// Created on: 1991-08-07 // Created by: Laurent PAINNOT // Copyright (c) 1991-1999 Matra Datavision // Copyright (c) 1999-2014 OPEN CASCADE SAS // // This file is part of Open CASCADE Technology software library. // // This library is free software; you can redistribute it and/or modify it under // the terms of the GNU Lesser General Public License version 2.1 as published // by the Free Software Foundation, with special exception defined in the file // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT // distribution for complete text of the license and disclaimer of any warranty. // // Alternatively, this file may be used under the terms of Open CASCADE // commercial license or contractual agreement. #ifndef _math_Householder_HeaderFile #define _math_Householder_HeaderFile #include #include #include #include #include #include #include #include #include class StdFail_NotDone; class Standard_OutOfRange; class Standard_DimensionError; class Standard_ConstructionError; class math_Matrix; //! This class implements the least square solution of a set of //! linear equations of m unknowns (n >= m) using the Householder //! method. It solves A.X = B. //! This algorithm has more numerical stability than //! GaussLeastSquare but is longer. //! It must be used if the matrix is singular or nearly singular. //! It is about 16% longer than GaussLeastSquare if there is only //! one member B to solve. //! It is about 30% longer if there are twenty B members to solve. class math_Householder { public: DEFINE_STANDARD_ALLOC //! Given an input matrix A with n>= m, given an input matrix B //! this constructor performs the least square resolution of //! the set of linear equations A.X = B for each column of B. //! If a column norm is less than EPS, the resolution can't //! be done. //! Exception DimensionError is raised if the row number of B //! is different from the A row number. Standard_EXPORT math_Householder(const math_Matrix& A, const math_Matrix& B, const Standard_Real EPS = 1.0e-20); //! Given an input matrix A with n>= m, given an input matrix B //! this constructor performs the least square resolution of //! the set of linear equations A.X = B for each column of B. //! If a column norm is less than EPS, the resolution can't //! be done. //! Exception DimensionError is raised if the row number of B //! is different from the A row number. Standard_EXPORT math_Householder(const math_Matrix& A, const math_Matrix& B, const Standard_Integer lowerArow, const Standard_Integer upperArow, const Standard_Integer lowerAcol, const Standard_Integer upperAcol, const Standard_Real EPS = 1.0e-20); //! Given an input matrix A with n>= m, given an input vector B //! this constructor performs the least square resolution of //! the set of linear equations A.X = B. //! If a column norm is less than EPS, the resolution can't //! be done. //! Exception DimensionError is raised if the length of B //! is different from the A row number. Standard_EXPORT math_Householder(const math_Matrix& A, const math_Vector& B, const Standard_Real EPS = 1.0e-20); //! Returns true if the computations are successful, otherwise returns false. Standard_Boolean IsDone() const; //! Given the integer Index, this routine returns the //! corresponding least square solution sol. //! Exception NotDone is raised if the resolution has not be //! done. //! Exception OutOfRange is raised if Index <=0 or //! Index is more than the number of columns of B. void Value (math_Vector& sol, const Standard_Integer Index = 1) const; //! Returns the matrix sol of all the solutions of the system //! A.X = B. //! Exception NotDone is raised is the resolution has not be //! done. const math_Matrix& AllValues() const; //! Prints information on the current state of the object. Standard_EXPORT void Dump (Standard_OStream& o) const; protected: //! This method is used internally for each constructor //! above and can't be used directly. Standard_EXPORT void Perform (const math_Matrix& A, const math_Matrix& B, const Standard_Real EPS); private: math_Matrix Sol; math_Matrix Q; Standard_Boolean Done; Standard_Integer mylowerArow; Standard_Integer myupperArow; Standard_Integer mylowerAcol; Standard_Integer myupperAcol; }; #include #endif // _math_Householder_HeaderFile