casacore::LinearFitSVD< T > Class Template Reference

Linear least-squares fit using Singular Value Decomposition method. More...

#include <LinearFitSVD.h>

Public Member Functions
	LinearFitSVD ()
	Create a fitter: the normal way to generate a fitter object. More...
	LinearFitSVD (const LinearFitSVD &other)
	Copy constructor (deep copy) More...
LinearFitSVD &	operator= (const LinearFitSVD &other)
	Assignment (deep copy) More...
virtual	~LinearFitSVD ()
	Destructor. More...
Public Member Functions inherited from casacore::LinearFit< T >
	LinearFit ()
	Create a fitter: the normal way to generate a fitter object. More...
	LinearFit (const LinearFit &other)
	Copy constructor (deep copy) More...
LinearFit &	operator= (const LinearFit &other)
	Assignment (deep copy) More...
virtual	~LinearFit ()
	Destructor. More...
Public Member Functions inherited from casacore::GenericL2Fit< T >
	GenericL2Fit ()
	Create a fitter: the normal way to generate a fitter object. More...
	GenericL2Fit (const GenericL2Fit &other)
	Copy constructor (deep copy) More...
GenericL2Fit &	operator= (const GenericL2Fit &other)
	Assignment (deep copy) More...
virtual	~GenericL2Fit ()
	Destructor. More...
template<class U >
void	setFunction (const Function< U, U > &function)
	Sets the function to be fitted. More...
template<class U >
Bool	setConstraint (const uInt n, const Function< U, U > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
	Set the possible constraint functions. More...
Bool	setConstraint (const uInt n, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
Bool	setConstraint (const uInt n, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
Bool	addConstraint (const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
Bool	addConstraint (const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
Bool	addConstraint (const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
void	setCollinearity (const Double cln)
	Set the collinearity factor as the square of the sine of the minimum angle allowed between input vectors (default zero for non-SVD, 1e-8 for SVD) More...
void	asWeight (const Bool aswgt)
	Set sigma values to be interpreted as weight (i.e. More...
void	asSVD (const Bool svd)
	Set the use of SVD or not (default). More...
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	fittedFunction ()
	Return a pointer to the function being fitted. More...
const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	fittedFunction () const
uInt	fittedNumber () const
	Return the number of fitted parameters. More...
uInt	NConstraints ()
	Return the number of constraints, and pointers to constraint functions. More...
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	getConstraint (const uInt n)
Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base >	getSVDConstraint (uInt n)
	Return the nth constraint equation derived from SVD Note that the number present will be given by getDeficiency() More...
void	setParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms)
	Set the parameter values. More...
void	setMaskedParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms)
Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
	Fit the function to the data. More...
Vector< typename FunctionTraits< T >::BaseType >	fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)
Vector< typename FunctionTraits< T >::BaseType >	fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)
Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< Bool > *const mask=0)
Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0)
Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0)
Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< Bool > *const mask=0)
Double	chiSquare () const
	Obtain the chi squared. More...
const Vector< typename FunctionTraits< T >::BaseType > &	errors () const
	Get the errors on the solved values. More...
Bool	errors (Vector< typename FunctionTraits< T >::BaseType > &err) const
Matrix< Double >	compuCovariance ()
	Get covariance matrix. More...
void	compuCovariance (Matrix< Double > &cov)
void	buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
	Generate the normal equations by one or more calls to the buildNormalMatrix(), before calling a fit() without arguments. More...
void	buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
void	buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)
void	buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)
Bool	residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &sol, const Bool model=False)
	Return the residual after a fit in y. More...
Bool	residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Bool model=False)
uInt	getRank () const
	Get the rank of the solution (or zero of no fit() done yet). More...

