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//
// $Id$
//
// Original author: Robert Burke <robert.burke@cshs.org>
//
// Copyright 2006 Louis Warschaw Prostate Cancer Center
// Cedars Sinai Medical Center, Los Angeles, California 90048
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
#ifndef _LINEARLEASTSQUARES_HPP_
#define _LINEARLEASTSQUARES_HPP_
#include "pwiz/utility/misc/Export.hpp"
#include <iostream>
#include "LinearSolver.hpp"
#include "Types.hpp"
namespace pwiz {
namespace math {
enum PWIZ_API_DECL LinearLeastSquaresType {LinearLeastSquaresType_LU, LinearLeastSquaresType_QR};
template <LinearLeastSquaresType lls_type = LinearLeastSquaresType_LU>
class LinearLeastSquares;
template<>
class LinearLeastSquares<LinearLeastSquaresType_LU>
{
public:
template<typename T>
boost::numeric::ublas::vector<T> solve(const boost::numeric::ublas::matrix<T>& A,
const boost::numeric::ublas::vector<T>& y)
{
boost::numeric::ublas::permutation_matrix<std::size_t> m(A.size1());
boost::numeric::ublas::matrix<T> AtA = prod(trans(A), A);
boost::numeric::ublas::vector<T> b = y;
boost::numeric::ublas::vector<T> r;
// This serves as a sanity check. Note that an exception here
// probably indicates a data file error.
if (boost::numeric::ublas::lu_factorize(AtA, m) == 0.)
{
r = prod(trans(A), b);
boost::numeric::ublas::lu_substitute(AtA, m, r);
}
return r;
}
};
template<>
class LinearLeastSquares<LinearLeastSquaresType_QR>
{
public:
template<typename T>
boost::numeric::ublas::vector<T> solve(
const boost::numeric::ublas::matrix<T>& A,
const boost::numeric::ublas::vector<T>& x)
{
LinearSolver<LinearSolverType_QR> solver;
boost::numeric::ublas::vector<T> y = solver.solve(A, x);
return y;
}
};
}
}
#endif // _LINEARLEASTSQUARES_HPP_
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