| 1 | #ifndef LAMBDA_H
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| 2 | #define LAMBDA_H
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| 3 |
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| 4 | #include <newmat.h>
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| 5 |
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| 6 | namespace BNC_PPP {
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| 7 |
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| 8 | class Lambda {
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| 9 | public:
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| 10 | static void search(ColumnVector aFlt, const SymmetricMatrix& QaFlt,
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| 11 | ColumnVector& aFix, SymmetricMatrix& covBie);
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| 12 |
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| 13 | private:
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| 14 | class Info {
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| 15 | public:
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| 16 | Matrix aFix;
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| 17 | Matrix zFix;
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| 18 | ColumnVector zBie;
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| 19 | ColumnVector wgt;
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| 20 | };
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| 21 |
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| 22 | static double erf(double xx);
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| 23 |
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| 24 | static double normcdf(double xx, double mu = 0.0, double sigma = 1.0);
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| 25 |
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| 26 | static void ldldecom(const SymmetricMatrix& QQ, LowerTriangularMatrix& LL, DiagonalMatrix& DD);
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| 27 |
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| 28 | static void decorrel(const SymmetricMatrix& QaFlt, const ColumnVector& aFlt,
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| 29 | SymmetricMatrix& QzFlt, Matrix& ZZ, LowerTriangularMatrix& LL,
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| 30 | DiagonalMatrix& DD, ColumnVector& zFlt, Matrix& iZt);
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| 31 |
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| 32 | static void ssearch(const ColumnVector& zFlt, const LowerTriangularMatrix& LL,
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| 33 | const DiagonalMatrix& DD, int ncands, Matrix& zFix, ColumnVector& sqnorm);
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| 34 |
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| 35 | static inline double nint(double val);
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| 36 |
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| 37 | static inline void swap(double& a, double& b);
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| 38 |
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| 39 | static inline double sign(double a);
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| 40 |
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| 41 | static void BIE(const ColumnVector& zFlt, const LowerTriangularMatrix& LL,
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| 42 | const DiagonalMatrix& DD, Info& info);
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| 43 | };
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| 44 |
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| 45 | }
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| 46 |
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| 47 | #endif
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