Additional Inherited Members
Public Attributes inherited from casacore::GenericL2Fit< T >
const Double	COLLINEARITY
	Default collinearity test for SVD. More...
Protected Member Functions inherited from casacore::LinearFit< T >
virtual Bool	fitIt (Vector< typename FunctionTraits< T >::BaseType > &sol, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma, const Vector< Bool > *const mask=0)
	Generalised fitter. More...
Protected Member Functions inherited from casacore::GenericL2Fit< T >
void	buildMatrix (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma, const Vector< Bool > *const mask=0)
	Build the normal matrix. More...
void	buildConstraint ()
	Build the constraint equations. More...
void	fillSVDConstraints ()
	Get the SVD constraints. More...
Bool	buildResidual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > *const sol, const Bool model=False)
	Calculate residuals. More...
FunctionTraits< T >::BaseType	getVal_p (const Array< typename FunctionTraits< T >::BaseType > &x, uInt j, uInt i) const
	Function to get evaluated functional value. More...
void	initfit_p (uInt parcnt)
	Initialise the fitter with number of solvable parameters. More...
uInt	testInput_p (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma)
	Return number of condition equations and check sizes x, y, sigma. More...
void	resetFunction ()
	Reset all the input. More...
Protected Attributes inherited from casacore::GenericL2Fit< T >
uInt	aCount_ai
	Adjustable. More...
Bool	svd_p
	SVD indicator. More...
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	ptr_derive_p
	Function to use in evaluating condition equation. More...
PtrBlock< Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * >	constrFun_p
	List of functions describing the possible constraint equations e.g. More...
PtrBlock< Vector< typename FunctionTraits< T >::BaseType > * >	constrArg_p
	List of vectors describing the constraint equations' arguments. More...
PtrBlock< typename FunctionTraits< T >::BaseType * >	constrVal_p
	List of values describing the constraint equations' value. More...
uInt	pCount_p
	Number of available parameters. More...
uInt	ndim_p
	Number of dimensions of input data. More...
Bool	needInit_p
	No normal equations yet. More...
Bool	solved_p
	Have solution. More...
Bool	errors_p
	Have errors. More...
Bool	ferrors_p
Bool	asweight_p
	Interpret as weights rather than as sigma the given values. More...
uInt	nr_p
	The rank of the solution. More...
Vector< typename FunctionTraits< T >::BaseType >	condEq_p
	Condition equation parameters (for number of adjustable parameters) More...
Vector< typename FunctionTraits< T >::BaseType >	fullEq_p
	Equation for all available parameters. More...
Vector< typename FunctionTraits< T >::ArgType >	arg_p
	Contiguous argument areas. More...
Vector< typename FunctionTraits< T >::ArgType >	carg_p
Vector< typename FunctionTraits< T >::BaseType >	sol_p
	Local solution area. More...
Vector< typename FunctionTraits< T >::BaseType >	fsol_p
Vector< typename FunctionTraits< T >::BaseType >	err_p
	Local error area. More...
Vector< typename FunctionTraits< T >::BaseType >	ferr_p
FunctionTraits< T >::DiffType	valder_p
	Local value and derivatives. More...
Vector< Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base > >	consvd_p
	Local SVD constraints. More...

Detailed Description

template<class T>
class casacore::LinearFitSVD< T >

Linear least-squares fit using Singular Value Decomposition method.

Review Status

Reviewed By:

wbrouw

Date Reviewed:

2004/06/15

Test programs:

tLinearFitSVD

Prerequisite

• LinearFit
• Fitting

Etymology

Solves the linear least-squares fit problem using the singular value decomposition method.

Synopsis

The operation, calls and results are identical to those for the LinearFit class. The only difference is a collinearity default of 1e-8 rather than 0. The actual calculations do a singular value decomposition solution. A method exists to get the constraints used in solving for missing rank.

Motivation

The creation of this class was driven by the need to provide users with a reliable least-squares fit method. "Numerical Recipes" recommends that singular value decomposition (SVD) method be always used for linear least-squares problems, because of its robustness. Not everybody agrees with this.

Definition at line 72 of file LinearFitSVD.h.

Constructor & Destructor Documentation

LinearFitSVD() [1/2]

template<class T >

casacore::LinearFitSVD< T >::LinearFitSVD

(

)

Create a fitter: the normal way to generate a fitter object.

Necessary data will be deduced from the Functional provided with setFunction()

LinearFitSVD() [2/2]

template<class T >

casacore::LinearFitSVD< T >::LinearFitSVD

(

const LinearFitSVD< T > &

other

)

Copy constructor (deep copy)

~LinearFitSVD()

template<class T >

virtual casacore::LinearFitSVD< T >::~LinearFitSVD ( )

virtual

Destructor.

Member Function Documentation

operator=()

template<class T >

LinearFitSVD& casacore::LinearFitSVD< T >::operator=

(

const LinearFitSVD< T > &

other

)

Assignment (deep copy)

---

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

• scimath/Fitting/LinearFitSVD.h