#include <connor_solver.h>

Inheritance diagram for FullPhysics::ConnorSolver:

Collaboration diagram for FullPhysics::ConnorSolver:

Public Member Functions
	ConnorSolver (const boost::shared_ptr< CostFunction > &Cf, const boost::shared_ptr< ConvergenceCheck > &Conv, double Gamma_initial=0.0, const std::string &Save_test_data="")
	Constructor. More...

virtual	~ConnorSolver ()

virtual void	add_observer (Observer< ConnorSolver > &Obs)
	Add an observer. More...

void	add_observer_and_keep_reference (boost::shared_ptr< Observer< ConnorSolver > > &Obs)
	Add an observer and keep a reference to it. More...

virtual blitz::Array< double, 2 >	aposteriori_covariance () const
	Return a posteriori covariance matrix for last problem solved. More...

virtual blitz::Array< double, 2 >	aposteriori_covariance_scaled () const
	Return a scaled a posteriori covariance matrix for last problem solved. More...

blitz::Array< double, 2 >	apriori_covariance () const
	Apriori covariance matrix. More...

virtual blitz::Array< double, 2 >	apriori_covariance_inv_norm () const
	Return normalized apriori covariance inverse matrix. More...

virtual blitz::Array< double, 2 >	averaging_kernel () const
	Return averaging kernel for last problem solved. More...

boost::shared_ptr< ConvergenceCheck >	convergence_check () const
	The convergence check object. More...

boost::shared_ptr< CostFunction >	cost_function () const
	Cost function. More...

virtual FitStatistic	fit_statistic () const
	Return fit results for solution to last problem solved. More...

void	from_stream (std::istream &is)
	Restore state of object previous saved with "to_stream". More...

double	gamma_last_step () const
	Levenberg-Marquardt parameter for last step we processed. More...

virtual blitz::Array< double, 2 >	jacobian () const
	Return the last jacobian calculated. More...

int	number_divergent () const
	Number of divergent steps for the last problem solved. More...

int	number_iteration () const
	Number of iterations for the last problem solved. More...

int	outcome_flag () const
	Outcome flag. This is an integer version of FitStatistic::OUTCOME. More...

void	print (std::ostream &Os) const

std::string	print_to_string () const
	Print to string. More...

virtual void	remove_observer (Observer< ConnorSolver > &Obs)
	Remove an observer. More...

virtual blitz::Array< double, 1 >	residual () const
	Return residual for solution to last problem solved. More...

virtual blitz::Array< double, 1 >	residual_covariance_diagonal () const
	Return diagonal of covariance matrix of residual for solution to last problem solved. More...

void	save_test_data (const std::string &Fname)
	Set save_test_data argument, see explanation before class for this. More...

virtual bool	solve (const blitz::Array< double, 1 > &Initial_guess, const blitz::Array< double, 1 > &Apriori, const blitz::Array< double, 2 > &Apriori_cov)
	This solves the least squares problem starting at the initial guess. More...

boost::shared_ptr< ConnorSolverState >	state () const
	Save state to a ConnorSolverState object. More...

void	state (const ConnorSolverState &S)
	Set the state of the ConnorSolver from a previously created ConnorSolverState. More...

void	test_do_inversion (const std::string &Fname, blitz::Array< double, 1 > &Dx, blitz::Array< double, 2 > &Kt_se_m1_k)
	Restore state previously saved, and run do_inversion. More...

void	to_stream (std::ostream &os) const
	Save state of object. More...

blitz::Array< double, 1 >	x_apriori () const
	Return the a priori of the last problem solved. More...

blitz::Array< double, 1 >	x_apriori_uncertainty () const
	Return the uncertainty of the apriori of the last problem solved. More...

virtual blitz::Array< double, 1 >	x_solution () const

int	x_solution_size () const

blitz::Array< double, 1 >	x_solution_uncertainty () const
	Return the uncertainty of x_solution, this is just the sqrt of the diagonal of the full aposteriori_covariance. More...

