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HuberData.h

00001 /* OOQP                                                               *
00002  * Authors: E. Michael Gertz, Stephen J. Wright                       *
00003  * (C) 2001 University of Chicago. See Copyright Notification in OOQP */
00004 
00005 #ifndef HuberDATA_H
00006 #define HuberDATA_H
00007 
00008 #include "Data.h"
00009 #include "DenseGenMatrixHandle.h"
00010 #include "DenseSymMatrixHandle.h"
00011 #include "SimpleVectorHandle.h"
00012 
00020 class HuberData : public Data
00021 {
00022  public:
00023 
00026   int m, n;
00027 
00029   HuberData(int nobservations_in, int npredictors_in,  double cutoff,
00030             double * X = 0, double * y = 0);
00031 
00033   ~HuberData();
00034 
00037   DenseGenMatrixHandle Xt;
00038 
00040   SimpleVectorHandle Y;
00041 
00044   double cutoff;
00045 
00047   int nobservations;
00048 
00050   int npredictors;
00051 
00061   static HuberData * textInput(char filename[], double cutoff, int &iErr);
00062 
00064   virtual void XtMult( double beta, SimpleVector& y,
00065                       double alpha, SimpleVector& x );
00066 
00069   virtual void XtTransMult( double beta, SimpleVector& y,
00070                            double alpha, SimpleVector& x );
00071 
00072   virtual double datanorm();
00073   virtual void datarandom();
00074   virtual void print() {};
00075 };
00076 
00077 
00078 enum { huberinputok = 0,
00079        huberfileopenerror = -1, // couldn't find the designated input file 
00080        huberfileinputerror = -2 // not enough input, or error on input
00081 };
00082 
00083 #endif

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