Linear systems. More...

Classes
class	workspace
	Workspace for solving systems. More...

Typedefs
typedef gsl_multilarge_linear_type	type
	Typedef for shorthand. More...

Functions
char const *	name (workspace const &w)

int	reset (workspace &w)
	C++ version of gsl_multilarge_linear_reset(). More...

int	accumulate (matrix &X, vector &y, workspace &w)
	C++ version of gsl_multilarge_linear_accumulate(). More...

int	solve (double const lambda, vector &c, double &rnorm, double &snorm, workspace &w)
	C++ version of gsl_multilarge_linear_solve(). More...

int	rcond (double &rcond, workspace &w)
	C++ version of gsl_multilarge_linear_rcond(). More...

int	lcurve (vector &reg_param, vector &rho, vector &eta, workspace &w)
	C++ version of gsl_multilarge_linear_lcurve(). More...

int	wstdform1 (vector const &L, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, workspace &work)
	C++ version of gsl_multilarge_linear_wstdform1(). More...

int	stdform1 (vector const &L, matrix const &X, vector const &y, matrix &Xs, vector &ys, workspace &work)
	C++ version of gsl_multilarge_linear_stdform1(). More...

int	L_decomp (matrix &L, vector &tau)
	C++ version of gsl_multilarge_linear_L_decomp(). More...

int	wstdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, workspace &work)
	C++ version of gsl_multilarge_linear_wstdform2(). More...

int	stdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &y, matrix &Xs, vector &ys, workspace &work)
	C++ version of gsl_multilarge_linear_stdform2(). More...

int	genform1 (vector const &L, vector const &cs, vector &c, workspace &work)

int	genform2 (matrix const &LQR, vector const &Ltau, vector const &cs, vector &c, workspace &work)
	C++ version of gsl_multilarge_linear_genform2(). More...

matrix const	matrix_ptr (workspace const &work)
	C++ version of gsl_multilarge_linear_matrix_ptr(). More...

vector const	rhs_ptr (workspace const &work)
	C++ version of gsl_multilarge_linear_rhs_ptr(). More...

Detailed Description

Linear systems.

Typedef Documentation

◆ type

typedef gsl_multilarge_linear_type gsl::multilarge::linear::type

Typedef for shorthand.

Definition at line 40 of file multilarge.hpp.

Function Documentation

◆ accumulate()

int gsl::multilarge::linear::accumulate	(	matrix &	X,
		vector &	y,
		workspace &	w
	)

inline

C++ version of gsl_multilarge_linear_accumulate().

Parameters

X	A matrix
y	A vector
w	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 281 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ genform1()

int gsl::multilarge::linear::genform1	(	vector const &	L,
		vector const &	cs,
		vector &	c,
		workspace &	work
	)

inline

Parameters

L	Diagonal of matrix
cs	Standard form solution vector
c	Solution vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 389 of file multilarge.hpp.

References gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ genform2()

int gsl::multilarge::linear::genform2	(	matrix const &	LQR,
		vector const &	Ltau,
		vector const &	cs,
		vector &	c,
		workspace &	work
	)

inline

C++ version of gsl_multilarge_linear_genform2().

Parameters

LQR	Regularisation matrix
Ltau	Vector
cs	Standard form solution vector
c	Solution vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 400 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ L_decomp()

int gsl::multilarge::linear::L_decomp	(	matrix &	L,
		vector &	tau
	)

inline

C++ version of gsl_multilarge_linear_L_decomp().

Parameters

L	Regularisation matrix
tau	Householder scalars

Returns: Error code on failure

Definition at line 348 of file multilarge.hpp.

References gsl::matrix::get(), and gsl::vector::get().

◆ lcurve()

int gsl::multilarge::linear::lcurve	(	vector &	reg_param,
		vector &	rho,
		vector &	eta,
		workspace &	w
	)

inline

C++ version of gsl_multilarge_linear_lcurve().

Parameters

reg_param	Regularisation parameter
rho	Residual norms
eta	Solution norms
w	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 311 of file multilarge.hpp.

References gsl::sf::eta(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ matrix_ptr()

matrix const gsl::multilarge::linear::matrix_ptr ( workspace const & work )

inline

C++ version of gsl_multilarge_linear_matrix_ptr().