blitz::Array< double, 1 >	x_solution_zero_unused () const
	Return the solution to the last problem solved. More...

blitz::Array< double, 1 >	x_update () const

Protected Member Functions
void	add_observer_do (Observer< ConnorSolver > &Obs, ConnorSolver &t)
	Add an observer. More...

void	add_observer_do (Observer< ConnorSolver > &Obs)

void	clean_dead_ptr ()
	Remove any dead pointers. More...

void	do_inversion ()
	This does an inversion step. More...

void	notify_update_do (const ConnorSolver &Self)
	Function to call to notify Observers of a state change. More...

void	remove_observer_do (Observer< ConnorSolver > &Obs, ConnorSolver &t)
	Remove an observer. More...

void	remove_observer_do (Observer< ConnorSolver > &Obs)

blitz::Array< double, 1 >	zero_unused_parm () const
	Array that is 0 where we are not using a parameter, and 1 elsewhere. More...

Protected Attributes
blitz::Array< double, 2 >	apriori_cov_scaled
	This is the apriori covariance matrix scaled by sigma_ap. More...

boost::shared_ptr< ConvergenceCheck >	convergence_check_
	The convergence check object. More...

boost::shared_ptr< CostFunction >	cost_function_
	The cost function. More...

blitz::Array< double, 1 >	dx
	This is $d{x}_{i + 1}$ the update to $\mathbf{x}_i$ , $\mathbf{y} - \mathbf{F}(\mathbf{x}_i)$ . More...

FitStatistic	fstat
	Results from last fit step. More...

double	gamma
	Levenberg-Marquardt $\gamma$ parameter. More...

double	gamma_initial
	Initial value of gamma. More...

double	gamma_last_step_
	Stash gamma from last step we processed. More...

blitz::Array< double, 2 >	k
	This is the Jacobian, called $\mathbf{K}_i$ in the ATB. More...

blitz::Array< double, 2 >	kt_se_m1_k
	This is $\mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \mathbf{K}_i$ . More...

std::list< boost::weak_ptr< Observer< ConnorSolver > > >	olist

std::vector< boost::shared_ptr< Observer< ConnorSolver > > >	ref_list

blitz::Array< double, 1 >	residual_
	This is the residual from the model, $\mathbf{y} - \mathbf{F}(\mathbf{x}_i)$ . More...

blitz::Array< double, 2 >	sa_m1_scaled
	This is the inverse of apriori_cov_scaled, but only for the rows and columns of the jacobian that are nonzero. More...

std::string	save_test_data_
	If this isn't an empty string, save to this file in the first iteration. More...

blitz::Array< double, 1 >	se
	This is the covariance matrix of the residual, called $\mathbf{S}_{\epsilon}$ in the ATB. More...

blitz::Array< double, 1 >	sigma_ap
	This is the sqrt of S_a diagonal, or the sigma of the apriori. More...

blitz::Array< double, 1 >	x_a
	This is the apriori X value, called $\mathbf{X}_a$ in the ATB. More...

blitz::Array< double, 1 >	x_i
	This is the current value of the state vector X value, called $\mathbf{X}_i$ in the ATB. More...

Static Protected Attributes
static double	rcond = 1e-12
	Factor to determine if we treat a singular factor as 0. More...

Detailed Description

Definition at line 57 of file connor_solver.h.

Constructor & Destructor Documentation

◆ ConnorSolver()

FullPhysics::ConnorSolver::ConnorSolver	(	const boost::shared_ptr< CostFunction > &	Cf,
		const boost::shared_ptr< ConvergenceCheck > &	Conv,
		double	Gamma_initial = `0.0`,
		const std::string &	Save_test_data = `""`
	)

inline

Constructor.

This takes a CostFunction that we will minimize, a ConvergenceCheck to check for convergence, and optionally the initial value for gamma.

See the comments above this class for the "save_test_data" argument.

