IGLib  1.7.2
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Classes | Static Public Member Functions | Public Attributes | Static Private Member Functions | List of all members
alglib.linlsqr Class Reference

Classes

class  linlsqrreport
 
class  linlsqrstate
 

Static Public Member Functions

static void linlsqrcreate (int m, int n, linlsqrstate state)
 
static void linlsqrsetb (linlsqrstate state, double[] b)
 
static void linlsqrsetlambdai (linlsqrstate state, double lambdai)
 
static bool linlsqriteration (linlsqrstate state)
 
static void linlsqrsolvesparse (linlsqrstate state, sparse.sparsematrix a, double[] b)
 
static void linlsqrsetcond (linlsqrstate state, double epsa, double epsb, int maxits)
 
static void linlsqrresults (linlsqrstate state, ref double[] x, linlsqrreport rep)
 
static void linlsqrsetxrep (linlsqrstate state, bool needxrep)
 
static void linlsqrrestart (linlsqrstate state)
 
static void linlsqrcreate (int m, int n, linlsqrstate state)
 
static void linlsqrsetb (linlsqrstate state, double[] b)
 
static void linlsqrsetprecunit (linlsqrstate state)
 
static void linlsqrsetprecdiag (linlsqrstate state)
 
static void linlsqrsetlambdai (linlsqrstate state, double lambdai)
 
static bool linlsqriteration (linlsqrstate state)
 
static void linlsqrsolvesparse (linlsqrstate state, sparse.sparsematrix a, double[] b)
 
static void linlsqrsetcond (linlsqrstate state, double epsa, double epsb, int maxits)
 
static void linlsqrresults (linlsqrstate state, ref double[] x, linlsqrreport rep)
 
static void linlsqrsetxrep (linlsqrstate state, bool needxrep)
 
static void linlsqrrestart (linlsqrstate state)
 

Public Attributes

const double atol = 1.0E-6
 
const double btol = 1.0E-6
 

Static Private Member Functions

static void clearrfields (linlsqrstate state)
 
static void clearrfields (linlsqrstate state)
 

Member Function Documentation

static void alglib.linlsqr.linlsqrcreate ( int  m,
int  n,
linlsqrstate  state 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.atol, alglib.linlsqr.linlsqrstate.b, alglib.linlsqr.btol, alglib.linlsqr.linlsqrstate.d, alglib.linlsqr.linlsqrstate.epsa, alglib.linlsqr.linlsqrstate.epsb, alglib.linlsqr.linlsqrstate.epsc, alglib.rcommstate.ia, alglib.linlsqr.linlsqrstate.lambdai, alglib.linlsqr.linlsqrstate.m, alglib.math.machineepsilon, alglib.linlsqr.linlsqrstate.maxits, alglib.linlsqr.linlsqrstate.mtv, alglib.linlsqr.linlsqrstate.mv, alglib.linlsqr.linlsqrstate.n, alglib.linlsqr.linlsqrstate.nes, alglib.normestimator.normestimatorcreate(), alglib.linlsqr.linlsqrstate.omegai, alglib.linlsqr.linlsqrstate.omegaip1, alglib.rcommstate.ra, alglib.linlsqr.linlsqrstate.rstate, alglib.linlsqr.linlsqrstate.running, alglib.linlsqr.linlsqrstate.rx, alglib.rcommstate.stage, alglib.linlsqr.linlsqrstate.ui, alglib.linlsqr.linlsqrstate.uip1, alglib.linlsqr.linlsqrstate.vi, alglib.linlsqr.linlsqrstate.vip1, alglib.linlsqr.linlsqrstate.x, and alglib.linlsqr.linlsqrstate.xrep.

