OrthogonalProjections Class Reference

#include <ql/math/matrixutilities/basisincompleteordered.hpp>

Collaboration diagram for OrthogonalProjections:

Public Member Functions
	OrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance)
const std::valarray< bool > &	validVectors () const
const std::vector< Real > &	GetVector (Size index) const
Size	numberValidVectors () const

Private Attributes
Matrix	originalVectors_
	inputs More...
Real	multiplierCutoff_
Size	numberVectors_
Size	numberValidVectors_
Size	dimension_
std::valarray< bool >	validVectors_
	outputs More...
std::vector< std::vector< Real > >	projectedVectors_
Matrix	orthoNormalizedVectors_
	workspace More...

Detailed Description

Given a collection of vectors, w_i, find a collection of vectors x_i such that x_i is orthogonal to w_j for i != j, and <x_i, w_i> = <w_i, w_i>

This is done by performing GramSchmidt on the other vectors and then projecting onto the orthogonal space.

This class is tested in

MatricesTest::testOrthogonalProjection();

Definition at line 54 of file basisincompleteordered.hpp.

Constructor & Destructor Documentation

OrthogonalProjections()

OrthogonalProjections	(	const Matrix &	originalVectors,
		Real	multiplierCutOff,
		Real	tolerance
	)

Definition at line 111 of file basisincompleteordered.cpp.

Member Function Documentation

validVectors()

const std::valarray< bool > & validVectors

(

)

const

Definition at line 208 of file basisincompleteordered.cpp.

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GetVector()

const std::vector< Real > & GetVector

(

Size

index

)

const

Definition at line 214 of file basisincompleteordered.cpp.

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numberValidVectors()

Size numberValidVectors

(

)

const

Definition at line 220 of file basisincompleteordered.cpp.

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Member Data Documentation

originalVectors_

Matrix originalVectors_

private

inputs

Definition at line 70 of file basisincompleteordered.hpp.

multiplierCutoff_

Real multiplierCutoff_

private

Definition at line 71 of file basisincompleteordered.hpp.

numberVectors_

Size numberVectors_

private

Definition at line 72 of file basisincompleteordered.hpp.

numberValidVectors_

Size numberValidVectors_

private

Definition at line 73 of file basisincompleteordered.hpp.

dimension_

Size dimension_

private

Definition at line 74 of file basisincompleteordered.hpp.

validVectors_

std::valarray<bool> validVectors_

private

outputs

Definition at line 77 of file basisincompleteordered.hpp.

projectedVectors_

std::vector<std::vector<Real> > projectedVectors_

private

Definition at line 78 of file basisincompleteordered.hpp.

orthoNormalizedVectors_

Matrix orthoNormalizedVectors_

private

workspace

Definition at line 81 of file basisincompleteordered.hpp.