Definition at line 68 of file connor_solver.h.

◆ ~ConnorSolver()

virtual FullPhysics::ConnorSolver::~ConnorSolver ( )

inlinevirtual

Definition at line 75 of file connor_solver.h.

Member Function Documentation

◆ add_observer()

virtual void FullPhysics::ConnorSolver::add_observer ( Observer< ConnorSolver > & Obs )

inlinevirtual

Add an observer.

Implements FullPhysics::Observable< ConnorSolver >.

Definition at line 77 of file connor_solver.h.

◆ add_observer_and_keep_reference()

void FullPhysics::Observable< ConnorSolver >::add_observer_and_keep_reference ( boost::shared_ptr< Observer< ConnorSolver > > & Obs )

inlineinherited

Add an observer and keep a reference to it.

See the discussion in the Observer class description for details.

Definition at line 107 of file observer.h.

◆ add_observer_do() [1/2]

void FullPhysics::Observable< ConnorSolver >::add_observer_do	(	Observer< ConnorSolver > &	Obs,
		ConnorSolver &	t
	)

inlineprotectedinherited

Add an observer.

Definition at line 148 of file observer.h.

◆ add_observer_do() [2/2]

void FullPhysics::Observable< ConnorSolver >::add_observer_do ( Observer< ConnorSolver > & Obs )

inlineprotectedinherited

Definition at line 159 of file observer.h.

◆ aposteriori_covariance()

Array< double, 2 > ConnorSolver::aposteriori_covariance ( ) const

virtual

Return a posteriori covariance matrix for last problem solved.

Definition at line 403 of file connor_solver.cc.

◆ aposteriori_covariance_scaled()

Array< double, 2 > ConnorSolver::aposteriori_covariance_scaled ( ) const

virtual

Return a scaled a posteriori covariance matrix for last problem solved.

This is scaled by sigma_ap.

Definition at line 386 of file connor_solver.cc.

◆ apriori_covariance()

Array< double, 2 > ConnorSolver::apriori_covariance ( ) const

Apriori covariance matrix.

Definition at line 475 of file connor_solver.cc.

◆ apriori_covariance_inv_norm()

virtual blitz::Array<double, 2> FullPhysics::ConnorSolver::apriori_covariance_inv_norm ( ) const

inlinevirtual

Return normalized apriori covariance inverse matrix.

Definition at line 199 of file connor_solver.h.

◆ averaging_kernel()

Array< double, 2 > ConnorSolver::averaging_kernel ( ) const

virtual

Return averaging kernel for last problem solved.

Definition at line 428 of file connor_solver.cc.

◆ clean_dead_ptr()

void FullPhysics::Observable< ConnorSolver >::clean_dead_ptr ( )

inlineprotectedinherited

Remove any dead pointers.

Definition at line 196 of file observer.h.

◆ convergence_check()

boost::shared_ptr<ConvergenceCheck> FullPhysics::ConnorSolver::convergence_check ( ) const

inline

The convergence check object.

Definition at line 122 of file connor_solver.h.

◆ cost_function()

boost::shared_ptr<CostFunction> FullPhysics::ConnorSolver::cost_function ( ) const

inline

Cost function.

Definition at line 115 of file connor_solver.h.

◆ do_inversion()

void ConnorSolver::do_inversion ( )

protected

This does an inversion step.

For this we solve the system

$\left((1+\gamma) \mathbf{S}_a^{-1} + \mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \mathbf{K}_i\right) d\mathbf{x}_{i+1} = \left[\mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \left(\mathbf{y} - \mathbf{F}(\mathbf{x}_i)\right) + \mathbf{S}_a^{-1}(\mathbf{x}_a - \mathbf{x}_i)\right]$

