Opm::LinearLeastSquares< Scalar > Class Template Reference

Linear least squares calculations and properties. More...

#include <linearleastsquares.hpp>

Public Member Functions
	LinearLeastSquares (const Matrix &A, const Vector &b)
	Constructor. More...
void	solve ()
	Solve linear least squares system. More...
const Vector &	x () const
	Read-only vector of calculated coefficient vector. More...
Scalar	evaluate (const Vector &x) const
	Evaluate regression model at input x vector. More...
Scalar	residualSumOfSquares () const
	Measure of the discrepancy between data and regression model. More...
Scalar	explainedSumOfSquares () const
	Value for how well regression model represents the model. More...
Scalar	totalSumOfSquares () const
	Sum of all squared differences. More...
Scalar	RSquared () const
	Coefficient of determination. More...

Detailed Description

template<class Scalar>
class Opm::LinearLeastSquares< Scalar >

Linear least squares calculations and properties.

Warning

Do not use with large matrices since matrix inversion is LU decomposition

Constructor & Destructor Documentation

LinearLeastSquares()

template<class Scalar >

Opm::LinearLeastSquares< Scalar >::LinearLeastSquares ( const Matrix &  A, const Vector &  b  )

inline

Constructor.

Parameters

A	Coefficient matrix
b	Right-hand side (data) vector

Member Function Documentation

evaluate()

template<class Scalar >

Scalar Opm::LinearLeastSquares< Scalar >::evaluate ( const Vector &  x ) const

inline

Evaluate regression model at input x vector.

Parameters

x	Input vector

Returns

Regression model value

References Opm::LinearLeastSquares< Scalar >::x().

explainedSumOfSquares()

template<class Scalar >

Scalar Opm::LinearLeastSquares< Scalar >::explainedSumOfSquares ( ) const

inline

Value for how well regression model represents the model.

Returns

Model sum of squares

Referenced by Opm::LinearLeastSquares< Scalar >::RSquared().

residualSumOfSquares()

template<class Scalar >

Scalar Opm::LinearLeastSquares< Scalar >::residualSumOfSquares ( ) const

inline

Measure of the discrepancy between data and regression model.

Returns

Sum of the square of residual

RSquared()

template<class Scalar >

Scalar Opm::LinearLeastSquares< Scalar >::RSquared ( ) const

inline

Coefficient of determination.

Typical value for how well a regression model fits the data

Returns

R^2 value

References Opm::LinearLeastSquares< Scalar >::explainedSumOfSquares(), and Opm::LinearLeastSquares< Scalar >::totalSumOfSquares().

solve()

template<class Scalar >

void Opm::LinearLeastSquares< Scalar >::solve ( )

inline

Solve linear least squares system.

Done by solving the normal equations: (A^T*A)*x = A^T*b

Referenced by Opm::TpsaModel< TypeTag >::stress().

totalSumOfSquares()

template<class Scalar >

Scalar Opm::LinearLeastSquares< Scalar >::totalSumOfSquares ( ) const

inline

Sum of all squared differences.

Total sum of squares = explained sum of squares + residual sum of squares

Returns

Total sum of squares

Referenced by Opm::LinearLeastSquares< Scalar >::RSquared().

x()

template<class Scalar >

const Vector & Opm::LinearLeastSquares< Scalar >::x ( ) const

inline

Read-only vector of calculated coefficient vector.

Returns

Coeff. vector

Referenced by Opm::LinearLeastSquares< Scalar >::evaluate(), and Opm::TpsaModel< TypeTag >::stress().

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

• linearleastsquares.hpp