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PseudoTriCovarianceLS Class Reference

#include <PseudoTriCovarianceLS.hpp>

Inheritance diagram for PseudoTriCovarianceLS:

[legend]Collaboration diagram for PseudoTriCovarianceLS:

[legend]List of all members.

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Detailed Description

Pseudo Covariance Tri Diagonal Linear Solver.

Author:

Bernard De Cuyper

Version:

0.05

Date:

7/12/2003

 
Purpose:                - approximated prewhitening for FAST ICA 
                        - approximated sphering for multi dimensional gaussian classification

Proto:
                        Bernard De Cuyper 12/2003 proposal:

                        Pseudo covariance Tri diagonal solver
                        Used to approximate covariance with local elements

                        U(unknown)= Cov-1(unknown) * W(known)
                        
                        is equivalent to

                        Cov(known) * U(unknown) = W(known

                        if covariance have only local correlations, a tridiagonal solver can give solutions in O(N)
                        using no inversion. 

            Basic Memory Usage: 9*N
                

@ Copyrights: Bernard De Cuyper & Eddy Fraiha 2003, Eggs & Pictures. MIT/Open BSD copyright model.

Public Methods
	PseudoTriCovarianceLS (int asize)
virtual	~PseudoTriCovarianceLS ()
virtual void	loadA (RTriDiagonalMatrix *m)
virtual void	loadMatrix (RealVector *u1, RealVector *d1, RealVector *l1)
virtual void	loadX (RealVector *data)
virtual void	loadB (RealVector *data)
virtual bool	solve ()
virtual void	output ()
virtual void	output (FILE *file)
Protected Methods
void	computeLRdecomposition ()
	Equivalent to filter parametrisation.
void	forwardSubstitution ()
	Equivalent to filter causal part.
void	backwardSubstitution ()
	Equivalent to filter non-causal part.
Private Attributes
RealVector *	uOut
RealVector *	dOut
RealVector *	lOut
RealVector *	y

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

• PseudoTriCovarianceLS.hpp
• PseudoTriCovarianceLS.cpp

Restoreinpaint sourceforge project `C++/Java Image Processing, Restoration, Inpainting Project'.

Bernard De Cuyper: Open Project Leader: Concept, design and development. Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only. Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.