Note, to improve numerical stability we scale the system by

$\mathbf{N} = \sqrt{diag \mathbf{S}_a}$ and solve the system

$\mathbf{N}^T \left((1+\gamma) \mathbf{S}_a^{-1} + \mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \mathbf{K}_i\right) \mathbf{N} \left( \mathbf{N}^{-1} d\mathbf{x}_{i+1} \right) = \mathbf{N}^T \left[\mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \left(\mathbf{y} - \mathbf{F}(\mathbf{x}_i)\right) + \mathbf{S}_a^{-1}(\mathbf{x}_a - \mathbf{x}_i)\right]$

To help with testing for convergence, we also calculate:

$d \sigma^2 = \left(d\mathbf{x}_{i+1}\right)^T \left[\mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \left(\mathbf{y} - \mathbf{F}(\mathbf{x}_i)\right) + \mathbf{S}_a^{-1}(\mathbf{x}_a - \mathbf{x}_i)\right]$

This calculates the values kt_se_m1_k, dx, and fstat.

Definition at line 294 of file connor_solver.cc.

◆ fit_statistic()

virtual FitStatistic FullPhysics::ConnorSolver::fit_statistic ( ) const

inlinevirtual

Return fit results for solution to last problem solved.

Definition at line 179 of file connor_solver.h.

◆ from_stream()

void ConnorSolver::from_stream ( std::istream & is )

Restore state of object previous saved with "to_stream".

Definition at line 118 of file connor_solver.cc.

◆ gamma_last_step()

double FullPhysics::ConnorSolver::gamma_last_step ( ) const

inline

Levenberg-Marquardt parameter for last step we processed.

Definition at line 109 of file connor_solver.h.

◆ jacobian()

virtual blitz::Array<double, 2> FullPhysics::ConnorSolver::jacobian ( ) const

inlinevirtual

Return the last jacobian calculated.

Note that this is not the jacobian calculated at the final solution x_sol, but rather is the for the iteration right before x_sol. Never the less this can be used as an approximation to the final Jacobian.

We currently don't calculate the final Jacobian because each iteration of the CostFunction can be rather expensive to calculate. We can revisit this if necessary in the future.

Definition at line 173 of file connor_solver.h.

◆ notify_update_do()

void FullPhysics::Observable< ConnorSolver >::notify_update_do ( const ConnorSolver & Self )

inlineprotectedinherited

Function to call to notify Observers of a state change.

The object should pass itself to this function, so it can be passed to the Observers.

Definition at line 121 of file observer.h.

◆ number_divergent()

int FullPhysics::ConnorSolver::number_divergent ( ) const

inline

Number of divergent steps for the last problem solved.

Definition at line 135 of file connor_solver.h.

◆ number_iteration()

int FullPhysics::ConnorSolver::number_iteration ( ) const

inline

Number of iterations for the last problem solved.

Definition at line 129 of file connor_solver.h.

◆ outcome_flag()

int FullPhysics::ConnorSolver::outcome_flag ( ) const

inline

Outcome flag. This is an integer version of FitStatistic::OUTCOME.

Definition at line 141 of file connor_solver.h.

◆ print()

void FullPhysics::ConnorSolver::print ( std::ostream & Os ) const

inline

Definition at line 202 of file connor_solver.h.

◆ print_to_string()

std::string FullPhysics::Printable< ConnorSolver >::print_to_string ( ) const

inlineinherited

Print to string.

This is primarily useful for SWIG wrappers to this class, e.g. a to_s method in ruby.

Definition at line 31 of file printable.h.

◆ remove_observer()

virtual void FullPhysics::ConnorSolver::remove_observer ( Observer< ConnorSolver > & Obs )

inlinevirtual

Remove an observer.

Implements FullPhysics::Observable< ConnorSolver >.

Definition at line 79 of file connor_solver.h.

◆ remove_observer_do() [1/2]

void FullPhysics::Observable< ConnorSolver >::remove_observer_do	(	Observer< ConnorSolver > &	Obs,
		ConnorSolver &	t
	)

inlineprotectedinherited

Remove an observer.

Definition at line 173 of file observer.h.

