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Reference Guide
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

◆ NormalEqn() [1/4]

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.

◆ NormalEqn() [2/4]

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.

◆ NormalEqn() [3/4]

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.

◆ NormalEqn() [4/4]

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.