Referenced by alglib.testlinlsqrunit.analytictest(), alglib.testlinlsqrunit.bidiagonaltest(), alglib.linlsqrcreate(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.preconditionertest(), alglib.testlinlsqrunit.reportcorrectnesstest(), alglib.testlinlsqrunit.stoppingcriteriatest(), alglib.testlinlsqrunit.svdtest(), and alglib.testlinlsqrunit.zeromatrixtest().

static void alglib.linlsqr.linlsqrsetb ( linlsqrstate  state,
double[]  b 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.linlsqrstate.b, alglib.linlsqr.linlsqrstate.bnorm2, alglib.apserv.isfinitevector(), alglib.linlsqr.linlsqrstate.m, and alglib.linlsqr.linlsqrstate.running.

Referenced by alglib.testlinlsqrunit.analytictest(), alglib.testlinlsqrunit.bidiagonaltest(), alglib.linlsqr.linlsqrsolvesparse(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.reportcorrectnesstest(), alglib.testlinlsqrunit.stoppingcriteriatest(), alglib.testlinlsqrunit.svdtest(), and alglib.testlinlsqrunit.zeromatrixtest().

static void alglib.linlsqr.linlsqrsetlambdai ( linlsqrstate  state,
double  lambdai 
)
inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.linlsqr.linlsqrstate.lambdai, and alglib.linlsqr.linlsqrstate.running.

Referenced by alglib.linlsqrsetlambdai(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.reportcorrectnesstest(), and alglib.testlinlsqrunit.svdtest().

static bool alglib.linlsqr.linlsqriteration ( linlsqrstate  state)
inlinestatic

References alglib.linlsqr.linlsqrstate.alphai, alglib.linlsqr.linlsqrstate.alphaip1, alglib.linlsqr.linlsqrstate.anorm, alglib.ap.assert(), alglib.linlsqr.linlsqrstate.b, alglib.linlsqr.linlsqrstate.betai, alglib.linlsqr.linlsqrstate.betaip1, alglib.linlsqr.linlsqrstate.bnorm2, alglib.linlsqr.linlsqrstate.ci, alglib.linlsqr.clearrfields(), alglib.linlsqr.linlsqrstate.d, alglib.linlsqr.linlsqrstate.dnorm, alglib.linlsqr.linlsqrstate.epsa, alglib.linlsqr.linlsqrstate.epsb, alglib.linlsqr.linlsqrstate.epsc, alglib.rcommstate.ia, alglib.linlsqr.linlsqrstate.lambdai, alglib.linlsqr.linlsqrstate.m, alglib.linlsqr.linlsqrstate.maxits, alglib.linlsqr.linlsqrstate.mtv, alglib.linlsqr.linlsqrstate.mv, alglib.linlsqr.linlsqrstate.n, alglib.linlsqr.linlsqrstate.needmtv, alglib.linlsqr.linlsqrstate.needmv, alglib.linlsqr.linlsqrstate.nes, alglib.normestimator.normestimatoriteration(), alglib.normestimator.normestimatorrestart(), alglib.normestimator.normestimatorresults(), alglib.linlsqr.linlsqrstate.omegai, alglib.linlsqr.linlsqrstate.omegaip1, alglib.linlsqr.linlsqrstate.phibari, alglib.linlsqr.linlsqrstate.phibarip1, alglib.linlsqr.linlsqrstate.phii, alglib.linlsqr.linlsqrstate.r2, alglib.rcommstate.ra, alglib.linlsqr.linlsqrstate.repiterationscount, alglib.linlsqr.linlsqrstate.repnmv, alglib.linlsqr.linlsqrstate.repterminationtype, alglib.linlsqr.linlsqrstate.rhobari, alglib.linlsqr.linlsqrstate.rhobarip1, alglib.linlsqr.linlsqrstate.rhoi, alglib.linlsqr.linlsqrstate.rstate, alglib.linlsqr.linlsqrstate.running, alglib.linlsqr.linlsqrstate.rx, alglib.apserv.safepythag2(), alglib.linlsqr.linlsqrstate.si, alglib.rcommstate.stage, alglib.linlsqr.linlsqrstate.theta, alglib.linlsqr.linlsqrstate.ui, alglib.linlsqr.linlsqrstate.uip1, alglib.linlsqr.linlsqrstate.vi, alglib.linlsqr.linlsqrstate.vip1, alglib.linlsqr.linlsqrstate.x, alglib.linlsqr.linlsqrstate.xrep, and alglib.linlsqr.linlsqrstate.xupdated.

