num_collect::regularization::impl Namespace Reference

Namespace of internal implementations. More...

Functions
template<base::concepts::real_scalar_dense_vector Vector>
void	apply_shrinkage_operator (Vector &target, typename Vector::Scalar threshold)
	Apply shrinkage operator to a vector.
template<typename Matrix > requires (base::concepts::real_scalar_dense_matrix<Matrix> || base::concepts::real_scalar_sparse_matrix<Matrix>)
auto	approximate_max_eigen_aat (const Matrix &matrix) -> typename Matrix::Scalar
	Approximate the maximum eigenvalue of \( AA^T \) for a matrix \( A \).

Variables
template<typename T >
constexpr auto	coeff_max_param = static_cast<T>(1e+2)
	Coefficient (maximum parameter to be searched) / (maximum singular value or eigen value).
template<typename T >
constexpr auto	coeff_min_param = static_cast<T>(1e-12)
	Coefficient (minimum parameter to be searched) / (maximum singular value or eigen value).
template<typename T >
constexpr auto	weak_coeff_max_param = static_cast<T>(1e+2)
	Coefficient (maximum parameter to be searched) / (maximum singular value or eigen value).
template<typename T >
constexpr auto	weak_coeff_min_param = static_cast<T>(1e-4)
	Coefficient (minimum parameter to be searched) / (maximum singular value or eigen value).

Detailed Description

Namespace of internal implementations.

Function Documentation

apply_shrinkage_operator()

template<base::concepts::real_scalar_dense_vector Vector>

void num_collect::regularization::impl::apply_shrinkage_operator	(	Vector &	target,
		typename Vector::Scalar	threshold )

Apply shrinkage operator to a vector.

Template Parameters

Vector

Type of the vector.

Parameters

[in,out]	target	Vector to apply shrinkage operator.
[in]	threshold	Threshold.

Definition at line 35 of file apply_shrinkage_operator.h.

approximate_max_eigen_aat()

template<typename Matrix >
requires (base::concepts::real_scalar_dense_matrix<Matrix> || base::concepts::real_scalar_sparse_matrix<Matrix>)

auto num_collect::regularization::impl::approximate_max_eigen_aat ( const Matrix & matrix ) -> typename Matrix::Scalar

nodiscard

Approximate the maximum eigenvalue of \( AA^T \) for a matrix \( A \).

Parameters

[in]

matrix

Matrix.

Returns

Eigenvalue.

Definition at line 42 of file approximate_max_eigen_aat.h.

Variable Documentation

coeff_max_param

template<typename T >

auto num_collect::regularization::impl::coeff_max_param = static_cast<T>(1e+2)

constexpr

Coefficient (maximum parameter to be searched) / (maximum singular value or eigen value).

Template Parameters

T	Type of scalars.

Definition at line 31 of file coeff_param.h.

coeff_min_param

template<typename T >

auto num_collect::regularization::impl::coeff_min_param = static_cast<T>(1e-12)

constexpr

Coefficient (minimum parameter to be searched) / (maximum singular value or eigen value).

Template Parameters

T	Type of scalars.

Definition at line 40 of file coeff_param.h.

weak_coeff_max_param

template<typename T >

auto num_collect::regularization::impl::weak_coeff_max_param = static_cast<T>(1e+2)

constexpr

Coefficient (maximum parameter to be searched) / (maximum singular value or eigen value).

Template Parameters

T	Type of scalars.

Definition at line 31 of file weak_coeff_param.h.

weak_coeff_min_param

template<typename T >

auto num_collect::regularization::impl::weak_coeff_min_param = static_cast<T>(1e-4)

constexpr

Coefficient (minimum parameter to be searched) / (maximum singular value or eigen value).

Template Parameters

T	Type of scalars.

Definition at line 40 of file weak_coeff_param.h.