SRIleastSquares.hpp

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#pragma ident "$Id: SRIleastSquares.hpp 1894 2009-05-11 20:00:55Z afarris $"

//============================================================================
//

//============================================================================
//
//  This file is part of GPSTk, the GPS Toolkit.
//
//  The GPSTk 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 2.1 of the License, or
//  any later version.
//
//  The GPSTk 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
//  License along with GPSTk; if not, write to the Free Software Foundation,
//  Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
//
//  Copyright 2004, The University of Texas at Austin
//
//============================================================================

//============================================================================
//
//This software developed by Applied Research Laboratories at the University of
//Texas at Austin, under contract to an agency or agencies within the U.S. 
//Department of Defense. The U.S. Government retains all rights to use,
//duplicate, distribute, disclose, or release this software. 
//
//Pursuant to DoD Directive 523024 
//
// DISTRIBUTION STATEMENT A: This software has been approved for public 
//                           release, distribution is unlimited.
//
//=============================================================================

//------------------------------------------------------------------------------------
#ifndef CLASS_SRI_LEAST_SQUARES_INCLUDE
#define CLASS_SRI_LEAST_SQUARES_INCLUDE

//------------------------------------------------------------------------------------
// system
#include <ostream>
// GPSTk
#include "Vector.hpp"
#include "Matrix.hpp"
#include "SRI.hpp"

namespace gpstk {

//------------------------------------------------------------------------------------
class SRIleastSquares : public SRI {
public:
   SRIleastSquares(void) throw();

   SRIleastSquares(const unsigned int N)
      throw();

   SRIleastSquares(const Namelist& NL)
      throw();

   SRIleastSquares(const Matrix<double>& R,
             const Vector<double>& Z,
             const Namelist& NL)
      throw(MatrixException);

   SRIleastSquares(const SRIleastSquares& right)
      throw()
      { *this = right; }

   SRIleastSquares& operator=(const SRIleastSquares& right)
      throw();

   int dataUpdate(Vector<double>& D,
                  Vector<double>& X,
                  Matrix<double>& Cov,
                  void (LSF)(Vector<double>& X,
                             Vector<double>& f,
                             Matrix<double>& P)
      )
      throw(MatrixException);

   friend std::ostream& operator<<(std::ostream& s,
                                   const SRIleastSquares& srif);

   void zeroAll(void);

   bool isValid() { return valid; }

   void Reset(const int N=0) throw(Exception);

   // ------------- member functions ---------------
   Vector<double> Solution(void) { return Xsave; }

   int Iterations() { return number_iterations; }

   double Convergence() { return rms_convergence; }

   double ConditionNumber() { return condition_number; }

   // ------------- member data ---------------
   int iterationsLimit;

   double convergenceLimit;

   double divergenceLimit;

   bool doWeight;

   bool doRobust;

   bool doSequential;

   bool doLinearize;

   bool doVerbose;

private:
   void defaults(void) throw()
   {
      iterationsLimit = 10;
      convergenceLimit = 1.e-8;
      divergenceLimit = 1.e10;
      doWeight = false;
      doRobust = false;
      doLinearize = false;
      doSequential = false;
      doVerbose = false;
      number_iterations = number_batches = 0;
      rms_convergence = condition_number = 0.0;
      valid = false;
   }

   // private member data - inherits from SRI
      // inherit SRI Information matrix, an upper triangular (square) matrix
   //Matrix<double> R;
      // inherit SRI state vector, of length equal to dimension (row and col) of R.
   //Vector<double> Z;
      // inherit SRI Namelist parallel to R and Z, labelling elements of state vector.
   //Namelist names;

   // --------- private member data ------------
   bool valid;

   int number_iterations;

   int number_batches;

   double rms_convergence;

   double condition_number;

   Vector<double> Xsave;

}; // end class SRIleastSquares

} // end namespace gpstk

//------------------------------------------------------------------------------------
#endif

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