Referenced by alglib.testlinlsqrunit.analytictest(), alglib.testlinlsqrunit.bidiagonaltest(), alglib.linlsqr.linlsqrsolvesparse(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.reportcorrectnesstest(), alglib.testlinlsqrunit.stoppingcriteriatest(), alglib.testlinlsqrunit.svdtest(), and alglib.testlinlsqrunit.zeromatrixtest().

static void alglib.linlsqr.linlsqrsolvesparse ( linlsqrstate  state,
sparse.sparsematrix  a,
double[]  b 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.linlsqr.linlsqriteration(), alglib.linlsqr.linlsqrrestart(), alglib.linlsqr.linlsqrsetb(), alglib.linlsqr.linlsqrstate.m, alglib.linlsqr.linlsqrstate.mtv, alglib.linlsqr.linlsqrstate.mv, alglib.linlsqr.linlsqrstate.needmtv, alglib.linlsqr.linlsqrstate.needmv, alglib.linlsqr.linlsqrstate.running, alglib.sparse.sparsemtv(), alglib.sparse.sparsemv(), and alglib.linlsqr.linlsqrstate.x.

Referenced by alglib.linlsqrsolvesparse(), alglib.testlinlsqrunit.preconditionertest(), and alglib.testlinlsqrunit.svdtest().

static void alglib.linlsqr.linlsqrsetcond ( linlsqrstate  state,
double  epsa,
double  epsb,
int  maxits 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.atol, alglib.linlsqr.btol, alglib.linlsqr.linlsqrstate.epsa, alglib.linlsqr.linlsqrstate.epsb, alglib.math.isfinite(), alglib.linlsqr.linlsqrstate.maxits, alglib.linlsqr.linlsqrstate.n, and alglib.linlsqr.linlsqrstate.running.

Referenced by alglib.testlinlsqrunit.analytictest(), alglib.testlinlsqrunit.bidiagonaltest(), alglib.linlsqrsetcond(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.preconditionertest(), alglib.testlinlsqrunit.reportcorrectnesstest(), alglib.testlinlsqrunit.stoppingcriteriatest(), and alglib.testlinlsqrunit.zeromatrixtest().

static void alglib.linlsqr.linlsqrresults ( linlsqrstate  state,
ref double[]  x,
linlsqrreport  rep 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.linlsqrreport.iterationscount, alglib.linlsqr.linlsqrstate.n, alglib.linlsqr.linlsqrreport.nmv, alglib.linlsqr.linlsqrstate.repiterationscount, alglib.linlsqr.linlsqrstate.repnmv, alglib.linlsqr.linlsqrstate.repterminationtype, alglib.linlsqr.linlsqrstate.running, alglib.linlsqr.linlsqrstate.rx, and alglib.linlsqr.linlsqrreport.terminationtype.

Referenced by alglib.testlinlsqrunit.bidiagonaltest(), alglib.linlsqrresults(), alglib.testlinlsqrunit.mwcranksvdtest(), alglib.testlinlsqrunit.mwicranksvdtest(), alglib.testlinlsqrunit.preconditionertest(), alglib.testlinlsqrunit.reportcorrectnesstest(), alglib.testlinlsqrunit.stoppingcriteriatest(), alglib.testlinlsqrunit.svdtest(), and alglib.testlinlsqrunit.zeromatrixtest().

static void alglib.linlsqr.linlsqrsetxrep ( linlsqrstate  state,
bool  needxrep 
)
inlinestatic

References alglib.linlsqr.linlsqrstate.xrep.

Referenced by alglib.testlinlsqrunit.analytictest(), alglib.linlsqrsetxrep(), and alglib.testlinlsqrunit.reportcorrectnesstest().

static void alglib.linlsqr.linlsqrrestart ( linlsqrstate  state)
inlinestatic

References alglib.linlsqr.clearrfields(), alglib.rcommstate.ia, alglib.rcommstate.ra, alglib.linlsqr.linlsqrstate.rstate, and alglib.rcommstate.stage.

