nmrLSISolver Class Reference

#include <nmrLSISolver.h>

Public Member Functions
	nmrLSISolver (void)
	nmrLSISolver (CISSTNETLIB_INTEGER ma, CISSTNETLIB_INTEGER na, CISSTNETLIB_INTEGER mg)
	nmrLSISolver (vctDynamicMatrix< CISSTNETLIB_DOUBLE > &C, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &d, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &A, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &b)
void	Allocate (CISSTNETLIB_INTEGER ma, CISSTNETLIB_INTEGER na, CISSTNETLIB_INTEGER mg)
void	Allocate (vctDynamicMatrix< CISSTNETLIB_DOUBLE > &C, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &d, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &A, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &b)
CISST_EXPORT void	Solve (vctDynamicMatrix< CISSTNETLIB_DOUBLE > &C, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &d, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &A, vctDynamicMatrix< CISSTNETLIB_DOUBLE > &b) throw (std::runtime_error)
const vctDynamicMatrix< CISSTNETLIB_DOUBLE > &	GetX (void) const

Protected Attributes
CISSTNETLIB_INTEGER	Ma
CISSTNETLIB_INTEGER	Na
CISSTNETLIB_INTEGER	Mg
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	VSiUtb
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	GTilde
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	HTilde
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	Z
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	X
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	Si
vctDynamicMatrix< CISSTNETLIB_DOUBLE >	VSi
nmrSVDRSSolver	SVDRS
nmrLDPSolver	LDP

Detailed Description

Algorithm LSI: Least Squares with Inequality Constraints.

This code is a re-written version of algorithm from Charles L. Lawson and Richard J. Hanson, "Solving Least Squares Problems", Prentice-Hall, 1974. Section 5: Chapter 23.

Given a \(Ma \times Na\) matrix C, a \(Ma \times 1\) vector d, a \(Mg \times Na\) A and a \(Mg \times 1\) vector b, compute a \(Na \times 1\) vector X, that solves the least squares problem:

\( \mbox{min} \; 1 / 2 \| CX - d \| \; \mbox{subject to} \; AX \geq B\)

The data members of this class are:

• Ma, Na: Dimension of input matrix C
• Mg, Na: Dimension of input matrix A
• VSiUtb: \( \mbox{max}(Ma, Na) \times 1 \) contains \( VS^{-1}U^{T}d \)
• GTilde: \( Mg \times Na \) contains \( \tilde{G} \). See L&H book for definition of \( \tilde{G} \).
• HTilde: \( Mg \times 1 \) contains \( \tilde{H} \). See L&H book for definition of \( \tilde{H} \).
• Z: \( Na \times 1 \) contains solution of the internal LDP problem
• X: \( Na \times 1 \), on exit contains the solution.
• Si: \( Na \times Ma \) contains the pseudo inverse of singular values.
• VSi: \( Na \times Na \) contains \( VS^{-1} \)

Note

The input matrices of this class must use a column major storage order. To do so, use VCT_COL_MAJOR whenever you declare a matrix. They must also be compact (see vctDynamicMatrix::IsFortran()).

This code relies on the ERC CISST cnetlib library. Since cnetlib is optional, make sure that CISST_HAS_CNETLIB has been turned ON during the configuration with CMake.

Constructor & Destructor Documentation

nmrLSISolver() [1/3]

nmrLSISolver::nmrLSISolver ( void )

inline

Default constructor. This constructor doesn't allocate any memory. If you use this constructor, you will need to use one of the Allocate() methods before you can use the Solve method.

nmrLSISolver() [2/3]

nmrLSISolver::nmrLSISolver ( CISSTNETLIB_INTEGER ma, CISSTNETLIB_INTEGER na, CISSTNETLIB_INTEGER mg )

inline

Constructor with memory allocation. This constructor allocates the memory based on Ma, Na and Mg. It relies on the method Allocate(). The next call to the Solve() method will check that the parameters match the dimension.

Parameters

ma	Number of rows of C
na	Number of columns of C
mg	Number of rows of A

nmrLSISolver() [3/3]

nmrLSISolver::nmrLSISolver ( vctDynamicMatrix< CISSTNETLIB_DOUBLE > & C, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & d, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & A, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & b )

inline

Constructor with memory allocation. This constructor allocates the memory based on the actual input of the Solve() method. It relies on the method Allocate(). The next call to the Solve() method will check that the parameters match the dimension.

Member Function Documentation

Allocate() [1/2]

void nmrLSISolver::Allocate ( CISSTNETLIB_INTEGER ma, CISSTNETLIB_INTEGER na, CISSTNETLIB_INTEGER mg )

inline

This method allocates the memory based on Ma, Na and Mg. The next call to the Solve() method will check that the parameters match the dimension.

Parameters

ma	Number of rows of C
na	Number of columns of C
mg	Number of rows of A

Allocate() [2/2]

void nmrLSISolver::Allocate ( vctDynamicMatrix< CISSTNETLIB_DOUBLE > & C, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & d, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & A, vctDynamicMatrix< CISSTNETLIB_DOUBLE > & b )

inline

Allocate memory to solve this problem. This method provides a convenient way to extract the required sizes from the input containers. The next call to the Solve() method will check that the parameters match the dimension.

GetX()

const vctDynamicMatrix< CISSTNETLIB_DOUBLE > & nmrLSISolver::GetX ( void ) const

inline

Get X. This method must be used after Solve().

Solve()

CISST_EXPORT void nmrLSISolver::Solve	(	vctDynamicMatrix< CISSTNETLIB_DOUBLE > &	C,
		vctDynamicMatrix< CISSTNETLIB_DOUBLE > &	d,
		vctDynamicMatrix< CISSTNETLIB_DOUBLE > &	A,
		vctDynamicMatrix< CISSTNETLIB_DOUBLE > &	b )
throw	(	std::runtime_error )

Given a \(Ma \times Na\) matrix C, a \(Ma \times 1\) vector d, a \(Mg \times Na\) A and a \(Mg \times 1\) vector b, compute a \(Na \times 1\) vector X, that solves the least squares problem:

\( \mbox{min} \; 1 / 2 \| CX - d \| \; \mbox{subject to} \; AX \geq B\)

Note

This method verifies that the input parameters are using a column major storage order and that they are compact. Both conditions are tested using vctDynamicMatrix::IsFortran(). If the parameters don't meet all the requirements, an exception is thrown (std::runtime_error).

Member Data Documentation

GTilde

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::GTilde

protected

HTilde

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::HTilde

protected

LDP

nmrLDPSolver nmrLSISolver::LDP

protected

Ma

CISSTNETLIB_INTEGER nmrLSISolver::Ma

protected

Mg

CISSTNETLIB_INTEGER nmrLSISolver::Mg

protected

Na

CISSTNETLIB_INTEGER nmrLSISolver::Na

protected

Si

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::Si

protected

SVDRS

nmrSVDRSSolver nmrLSISolver::SVDRS

protected

VSi

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::VSi

protected

VSiUtb

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::VSiUtb

protected

X

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::X

protected

Z

vctDynamicMatrix<CISSTNETLIB_DOUBLE> nmrLSISolver::Z

protected

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The documentation for this class was generated from the following file:

• tmp/cisst-saw/cisst/cisstNumerical/nmrLSISolver.h