Parameters

work	A gsl::multilarge::linear::workspace

Returns: Matrix

Definition at line 410 of file multilarge.hpp.

References gsl::multilarge::linear::workspace::get().

◆ name()

char const * gsl::multilarge::linear::name ( workspace const & w )

inline

Parameters

w	A gsl::multilarge::linear::workspace

Returns: The name of the solver

Definition at line 266 of file multilarge.hpp.

References gsl::multilarge::linear::workspace::get().

◆ rcond()

int gsl::multilarge::linear::rcond	(	double &	rcond,
		workspace &	w
	)

inline

C++ version of gsl_multilarge_linear_rcond().

Parameters

rcond	Reciprocal coondition number [return]
w	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 301 of file multilarge.hpp.

References gsl::multilarge::linear::workspace::get(), and rcond().

Referenced by rcond().

◆ reset()

int gsl::multilarge::linear::reset ( workspace & w )

inline

C++ version of gsl_multilarge_linear_reset().

Parameters

w	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 273 of file multilarge.hpp.

References gsl::multilarge::linear::workspace::get().

◆ rhs_ptr()

vector const gsl::multilarge::linear::rhs_ptr ( workspace const & work )

inline

C++ version of gsl_multilarge_linear_rhs_ptr().

Parameters

work	A gsl::multilarge::linear::workspace

Returns: Error code on failure; Vector

Definition at line 423 of file multilarge.hpp.

References gsl::multilarge::linear::workspace::get().

◆ solve()

int gsl::multilarge::linear::solve	(	double const	lambda,
		vector &	c,
		double &	rnorm,
		double &	snorm,
		workspace &	w
	)

inline

C++ version of gsl_multilarge_linear_solve().

Parameters

lambda	regularisation parameter
c	Output (solution) vector [return]
rnorm	residual norm
snorm	solution norm
w	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 292 of file multilarge.hpp.

References gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ stdform1()

int gsl::multilarge::linear::stdform1	(	vector const &	L,
		matrix const &	X,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		workspace &	work
	)

inline

C++ version of gsl_multilarge_linear_stdform1().

Parameters

L	Regularisation matrix
X	Matrix
y	vector
Xs	Output matrix
ys	Output vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 338 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ stdform2()

int gsl::multilarge::linear::stdform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		workspace &	work
	)

inline

C++ version of gsl_multilarge_linear_stdform2().

Parameters

LQR	Input matrix
Ltau	Input matrix
X	Input matrix
y	Vector
Xs	Output matrix
ys	Output vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 378 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ wstdform1()

int gsl::multilarge::linear::wstdform1	(	vector const &	L,
		matrix const &	X,
		vector const &	w,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		workspace &	work
	)

inline

C++ version of gsl_multilarge_linear_wstdform1().

Parameters

L	Regularisation matrix
X	Matrix
w	Data weights
y	Vector
Xs	Output matrix
ys	Output vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 324 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

◆ wstdform2()

int gsl::multilarge::linear::wstdform2	(	matrix const &	LQR,
		vector const &	Ltau,
		matrix const &	X,
		vector const &	w,
		vector const &	y,
		matrix &	Xs,
		vector &	ys,
		workspace &	work
	)

inline

C++ version of gsl_multilarge_linear_wstdform2().

Parameters

LQR	Input matrix
Ltau	Input matrix
X	Input matrix
w	Data weights
y	Vector
Xs	Output matrix
ys	Output vector
work	A gsl::multilarge::linear::workspace

Returns: Error code on failure

Definition at line 363 of file multilarge.hpp.

References gsl::matrix::get(), gsl::vector::get(), and gsl::multilarge::linear::workspace::get().

Classes

Typedefs

Functions

Detailed Description

Typedef Documentation

◆ type

Function Documentation

◆ accumulate()

◆ genform1()

◆ genform2()

◆ L_decomp()

◆ lcurve()

◆ matrix_ptr()

◆ name()

◆ rcond()

◆ reset()

◆ rhs_ptr()

◆ solve()

◆ stdform1()

◆ stdform2()

◆ wstdform1()

◆ wstdform2()