix LU;
0079   math_Matrix A2;
0080   math_IntegerVector Index;
0081   Standard_Real D;
0082
0083
0084 private:
0085
0086
0087
0088   Standard_Boolean Done;
0089
0090
0091 };
0092
0093
0094 #include <math_GaussLeastSquare.lxx>
0095
0096
0097
0098
0099
0100 #endif // _math_GaussLeastSquare_HeaderFile