◆ remove_observer_do() [2/2]

void FullPhysics::Observable< ConnorSolver >::remove_observer_do ( Observer< ConnorSolver > & Obs )

inlineprotectedinherited

Definition at line 181 of file observer.h.

◆ residual()

virtual blitz::Array<double, 1> FullPhysics::ConnorSolver::residual ( ) const

inlinevirtual

Return residual for solution to last problem solved.

Definition at line 185 of file connor_solver.h.

◆ residual_covariance_diagonal()

virtual blitz::Array<double, 1> FullPhysics::ConnorSolver::residual_covariance_diagonal ( ) const

inlinevirtual

Return diagonal of covariance matrix of residual for solution to last problem solved.

Definition at line 192 of file connor_solver.h.

◆ save_test_data()

void FullPhysics::ConnorSolver::save_test_data ( const std::string & Fname )

inline

Set save_test_data argument, see explanation before class for this.

Definition at line 85 of file connor_solver.h.

◆ solve()

bool ConnorSolver::solve	(	const blitz::Array< double, 1 > &	Initial_guess,
		const blitz::Array< double, 1 > &	Apriori,
		const blitz::Array< double, 2 > &	Apriori_cov
	)

virtual

This solves the least squares problem starting at the initial guess.

We don't directly return the solution and related matrices, you can query this object for them after the solver has completed.

Parameters

Initial_guess	The initial value of x_i
Apriori	The apriori value of x_i. Often but not always the same as the initial guess.
Apriori_cov	The covariance matrix of the apriori value.

Returns: Returns true if we converge to a solution, false otherwise.

Definition at line 150 of file connor_solver.cc.

◆ state() [1/2]

boost::shared_ptr< ConnorSolverState > ConnorSolver::state ( ) const

Save state to a ConnorSolverState object.

This is similar to to_stream, but we put the state into another object. This fits better with Python, where we can pickle the ConnorSolverState (right now we can't pickle an actual ConnorSolver because we don't have support for pickling a forward model.

Definition at line 42 of file connor_solver.cc.

◆ state() [2/2]

void ConnorSolver::state ( const ConnorSolverState & S )

Set the state of the ConnorSolver from a previously created ConnorSolverState.

This is like from_stream, but works better with Python.

Definition at line 56 of file connor_solver.cc.

◆ test_do_inversion()

void ConnorSolver::test_do_inversion	(	const std::string &	Fname,
		blitz::Array< double, 1 > &	Dx,
		blitz::Array< double, 2 > &	Kt_se_m1_k
	)

Restore state previously saved, and run do_inversion.

This is a backdoor to help do unit testing on do_inversion.

Definition at line 244 of file connor_solver.cc.

◆ to_stream()

void ConnorSolver::to_stream ( std::ostream & Os ) const

Save state of object.

This is meant as an aid to testing, you can run through a long calculation, then save this as test data. You can then use "from_stream" to pick up where this calculation is in a test environment.

Definition at line 81 of file connor_solver.cc.

◆ x_apriori()

blitz::Array<double, 1> FullPhysics::ConnorSolver::x_apriori ( ) const

inline

Return the a priori of the last problem solved.

Definition at line 147 of file connor_solver.h.

◆ x_apriori_uncertainty()

blitz::Array<double, 1> FullPhysics::ConnorSolver::x_apriori_uncertainty ( ) const

inline

Return the uncertainty of the apriori of the last problem solved.

This is the sqrt of the diagonal of the a priori covariance matrix.

Definition at line 154 of file connor_solver.h.

◆ x_solution()

virtual blitz::Array<double, 1> FullPhysics::ConnorSolver::x_solution ( ) const

inlinevirtual

Definition at line 156 of file connor_solver.h.

◆ x_solution_size()

int FullPhysics::ConnorSolver::x_solution_size ( ) const

inline

Definition at line 157 of file connor_solver.h.

