io.github.kensuke1984.kibrary.inversion

クラス LeastSquaresMethod

java.lang.Object

io.github.kensuke1984.kibrary.inversion.InverseProblem

io.github.kensuke1984.kibrary.inversion.LeastSquaresMethod

public class LeastSquaresMethod
extends InverseProblem

Least squares method.

m = (A^TA+λI)^-1A ^Td

コンストラクタのサマリー

コンストラクタ

コンストラクタと説明
LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata, org.apache.commons.math3.linear.RealVector atd) Find m which gives minimum |d-Am|2.
LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata, org.apache.commons.math3.linear.RealVector atd, double lambda) Find m which gives minimum |d-Am|2 + λ|m|2.
LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata, org.apache.commons.math3.linear.RealVector atd, double lambda, org.apache.commons.math3.linear.RealMatrix t, org.apache.commons.math3.linear.RealVector eta)

メソッドのサマリー

修飾子とタイプ	メソッドと説明
void	compute()
org.apache.commons.math3.linear.RealMatrix	computeCovariance(double sigmaD, int j)
org.apache.commons.math3.linear.RealMatrix	getBaseVectors()
static void	main(java.lang.String[] args)

クラスから継承されたメソッド io.github.kensuke1984.kibrary.inversion.InverseProblem

getANS, getAns, getParN, outputAns

クラスから継承されたメソッド java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

コンストラクタの詳細

LeastSquaresMethod

public LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata,
                          org.apache.commons.math3.linear.RealVector atd)

Find m which gives minimum |d-Am|².

パラメータ:

ata - Matrix A^TA

atd - Vector A^Td

LeastSquaresMethod

public LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata,
                          org.apache.commons.math3.linear.RealVector atd,
                          double lambda)

Find m which gives minimum |d-Am|² + λ|m|².

パラメータ:

ata - Matrix A^TA

atd - Vector A^Td

lambda - λ for the equation

LeastSquaresMethod

public LeastSquaresMethod(org.apache.commons.math3.linear.RealMatrix ata,
                          org.apache.commons.math3.linear.RealVector atd,
                          double lambda,
                          org.apache.commons.math3.linear.RealMatrix t,
                          org.apache.commons.math3.linear.RealVector eta)

パラメータ:

ata - A^TA

atd - A^Td

lambda - λ

t - t

eta - η

メソッドの詳細

main

public static void main(java.lang.String[] args)

computeCovariance

public org.apache.commons.math3.linear.RealMatrix computeCovariance(double sigmaD,
                                                                    int j)

定義:

computeCovariance クラス内 InverseProblem

パラメータ:

sigmaD - σ_d

j - index (1, 2, ...)

戻り値:

j番目の解の共分散行列 σ_d ² V (Λ ^TΛ) ^-1 V^T

compute

public void compute()

定義:

compute クラス内 InverseProblem

getBaseVectors

public org.apache.commons.math3.linear.RealMatrix getBaseVectors()

定義:

getBaseVectors クラス内 InverseProblem

戻り値:

基底ベクトルを並べた行列 i番目のcolumnに i番目の基底ベクトル