KrisLibrary  1.0.0
LSQRInterface.h
1 #ifndef OPTIMIZATION_LSQR_INTERFACE_H
2 #define OPTIMIZATION_LSQR_INTERFACE_H
3 
4 #include <KrisLibrary/Logger.h>
5 #include <KrisLibrary/math/sparsematrix.h>
6 
7 namespace Optimization
8 {
9 using namespace Math;
10 
15 {
16  LSQRInterface();
17  bool Solve(const SparseMatrix& A,const Vector& b);
18 
19  //input quantities
21  Real dampValue;
22  Real relError;
23  Real condLimit;
24  int maxIters;
25  int verbose;
26 
27  //output quantities
30  int numIters;
31  Real condEstA;
32  Real residualNorm; //<the estimate of the final residual's norm
33 };
34 
35 } //namespace Optimization
36 
37 #endif
Vector x
the solution vector
Definition: LSQRInterface.h:28
Namespace for classes and functions in the Optimization package.
Definition: CSet.h:7
An interface to a sparse least-squares solver (lsqr).
Definition: LSQRInterface.h:14
Real relError
relative error in defining A,b
Definition: LSQRInterface.h:22
Real dampValue
damping term, min ||Ax-b||^2 + dampValue||x||^2
Definition: LSQRInterface.h:21
int maxIters
maximum number of iterations, set to 0 to use default value
Definition: LSQRInterface.h:24
Vector x0
initial guess for x – default set to 0&#39;s
Definition: LSQRInterface.h:20
Real condEstA
condition number estimate for A
Definition: LSQRInterface.h:31
Vector stdErr
the standard error estimates
Definition: LSQRInterface.h:29
The logging system used in KrisLibrary.
int verbose
0 - no output printed, 1 - output to stdout, 2 - output to stderr
Definition: LSQRInterface.h:25
Real condLimit
stop if the estimated condition number of A exceeds condLim
Definition: LSQRInterface.h:23
Contains all definitions in the Math package.
Definition: WorkspaceBound.h:12
int numIters
the number of iterations used
Definition: LSQRInterface.h:30