◆ x_solution_uncertainty()

blitz::Array< double, 1 > ConnorSolver::x_solution_uncertainty ( ) const

Return the uncertainty of x_solution, this is just the sqrt of the diagonal of the full aposteriori_covariance.

Definition at line 444 of file connor_solver.cc.

◆ x_solution_zero_unused()

blitz::Array< double, 1 > ConnorSolver::x_solution_zero_unused ( ) const

Return the solution to the last problem solved.

We set unused parameters to 0 (this makes sense for our current forward model, we may want to do something more sophisticated in the future).

Definition at line 418 of file connor_solver.cc.

◆ x_update()

blitz::Array<double, 1> FullPhysics::ConnorSolver::x_update ( ) const

inline

Definition at line 160 of file connor_solver.h.

◆ zero_unused_parm()

Array< double, 1 > ConnorSolver::zero_unused_parm ( ) const

protected

Array that is 0 where we are not using a parameter, and 1 elsewhere.

Definition at line 463 of file connor_solver.cc.

Member Data Documentation

◆ apriori_cov_scaled

blitz::Array<double, 2> FullPhysics::ConnorSolver::apriori_cov_scaled

protected

This is the apriori covariance matrix scaled by sigma_ap.

Definition at line 268 of file connor_solver.h.

◆ convergence_check_

boost::shared_ptr<ConvergenceCheck> FullPhysics::ConnorSolver::convergence_check_

protected

The convergence check object.

Definition at line 327 of file connor_solver.h.

◆ cost_function_

boost::shared_ptr<CostFunction> FullPhysics::ConnorSolver::cost_function_

protected

The cost function.

Definition at line 321 of file connor_solver.h.

◆ dx

blitz::Array<double, 1> FullPhysics::ConnorSolver::dx

protected

This is $d{x}_{i + 1}$ the update to $\mathbf{x}_i$ , $\mathbf{y} - \mathbf{F}(\mathbf{x}_i)$ .

Definition at line 315 of file connor_solver.h.

◆ fstat

FitStatistic FullPhysics::ConnorSolver::fstat

protected

Results from last fit step.

Definition at line 262 of file connor_solver.h.

◆ gamma

double FullPhysics::ConnorSolver::gamma

protected

Levenberg-Marquardt $\gamma$ parameter.

This gets updated in each iteration in "solve"

Definition at line 250 of file connor_solver.h.

◆ gamma_initial

double FullPhysics::ConnorSolver::gamma_initial

protected

Initial value of gamma.

Definition at line 332 of file connor_solver.h.

◆ gamma_last_step_

double FullPhysics::ConnorSolver::gamma_last_step_

protected

Stash gamma from last step we processed.

Definition at line 256 of file connor_solver.h.

◆ k

blitz::Array<double, 2> FullPhysics::ConnorSolver::k

protected

This is the Jacobian, called $\mathbf{K}_i$ in the ATB.

This gets updated each iteration of the inversion in "solve"

Definition at line 232 of file connor_solver.h.

◆ kt_se_m1_k

blitz::Array<double, 2> FullPhysics::ConnorSolver::kt_se_m1_k

protected

This is $\mathbf{K}_i^T \mathbf{S}_{\epsilon}^{-1} \mathbf{K}_i$ .

We keep this term because it is needed to calculate the aposteriori_covariance and averaging_kernel.

This gets updated in each iteration, in "do_inversion"

Definition at line 242 of file connor_solver.h.

◆ olist

std::list<boost::weak_ptr<Observer<ConnorSolver > > > FullPhysics::Observable< ConnorSolver >::olist

protectedinherited

Definition at line 200 of file observer.h.

◆ rcond

double ConnorSolver::rcond = 1e-12

staticprotected

Factor to determine if we treat a singular factor as 0.

This is Rcond in solve_least_squares routine.

Definition at line 334 of file connor_solver.h.

◆ ref_list

std::vector<boost::shared_ptr<Observer<ConnorSolver > > > FullPhysics::Observable< ConnorSolver >::ref_list

protectedinherited

Definition at line 201 of file observer.h.

