#include <cmath>
#include <cstdio>
#include "recon.h"
#include "gsl_wrapper.h"
#include "dvr_assert.h"

Include dependency graph for recon.cc:

Functions
void	dvrlib::lin_cov_update_Streit (const matrix &S_x, const matrix &F, matrix &S_v)

void	dvrlib::lin_cov_update_Zander (const matrix &S_x, const matrix &F, matrix &S_v)
	Compute the update of the covariance matrix.

void	dvrlib::lin_cov_update (const matrix &S_x, const matrix &F, matrix &S_v)
	Propagate measurement covariance through a linear constraint matrix.

void	dvrlib::lin_recon (const vector &r, const matrix &S_x, const matrix &F, vector &v)
	Solve the linear reconciliation problem.

void	dvrlib::lin_recon_update (const vector &r, const matrix &S_x_inv, const matrix &F, const vector &v, vector &dv)
	Compute the reconciliation correction step for non-linear iteration.

int	dvrlib::recon (const vector &x, const matrix &S_x, const func< vector, vector > &f, const func< vector, matrix > &J, vector &v, matrix &S_v, double eps=1e-6, int maxiter=50)
	Solve the non-linear reconciliation problem by iterative linearisation.

double	dvrlib::confint2var (double confint)
	Convert a 95% confidence interval into a variance.

double	dvrlib::var2confint (double var)
	Convert a variance into a 95% confidence interval.

void	dvrlib::extract_confidence (const matrix &S_xnew, vector &conf_results)
	Extract 95% confidence intervals from a covariance matrix diagonal.

Namespaces

Functions