ITHACAregularization Namespace Reference

Namespace for regularization of ill-conditione linear system. More...

Functions
Eigen::VectorXd	TSVD (Eigen::MatrixXd A, Eigen::MatrixXd b, int filter)
	Truncated Singular Value regularization.
Eigen::VectorXd	TSVD (Eigen::MatrixXd A, Eigen::MatrixXd b, double noiseVariance, word parameterMethod)
	Truncated Singular Value regularization.
Eigen::VectorXd	Tikhonov (Eigen::MatrixXd A, Eigen::MatrixXd b, double regularizationParameter)
	Truncated Singular Value regularization.

Detailed Description

Namespace for regularization of ill-conditione linear system.

Function Documentation

Tikhonov()

Eigen::VectorXd ITHACAregularization::Tikhonov	(	Eigen::MatrixXd	A,
		Eigen::MatrixXd	b,
		double	regularizationParameter )

Truncated Singular Value regularization.

Parameters

[in]	A	Matrix of coefficient
[in]	b	Column vector of solutions

Returns

Column vector of variables

Definition at line 110 of file ITHACAregularization.C.

TSVD() [1/2]

Eigen::VectorXd ITHACAregularization::TSVD	(	Eigen::MatrixXd	A,
		Eigen::MatrixXd	b,
		double	noiseVariance,
		word	parameterMethod )

Truncated Singular Value regularization.

Parameters

[in]	A	Matrix of coefficient
[in]	b	Column vector of solutions
[in]	parameterMethod	Regularization parameter selection method

Returns

Column vector of variables

Definition at line 54 of file ITHACAregularization.C.

TSVD() [2/2]

Eigen::VectorXd ITHACAregularization::TSVD	(	Eigen::MatrixXd	A,
		Eigen::MatrixXd	b,
		int	filter )

Truncated Singular Value regularization.

Parameters

[in]	A	Matrix of coefficient
[in]	b	Column vector of solutions
[in]	filter	Number of singular values to keep

Returns

Column vector of variables

Definition at line 36 of file ITHACAregularization.C.