LinearLeastSqr.h

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// Honeycomb, Copyright (C) 2015 NewGamePlus Inc.  Distributed under the Boost Software License v1.0.
#pragma once

#include "Honey/Math/NumAnalysis/Svd.h"
#include "Honey/Math/NumAnalysis/Qrd.h"

namespace honey
{

template<class Real>
class LinearLeastSqr
{
    typedef Alge_<Real>     Alge;
    typedef Svd<Real>       Svd;
    typedef Qrd<Real>       Qrd;
    typedef BackSub<Real>   BackSub;

public:
    typedef Matrix<matrix::dynamic, matrix::dynamic, Real>  Matrix;
    typedef Vec<matrix::dynamic, Real>                      Vec;

    LinearLeastSqr() {}
        

    void calc(const Matrix& x, const Vec& y, Vec& b);


    void calc(const Matrix& x, const Vec& y, const Vec& w, Vec& b);


    void calc(const Matrix& x, const Vec& y, const Vec& w, const Matrix& c, const Vec& d, Vec& b);

private:
    Svd _svd;

    Matrix _x;
    Vec _y;
    Vec _w;

    Qrd _qrd;
    Matrix _ct;
    Matrix _xq;
    Matrix _rt;
    Vec _y0;
    Vec _y1;
    Vec _yTmp;
};

extern template class LinearLeastSqr<Float>;
extern template class LinearLeastSqr<Double>;

}