vlls.hpp

/* $Id$ */

#ifndef JMATH_LINEAR_LEAST_SQUARES2_HPP
#define JMATH_LINEAR_LEAST_SQUARES2_HPP

#include "jafarConfig.h"

#ifdef HAVE_BOOST_SANDBOX
#ifdef HAVE_LAPACK

#include "jmath/jblas.hpp"

namespace jafar {
  namespace jmath {

    class VariableSizeLinearLeastSquares2 {

    private:
      std::size_t m_modelSize;
      std::size_t m_dataSetSize;
      std::size_t m_countValues;
      jblas::mat_column_major m_A;
      jblas::vec m_b;
      jblas::vec m_x;
      jblas::sym_mat m_xCov;

    public:
      
      VariableSizeLinearLeastSquares2(size_t _modelSize);
      VariableSizeLinearLeastSquares2(size_t _modelSize, size_t _dataSetSize);
      inline std::size_t modelSize() const { return m_modelSize; }
      inline std::size_t dataSetSize() const { return m_dataSetSize; } 

      inline jblas::mat_column_major const& A() const {return m_A;}
      inline jblas::mat_column_major& A() {return m_A;}

      inline jblas::vec const& b() const {return m_b;}
      inline jblas::vec& b() {return m_b;}

      inline jblas::vec const& x() const {return m_x;}
      inline jblas::sym_mat const& xCov() const {return m_xCov;}

      void setSize(std::size_t sizeModel, std::size_t sizeDataSet);
      void setDataSetSize(std::size_t sizeDataSet);

      void addMeasure(jblas::vec const& A_row, double b_val);
      
      void solve();
      int countMeasures() const { return m_countValues; }
      void merge( const VariableSizeLinearLeastSquares2& );
    }; // class VariableLinearLeastSquares2

  } // namespace jmath
} // namespace jafar


#endif // HAVE_LAPACK
#endif // HAVE_BOOST_SANDBOX

#endif // JMATH_LINEAR_LEAST_SQUARES_HPP