/data/refman/pasoursint/CMSSW_4_4_5_patch3/src/PhysicsTools/MVATrainer/interface/LeastSquares.h

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#ifndef PhysicsTools_MVATrainer_LeastSquares_h
#define PhysicsTools_MVATrainer_LeastSquares_h

#include <string>
#include <vector>

#include <TMatrixD.h>
#include <TVectorD.h>

#include <xercesc/dom/DOM.hpp>

namespace PhysicsTools {

class LeastSquares
{
    public:
        LeastSquares(unsigned int n);
        virtual ~LeastSquares();

        void add(const std::vector<double> &values, double dest,
                 double weight = 1.0);
        void add(const LeastSquares &other, double weight = 1.0);
        void calculate();

        std::vector<double> getWeights() const;
        std::vector<double> getMeans() const;
        double getConstant() const;

        inline unsigned int getSize() const { return n; }
        inline const TMatrixDSym &getCoefficients() const { return coeffs; }
        inline const TMatrixDSym &getCovariance() const { return covar; }
        inline const TMatrixDSym &getCorrelations() const { return corr; }
        inline const TMatrixD &getRotation() { return rotation; }

        void load(XERCES_CPP_NAMESPACE_QUALIFIER DOMElement *elem);
        XERCES_CPP_NAMESPACE_QUALIFIER DOMElement *save(
                XERCES_CPP_NAMESPACE_QUALIFIER DOMDocument *doc) const;

        static TVectorD solveFisher(const TMatrixDSym &coeffs);
        static TMatrixD solveRotation(const TMatrixDSym &covar,
                                      TVectorD &trace);

    private:
        TMatrixDSym             coeffs;
        TMatrixDSym             covar;
        TMatrixDSym             corr;
        TMatrixD                rotation;
        TVectorD                weights;
        TVectorD                variance;
        TVectorD                trace;
        const unsigned int      n;
};

} // namespace PhysicsTools

#endif // PhysicsTools_MVATrainer_LeastSquares_h