SRIleastSquares.hpp

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//==============================================================================
//
//  This file is part of GNSSTk, the ARL:UT GNSS Toolkit.
//
//  The GNSSTk is free software; you can redistribute it and/or modify
//  it under the terms of the GNU Lesser General Public License as published
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//  GNU Lesser General Public License for more details.
//
//  You should have received a copy of the GNU Lesser General Public
//  License along with GNSSTk; if not, write to the Free Software Foundation,
//  Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110, USA
//
//  This software was developed by Applied Research Laboratories at the
//  University of Texas at Austin.
//  Copyright 2004-2022, The Board of Regents of The University of Texas System
//
//==============================================================================
 
//==============================================================================
//
//  This software was developed by Applied Research Laboratories at the
//  University of Texas at Austin, under contract to an agency or agencies
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//  rights to use, duplicate, distribute, disclose, or release this software.
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//  Pursuant to DoD Directive 523024
//
//  DISTRIBUTION STATEMENT A: This software has been approved for public
//                            release, distribution is unlimited.
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//==============================================================================
 
//------------------------------------------------------------------------------------
#ifndef CLASS_SRI_LEAST_SQUARES_INCLUDE
#define CLASS_SRI_LEAST_SQUARES_INCLUDE
 
//------------------------------------------------------------------------------------
// system
#include <ostream>
// GNSSTk
#include "Matrix.hpp"
#include "SRI.hpp"
#include "Vector.hpp"
 
namespace gnsstk
{
 
   //---------------------------------------------------------------------------------
   class SRIleastSquares : public SRI
   {
   public:
      using LSFFunc = void (*)(Vector<double>& X, Vector<double>& f,
                               Matrix<double>& P);
 
      SRIleastSquares();
 
      SRIleastSquares(const unsigned int N);
 
      SRIleastSquares(const Namelist& NL);
 
      SRIleastSquares(const Matrix<double>& R, const Vector<double>& Z,
                      const Namelist& NL);
 
      SRIleastSquares(const SRIleastSquares& right) { *this = right; }
 
      SRIleastSquares& operator=(const SRIleastSquares& right);
 
      int dataUpdate(Vector<double>& D, Vector<double>& X, Matrix<double>& Cov,
                     LSFFunc LSF);
 
      friend std::ostream& operator<<(std::ostream& s,
                                      const SRIleastSquares& srif);
 
      void zeroAll();
 
      bool isValid() { return valid; }
 
      void reset(const int N = 0);
 
      // ------------- member functions ---------------
      Vector<double> solution() { return Xsave; }
 
      int iterations() { return numberIterations; }
 
      double convergence() { return rmsConvergence; }
 
      double conditionNumber() { return conditionNum; }
 
      // ------------- member data ---------------
      int iterationsLimit;
 
      double convergenceLimit;
 
      double divergenceLimit;
 
      bool doWeight;
 
      bool doRobust;
 
      bool doSequential;
 
      bool doLinearize;
 
      bool doVerbose;
 
   private:
      void defaults()
      {
         iterationsLimit   = 10;
         convergenceLimit  = 1.e-8;
         divergenceLimit   = 1.e10;
         doWeight          = false;
         doRobust          = false;
         doLinearize       = false;
         doSequential      = false;
         doVerbose         = false;
         numberIterations = numberBatches = 0;
         rmsConvergence = conditionNum = 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 numberIterations;
 
      int numberBatches;
 
      double rmsConvergence;
 
      double conditionNum;
 
      Vector<double> Xsave;
 
   }; // end class SRIleastSquares
 
} // end namespace gnsstk
 
//------------------------------------------------------------------------------------
#endif