Fast linear inversion package. More...

#include <FLIPACK.hpp>

Public Member Functions
	FLIPACK (MatrixXd &Htranspose, MatrixXd &X, MatrixXd &measurements, MatrixXd &R, H2_2D_Tree *Atree)
	Constructor of FLIPACK.

void	get_QHtranspose ()
	This function obtains the cross covariance. More...

void	get_HQHtranspose ()
	This function obtains the measurement operator corrected covariance. More...

void	get_Psi ()
	This function obtains the measurement corrected covariance. More...

void	get_Phi ()
	This functiin obtains the measurement operator corrected structure. More...

void	get_Xi ()
	This function obtains the correction term. More...

void	get_Beta ()
	This function obtains unknown drift coefficients. More...

void	get_Solution ()
	This function obtains the unknown. More...

void	get_Posterior_Variance ()

Public Attributes
MatrixXd	QHtranspose
	Cross covariance.

MatrixXd	HQHtranspose
	Measurement operator corrected covariance.

MatrixXd	Psi
	Measurement corrected covariance.

MatrixXd	Phi
	Measurement operator corrected structure.

MatrixXd	Solution
	Unknown.

MatrixXd	Xi
	Correction term.

MatrixXd	Beta
	Unknown drift coefficients.

MatrixXd	vDiag

H2_2D_Tree *	Atree
	Pointer to a tree.

Private Attributes
MatrixXd	Htranspose

MatrixXd	X

MatrixXd	measurements

MatrixXd	R


MatrixXd	mainMatrix

bool	computedQHtranspose

bool	computedHQHtranspose

bool	computedPsi

bool	computedPhi

bool	computedSolution

bool	computedXi

bool	computedBeta

bool	computedVDiag

bool	computedMainMatrix

bool	computedIntermediateSolution

	Number of Chebyshev nodes per dimension.

unsigned long	N
	Number of unknowns.

unsigned	m
	Number of measurements.

unsigned	nMeasurementSets
	Number of sets of measruements.

unsigned	p
	Number of columns of X.

FullPivLU< MatrixXd >	lu

MatrixXd	intermediateSolution

Detailed Description

Fast linear inversion package.

Member Function Documentation

template<typename T >

void FLIPACK< T >::get_Beta ( )

This function obtains unknown drift coefficients.

template<typename T >

void FLIPACK< T >::get_HQHtranspose ( )

This function obtains the measurement operator corrected covariance.

template<typename T >

void FLIPACK< T >::get_Phi ( )

This functiin obtains the measurement operator corrected structure.

template<typename T >

void FLIPACK< T >::get_Psi ( )

This function obtains the measurement corrected covariance.

template<typename T >

void FLIPACK< T >::get_QHtranspose ( )

This function obtains the cross covariance.

template<typename T >

void FLIPACK< T >::get_Solution ( )

This function obtains the unknown.

Running this function will get all members defined in this class.

template<typename T >

void FLIPACK< T >::get_Xi ( )

This function obtains the correction term.

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