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fits: covariance matrix is inverted using pseudoinverse, the interface allows to se the SVD tolerance

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Antonin Portelli
2016-02-29 19:50:28 +00:00
parent e90d620096
commit a435caeecb
3 changed files with 46 additions and 32 deletions
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53
lib/FitInterface.hpp
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@@ -39,30 +39,32 @@ public:
// destructor
virtual ~FitInterface(void) = default;
// access
void assumeXExact(const Index i, const bool isExact = true);
void assumeXXCorrelated(const Index i1, const Index i2,
const bool isCorrelated = true);
void assumeYYCorrelated(const Index j1, const Index j2,
const bool isCorrelated = true);
void assumeYXCorrelated(const Index j, const Index i,
const bool isCorrelated = true);
void assumeDataCorrelated(const Index k1, const Index k2,
const bool isCorrelated = true);
void assumeDataCorrelated(const bool isCorrelated = true);
void fitPoint(const Index k, const bool isFitPoint = true);
void fitPointRange(const Index k1, const Index k2,
void assumeXExact(const Index i, const bool isExact = true);
void assumeXXCorrelated(const Index i1, const Index i2,
const bool isCorrelated = true);
void assumeYYCorrelated(const Index j1, const Index j2,
const bool isCorrelated = true);
void assumeYXCorrelated(const Index j, const Index i,
const bool isCorrelated = true);
void assumeDataCorrelated(const Index k1, const Index k2,
const bool isCorrelated = true);
void assumeDataCorrelated(const bool isCorrelated = true);
void fitPoint(const Index k, const bool isFitPoint = true);
void fitPointRange(const Index k1, const Index k2,
const bool isFitPoint = true);
void fitAllPoints(const bool isFitPoint = true);
Index getNData(void) const;
Index getNFitPoint(void) const;
Index getXDim(void) const;
Index getYDim(void) const;
Index getStatXDim(void) const;
void setFitInterface(const FitInterface &fitInterface);
void setNData(const Index nData);
void setXDim(const Index xDim);
void setYDim(const Index yDim);
void resize(const Index nData, const Index xDim, const Index yDim);
void fitAllPoints(const bool isFitPoint = true);
Index getNData(void) const;
Index getNFitPoint(void) const;
Index getXDim(void) const;
Index getYDim(void) const;
Index getStatXDim(void) const;
double getSvdTolerance(void) const;
void setFitInterface(const FitInterface &fitInterface);
void setNData(const Index nData);
void setXDim(const Index xDim);
void setYDim(const Index yDim);
void setSvdTolerance(const double tolerance);
void resize(const Index nData, const Index xDim, const Index yDim);
// test
bool isFitPoint(const Index k) const;
bool isXExact(const Index i) const;
@@ -71,8 +73,9 @@ public:
bool isYXCorrelated(const Index j, const Index i) const;
bool isDataCorrelated(const Index k1, const Index k2) const;
private:
IVec isXExact_, isFitPoint_;
IMat isXXCorr_, isYYCorr_, isYXCorr_, isDataCorr_;
IVec isXExact_, isFitPoint_;
IMat isXXCorr_, isYYCorr_, isYXCorr_, isDataCorr_;
double svdTolerance_{1.0e-10};
};
END_LATAN_NAMESPACE