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LeastSquares.hpp File Reference

Least Squares Algorithm. More...

Go to the source code of this file.

Data Structures

struct  NAV::LeastSquaresResult< SolutionVector, VarianceMatrix >
 Least Squares Uncertainties return value. More...
 

Namespaces

namespace  NAV
 

Functions

template<typename DerivedA, typename DerivedB>
Eigen::Vector< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime > NAV::solveLinearLeastSquares (const Eigen::MatrixBase< DerivedA > &H, const Eigen::MatrixBase< DerivedB > &dz)
 Finds the "least squares" solution for the equation $ \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} $.
 
template<typename DerivedA, typename DerivedB>
LeastSquaresResult< Eigen::Vector< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime >, Eigen::Matrix< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime, DerivedA::ColsAtCompileTime > > NAV::solveLinearLeastSquaresUncertainties (const Eigen::MatrixBase< DerivedA > &H, const Eigen::MatrixBase< DerivedB > &dz)
 Finds the "least squares" solution for the equation $ \mathbf{v} = \mathbf{dz} - \mathbf{H} \mathbf{x} $.
 
template<typename DerivedA, typename DerivedW, typename DerivedB>
Eigen::Vector< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime > NAV::solveWeightedLinearLeastSquares (const Eigen::MatrixBase< DerivedA > &H, const Eigen::MatrixBase< DerivedW > &W, const Eigen::MatrixBase< DerivedB > &dz)
 Finds the "weighted least squares" solution.
 
template<typename DerivedA, typename DerivedW, typename DerivedB>
LeastSquaresResult< Eigen::Vector< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime >, Eigen::Matrix< typename DerivedA::Scalar, DerivedA::ColsAtCompileTime, DerivedA::ColsAtCompileTime > > NAV::solveWeightedLinearLeastSquaresUncertainties (const Eigen::MatrixBase< DerivedA > &H, const Eigen::MatrixBase< DerivedW > &W, const Eigen::MatrixBase< DerivedB > &dz)
 Finds the "weighted least squares" solution.
 

Detailed Description

Least Squares Algorithm.

Author
T. Topp (topp@.nosp@m.ins..nosp@m.uni-s.nosp@m.tutt.nosp@m.gart..nosp@m.de)
Date
2022-05-04

Definition in file LeastSquares.hpp.