◆ residual_

blitz::Array<double, 1> FullPhysics::ConnorSolver::residual_

protected

This is the residual from the model, $\mathbf{y} - \mathbf{F}(\mathbf{x}_i)$ .

Definition at line 306 of file connor_solver.h.

◆ sa_m1_scaled

blitz::Array<double, 2> FullPhysics::ConnorSolver::sa_m1_scaled

protected

This is the inverse of apriori_cov_scaled, but only for the rows and columns of the jacobian that are nonzero.

This is calculated in do_inversion

Definition at line 276 of file connor_solver.h.

◆ save_test_data_

std::string FullPhysics::ConnorSolver::save_test_data_

protected

If this isn't an empty string, save to this file in the first iteration.

Definition at line 215 of file connor_solver.h.

◆ se

blitz::Array<double, 1> FullPhysics::ConnorSolver::se

protected

This is the covariance matrix of the residual, called $\mathbf{S}_{\epsilon}$ in the ATB.

Because of the size, we assume this is a diagonal matrix and store just the diagonal components.

This gets updated each iteration of the inversion in "solve"

Definition at line 225 of file connor_solver.h.

◆ sigma_ap

blitz::Array<double, 1> FullPhysics::ConnorSolver::sigma_ap

protected

This is the sqrt of S_a diagonal, or the sigma of the apriori.

Definition at line 282 of file connor_solver.h.

◆ x_a

blitz::Array<double, 1> FullPhysics::ConnorSolver::x_a

protected

This is the apriori X value, called $\mathbf{X}_a$ in the ATB.

This gets set by the constructor, and then held constant

Definition at line 289 of file connor_solver.h.

◆ x_i

blitz::Array<double, 1> FullPhysics::ConnorSolver::x_i

protected

This is the current value of the state vector X value, called $\mathbf{X}_i$ in the ATB.

This gets updated in each iteration in "solve".

Definition at line 297 of file connor_solver.h.

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

Implementation/connor_solver.h
Implementation/connor_solver.cc

Public Member Functions

Protected Member Functions

Protected Attributes

Static Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ConnorSolver()

◆ ~ConnorSolver()

Member Function Documentation

◆ add_observer()

◆ add_observer_and_keep_reference()

◆ add_observer_do() [1/2]

◆ add_observer_do() [2/2]

◆ aposteriori_covariance()

◆ aposteriori_covariance_scaled()

◆ apriori_covariance()

◆ apriori_covariance_inv_norm()

◆ averaging_kernel()

◆ clean_dead_ptr()

◆ convergence_check()

◆ cost_function()

◆ do_inversion()

◆ fit_statistic()

◆ from_stream()

◆ gamma_last_step()

◆ jacobian()

◆ notify_update_do()

◆ number_divergent()

◆ number_iteration()

◆ outcome_flag()

◆ print()

◆ print_to_string()

◆ remove_observer()

◆ remove_observer_do() [1/2]

◆ remove_observer_do() [2/2]

◆ residual()

◆ residual_covariance_diagonal()

◆ save_test_data()

◆ solve()

◆ state() [1/2]

◆ state() [2/2]

◆ test_do_inversion()

◆ to_stream()

◆ x_apriori()

◆ x_apriori_uncertainty()

◆ x_solution()

◆ x_solution_size()

◆ x_solution_uncertainty()

◆ x_solution_zero_unused()

◆ x_update()

◆ zero_unused_parm()

Member Data Documentation

◆ apriori_cov_scaled

◆ convergence_check_

◆ cost_function_

◆ dx

◆ fstat

◆ gamma

◆ gamma_initial

◆ gamma_last_step_

◆ k

◆ kt_se_m1_k

◆ olist

◆ rcond

◆ ref_list

◆ residual_

◆ sa_m1_scaled

◆ save_test_data_

◆ se

◆ sigma_ap

◆ x_a

◆ x_i