linear_system_helper.h

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/***************************************************************************
 *
 * Authors:    David Strelak (davidstrelak@gmail.com)
 *
 * Unidad de  Bioinformatica of Centro Nacional de Biotecnologia , CSIC
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 *
 * This program 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 General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
 * 02111-1307  USA
 *
 *  All comments concerning this program package may be sent to the
 *  e-mail address 'xmipp@cnb.csic.es'
 ***************************************************************************/

#ifndef XMIPPCORE_CORE_LINEAR_SYSTEM_HELPER_H_
#define XMIPPCORE_CORE_LINEAR_SYSTEM_HELPER_H_

#include "matrix1d.h"
#include "matrix2d.h"

class PseudoInverseHelper
{
public:
    Matrix2D<double> A, AtA, AtAinv;
    Matrix1D<double> Atb, b, bpredicted;
};

class WeightedLeastSquaresHelper: public PseudoInverseHelper
{
public:
    Matrix1D<double> w; //Weights
};

class WeightedLeastSquaresHelperMany
{
public:
    Matrix2D<double> A;
    Matrix2D<double> At;
    std::vector<Matrix1D<double>> bs;
    Matrix1D<double> w; //Weights
    Matrix1D<double> w_sqrt; //Square roots of weights, will be computed
    Matrix2D<double> AtA;
    Matrix2D<double> AtAinv;
    Matrix1D<double> Atb;
};

// FIXME deprecated
void solveLinearSystem(PseudoInverseHelper &h, Matrix1D<double> &result);

void solveLinearSystem(WeightedLeastSquaresHelperMany &h, std::vector<Matrix1D<double>> &result);

// FIXME deprecated
void weightedLeastSquares(WeightedLeastSquaresHelper &h, Matrix1D<double> &result);

void weightedLeastSquares(WeightedLeastSquaresHelperMany &h, std::vector<Matrix1D<double>> &results);

void ransacWeightedLeastSquares(WeightedLeastSquaresHelper &h, Matrix1D<double> &result,
        double tol, int Niter=10000, double outlierFraction=0.25, int Nthreads=1);

#endif /* XMIPPCORE_CORE_LINEAR_SYSTEM_HELPER_H_ */