LeastSquaresFitBase Class Reference

Base class for linear least squares fit method. More...

#include <LeastSquaresFitBase.h>

Inheritance diagram for LeastSquaresFitBase:

Public Member Functions
	LeastSquaresFitBase ()
	LeastSquaresFitBase (const std::vector< Real > &x, const std::vector< Real > &y)
virtual	~LeastSquaresFitBase ()=default
virtual void	generate ()
	Generate the fit.
virtual Real	sample (Real x)=0
	This function will take an independent variable input and will return the dependent variable based on the generated fit.
unsigned int	getSampleSize ()
	Size of the array holding the points.
const std::vector< Real > &	getCoefficients ()
	Const reference to the vector of coefficients of the least squares fit.
void	setVariables (const std::vector< Real > &x, const std::vector< Real > &y)

Protected Member Functions
virtual void	fillMatrix ()=0
	Helper function that creates the matrix necessary for the least squares algorithm.
void	doLeastSquares ()
	Wrapper for the LAPACK dgels function.

Protected Attributes
std::vector< Real >	_x
	Independent variable.
std::vector< Real >	_y
	Dependent variable.
std::vector< Real >	_matrix
	Basis functions evaluated at each independent variable (note: actually a vector)
std::vector< Real >	_coeffs
	Vector of coefficients of the least squares fit.
unsigned int	_num_coeff
	The number of coefficients.

Detailed Description

Base class for linear least squares fit method.

Derived classes must implement the fillMatrix() and sample() methods with the functional form of the fit.

Requires: LAPACK

Definition at line 23 of file LeastSquaresFitBase.h.

Constructor & Destructor Documentation

LeastSquaresFitBase() [1/2]

LeastSquaresFitBase::LeastSquaresFitBase

(

)

Definition at line 19 of file LeastSquaresFitBase.C.

{}

LeastSquaresFitBase() [2/2]

LeastSquaresFitBase::LeastSquaresFitBase	(	const std::vector< Real > &	x,
		const std::vector< Real > &	y
	)

Definition at line 21 of file LeastSquaresFitBase.C.

  : _x(x), _y(y)
{
}

~LeastSquaresFitBase()

virtual LeastSquaresFitBase::~LeastSquaresFitBase ( )

virtualdefault

Member Function Documentation

doLeastSquares()

void LeastSquaresFitBase::doLeastSquares ( )

protected

Wrapper for the LAPACK dgels function.

Called by generate() to perform the least squares fit

Definition at line 45 of file LeastSquaresFitBase.C.

{
  _coeffs.resize(_num_coeff);
 
  typedef Eigen::Matrix<Real, Eigen::Dynamic, 1> SolveVec;
  auto b = Eigen::Map<SolveVec, Eigen::Unaligned>(_y.data(), _y.size());
  auto x = Eigen::Map<SolveVec, Eigen::Unaligned>(_coeffs.data(), _num_coeff);
  typedef Eigen::Matrix<Real, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor> SolveMatrix;
  auto A = Eigen::Map<SolveMatrix, Eigen::Unaligned>(_matrix.data(), _y.size(), _num_coeff);
  x = A.colPivHouseholderQr().solve(b);
}

Referenced by generate().

fillMatrix()

virtual void LeastSquaresFitBase::fillMatrix ( )

protectedpure virtual

Helper function that creates the matrix necessary for the least squares algorithm.

Implemented in PolynomialFit.

Referenced by generate().

generate()

void LeastSquaresFitBase::generate ( )

virtual

Generate the fit.

This function must be called prior to using sample. Note: If you pass a vector that contains duplicate independent measures the call to LAPACK will fail

Definition at line 34 of file LeastSquaresFitBase.C.

{
  if (_x.empty())
    mooseError("Empty variables in LeastSquaresFitBase. x and y must be set in the constructor or "
               "using setVariables(x, y)");
 
  fillMatrix();
  doLeastSquares();
}

Referenced by LeastSquaresFit::execute(), and LeastSquaresFitHistory::execute().

getCoefficients()

const std::vector< Real > & LeastSquaresFitBase::getCoefficients

(

)

Const reference to the vector of coefficients of the least squares fit.

Parameters

return

vector of coefficients

Definition at line 64 of file LeastSquaresFitBase.C.

{
  return _coeffs;
}

Referenced by LeastSquaresFit::execute(), and LeastSquaresFitHistory::execute().

getSampleSize()

unsigned int LeastSquaresFitBase::getSampleSize

(

)

Size of the array holding the points.

Returns

number of sample points

Definition at line 58 of file LeastSquaresFitBase.C.

{
  return _x.size();
}

sample()

virtual Real LeastSquaresFitBase::sample ( Real  x )

pure virtual

This function will take an independent variable input and will return the dependent variable based on the generated fit.

Parameters

x	independent variable

Returns

dependent variable

Implemented in PolynomialFit.

setVariables()

void LeastSquaresFitBase::setVariables	(	const std::vector< Real > &	x,
		const std::vector< Real > &	y
	)

Definition at line 27 of file LeastSquaresFitBase.C.

{
  _x = x;
  _y = y;
}

Member Data Documentation

_coeffs

std::vector<Real> LeastSquaresFitBase::_coeffs

protected

Vector of coefficients of the least squares fit.

Definition at line 79 of file LeastSquaresFitBase.h.

Referenced by doLeastSquares(), getCoefficients(), and PolynomialFit::sample().

_matrix

std::vector<Real> LeastSquaresFitBase::_matrix

protected

Basis functions evaluated at each independent variable (note: actually a vector)

Definition at line 77 of file LeastSquaresFitBase.h.

Referenced by doLeastSquares(), and PolynomialFit::fillMatrix().

_num_coeff

unsigned int LeastSquaresFitBase::_num_coeff

protected

The number of coefficients.

Definition at line 81 of file LeastSquaresFitBase.h.

Referenced by doLeastSquares(), and PolynomialFit::PolynomialFit().

_x

std::vector<Real> LeastSquaresFitBase::_x

protected

Independent variable.

Definition at line 73 of file LeastSquaresFitBase.h.

Referenced by PolynomialFit::fillMatrix(), generate(), getSampleSize(), PolynomialFit::PolynomialFit(), and setVariables().

_y

std::vector<Real> LeastSquaresFitBase::_y

protected

Dependent variable.

Definition at line 75 of file LeastSquaresFitBase.h.

Referenced by doLeastSquares(), and setVariables().

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The documentation for this class was generated from the following files:

• include/utils/LeastSquaresFitBase.h
• src/utils/LeastSquaresFitBase.C