/usr/include/openturns/PenalizedLeastSquaresAlgorithm.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file PenalizedLeastSquaresAlgorithm.hxx
* @brief This Penalized Least Squares Algorithm as a functor class
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2008-05-21 17:44:02 +0200 (Wed, 21 May 2008)
*/
#ifndef OPENTURNS_PENALIZEDLEASTSQUARESALGORITHM_HXX
#define OPENTURNS_PENALIZEDLEASTSQUARESALGORITHM_HXX
#include "ApproximationAlgorithmImplementation.hxx"
#include "NumericalSample.hxx"
#include "CovarianceMatrix.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class PenalizedLeastSquaresAlgorithm
*
* This PenalizedLeast Square Algorithm as a functor class
*/
class OT_API PenalizedLeastSquaresAlgorithm
: public ApproximationAlgorithmImplementation
{
CLASSNAME;
public:
typedef Collection<NumericalMathFunction> NumericalMathFunctionCollection;
// friend class Factory<PenalizedLeastSquaresAlgorithm>;
/** Default constructor */
PenalizedLeastSquaresAlgorithm(const Bool useNormal = true);
/** Parameters constructor, simple least squares problem with default parameters, spherically penalized for general parameters */
PenalizedLeastSquaresAlgorithm(const NumericalSample & x,
const NumericalSample & y,
const Basis & psi,
const Indices & indices,
const NumericalScalar penalizationFactor = 0.0,
const Bool useNormal = false);
/** Parameters constructor, simple weighted least squares problem with default parameters, spherically penalized for general parameters */
PenalizedLeastSquaresAlgorithm(const NumericalSample & x,
const NumericalSample & y,
const NumericalPoint & weight,
const Basis & psi,
const Indices & indices,
const NumericalScalar penalizationFactor = 0.0,
const Bool useNormal = false);
/** Parameters constructor, general penalized weighted least squares problem */
PenalizedLeastSquaresAlgorithm(const NumericalSample & x,
const NumericalSample & y,
const NumericalPoint & weight,
const Basis & psi,
const Indices & indices,
const NumericalScalar penalizationFactor,
const CovarianceMatrix & penalizationMatrix,
const Bool useNormal = false);
/** Virtual constructor */
virtual PenalizedLeastSquaresAlgorithm * clone() const;
/** String converter */
virtual String __repr__() const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
/** Perform the optimization */
void run();
#ifndef SWIG
void run(const DesignProxy & proxy);
#endif
protected:
private:
NumericalScalar penalizationFactor_;
CovarianceMatrix penalizationMatrix_;
Bool useNormal_;
} ; /* class PenalizedLeastSquaresAlgorithm */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_PENALIZEDLEASTSQUARESALGORITHM_HXX */
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