Referenced by alglib.linlsqr.linlsqrsolvesparse(), and alglib.testlinlsqrunit.svdtest().

static void alglib.linlsqr.clearrfields ( linlsqrstate  state)
inlinestaticprivate

References alglib.linlsqr.linlsqrstate.needmtv, alglib.linlsqr.linlsqrstate.needmv, alglib.linlsqr.linlsqrstate.needmv2, alglib.linlsqr.linlsqrstate.needprec, alglib.linlsqr.linlsqrstate.needvmv, and alglib.linlsqr.linlsqrstate.xupdated.

Referenced by alglib.linlsqr.linlsqriteration(), and alglib.linlsqr.linlsqrrestart().

static void alglib.linlsqr.linlsqrcreate ( int  m,
int  n,
linlsqrstate  state 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.atol, alglib.linlsqr.btol, alglib.math.machineepsilon, and alglib.normestimator.normestimatorcreate().

static void alglib.linlsqr.linlsqrsetb ( linlsqrstate  state,
double[]  b 
)
inlinestatic

References alglib.ap.assert(), and alglib.apserv.isfinitevector().

static void alglib.linlsqr.linlsqrsetprecunit ( linlsqrstate  state)
inlinestatic

References alglib.ap.assert().

Referenced by alglib.linlsqrsetprecunit(), alglib.testlinlsqrunit.preconditionertest(), and alglib.testlinlsqrunit.svdtest().

static void alglib.linlsqr.linlsqrsetprecdiag ( linlsqrstate  state)
inlinestatic

References alglib.ap.assert().

Referenced by alglib.linlsqrsetprecdiag(), and alglib.testlinlsqrunit.preconditionertest().

static void alglib.linlsqr.linlsqrsetlambdai ( linlsqrstate  state,
double  lambdai 
)
inlinestatic

References alglib.ap.assert(), and alglib.math.isfinite().

static bool alglib.linlsqr.linlsqriteration ( linlsqrstate  state)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.clearrfields(), alglib.normestimator.normestimatoriteration(), alglib.normestimator.normestimatorrestart(), alglib.normestimator.normestimatorresults(), and alglib.apserv.safepythag2().

static void alglib.linlsqr.linlsqrsolvesparse ( linlsqrstate  state,
sparse.sparsematrix  a,
double[]  b 
)
inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.linlsqr.linlsqriteration(), alglib.linlsqr.linlsqrrestart(), alglib.linlsqr.linlsqrsetb(), alglib.apserv.rvectorsetlengthatleast(), alglib.sparse.sparseenumerate(), alglib.sparse.sparsemtv(), alglib.sparse.sparsemv(), and alglib.math.sqr().

static void alglib.linlsqr.linlsqrsetcond ( linlsqrstate  state,
double  epsa,
double  epsb,
int  maxits 
)
inlinestatic

References alglib.ap.assert(), alglib.linlsqr.atol, alglib.linlsqr.btol, and alglib.math.isfinite().

static void alglib.linlsqr.linlsqrresults ( linlsqrstate  state,
ref double[]  x,
linlsqrreport  rep 
)
inlinestatic

References alglib.ap.assert().

static void alglib.linlsqr.linlsqrsetxrep ( linlsqrstate  state,
bool  needxrep 
)
inlinestatic
static void alglib.linlsqr.linlsqrrestart ( linlsqrstate  state)
inlinestatic

References alglib.linlsqr.clearrfields().

static void alglib.linlsqr.clearrfields ( linlsqrstate  state)
inlinestaticprivate

Member Data Documentation

const double alglib.linlsqr.atol = 1.0E-6

Referenced by alglib.linlsqr.linlsqrcreate(), and alglib.linlsqr.linlsqrsetcond().

const double alglib.linlsqr.btol = 1.0E-6

Referenced by alglib.linlsqr.linlsqrcreate(), and alglib.linlsqr.linlsqrsetcond().

The documentation for this class was generated from the following file: