Struct RLS 

pub struct RLS { /* private fields */ }

Recursive Least Squares (RLS) optimizer.

Implementations

impl RLS

pub fn new(n_x: u64, n_y: u64, lambda: f64, alpha: f64) -> Self

Examples found in repository

examples/rls.rs (line 12)

fn main() {
    let x1 = na::DVector::from_vec(vec![1.0, 2.0, 3.0, 4.0]);
    let d1 = na::DVector::from_vec(vec![5.0, 6.0]);

    let x2 = na::DVector::from_vec(vec![2.0, 4.0, 6.0, 8.0]);
    let d2 = na::DVector::from_vec(vec![10.0, 11.0]);

    let mut rls = RLS::new(4, 2, 1.0, 1.0);

    for _ in 0..100 {
        rls.set_data(&x1, &d1);
    }
    println!("{}", rls);

    for _ in 0..100 {
        rls.set_data(&x2, &d2);
    }
    println!("{}", rls);
}

pub fn set_data(&mut self, x: &DVector<f64>, d: &DVector<f64>)

Examples found in repository

examples/rls.rs (line 15)

fn main() {
    let x1 = na::DVector::from_vec(vec![1.0, 2.0, 3.0, 4.0]);
    let d1 = na::DVector::from_vec(vec![5.0, 6.0]);

    let x2 = na::DVector::from_vec(vec![2.0, 4.0, 6.0, 8.0]);
    let d2 = na::DVector::from_vec(vec![10.0, 11.0]);

    let mut rls = RLS::new(4, 2, 1.0, 1.0);

    for _ in 0..100 {
        rls.set_data(&x1, &d1);
    }
    println!("{}", rls);

    for _ in 0..100 {
        rls.set_data(&x2, &d2);
    }
    println!("{}", rls);
}

pub fn fit(&self) -> DMatrix<f64>

Trait Implementations

impl Clone for RLS

fn clone(&self) -> RLS

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RLS

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RLS

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for RLS

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Serialize for RLS

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.