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Generalized inverse of a blackbox. Efficiency concerns when many applications are used. More...
#include <moore-penrose.h>
Public Member Functions | |
MoorePenrose (const Blackbox *A, size_t rank) | |
MoorePenrose (const MoorePenrose &A) | |
~MoorePenrose () | |
template<class OutVector , class InVector > | |
OutVector & | apply (OutVector &y, const InVector &x) const |
template<class OutVector , class InVector > | |
OutVector & | applyTranspose (OutVector &y, const InVector &x) const |
size_t | rowdim (void) const |
size_t | coldim (void) const |
Generalized inverse of a blackbox. Efficiency concerns when many applications are used.
Given an arbitrary matrix in black box representation, this black box represents the Moore-Penrose inverse of the matrix.
This implementation assumes that A already has a nonsingular principal r x r minor. It is the caller's responsibility to ensure that that condition holds.
Given MoorePenrose M(A, r), and vector b, we have that M.apply(u, b) provides the least norm, least squares solution x = u to Ax = b.
TODO: remove the requirement that lpm is nonsingular. Specialize for dense matrices.
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Constructor from field and dense vector of field elements.
BB | Black box from which to extract the submatrix |
row | First row of the submatrix to extract (1.._BB->rowdim ()) |
col | First column of the submatrix to extract (1.._BB->coldim ()) |
rowdim | Row dimension |
coldim | Column dimension |
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Copy constructor
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Destructor
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Retreive _row dimensions of BlackBox matrix. This may be needed for applying preconditioners. Required by abstract base class.
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Retreive _column dimensions of BlackBox matrix. Required by abstract base class.