Inheritance diagram for vtb::core::Gauss_yule_walker_solver< T, N >:

Collaboration diagram for vtb::core::Gauss_yule_walker_solver< T, N >:

Public Types
typedef T	value_type
	Array element type.

typedef blitz::Array< T, N >	array_type
	Three-dimensional array type.

typedef std::unique_ptr< Yule_walker_solver< T, N > >	pointer

Public Types inherited from vtb::core::Yule_walker_solver< T, N >
typedef T	value_type
	Array element type.

typedef blitz::Array< T, N >	array_type
	Three-dimensional array type.

typedef std::unique_ptr< Yule_walker_solver< T, N > >	pointer

Public Member Functions
	Gauss_yule_walker_solver (const Gauss_yule_walker_solver &)=default

Gauss_yule_walker_solver &	operator= (const Gauss_yule_walker_solver &)=default

array_type	solve (array_type acf) override
	Solve Yule—Walker system of equations. More...

pointer	copy () const override

void	order (const shape_type &rhs)

const shape_type &	order () const

void	chop (bool rhs)

value_type	chop_epsilon () const

void	chop_epsilon (value_type rhs)

Public Member Functions inherited from vtb::core::Yule_walker_solver< T, N >
	Yule_walker_solver (const Yule_walker_solver &)=default

Yule_walker_solver &	operator= (const Yule_walker_solver &)=default

array_type	operator() ()
	Solve Yule—Walker system of equations. More...

value_type	white_noise_variance () const noexcept

Additional Inherited Members
Protected Member Functions inherited from vtb::core::Yule_walker_solver< T, N >
void	white_noise_variance (value_type rhs)

Detailed Description

Definition at line 349 of file yule_walker_solver.hh.

Member Function Documentation

template<class T , int N>

auto vtb::core::Gauss_yule_walker_solver< T, N >::solve ( array_type acf )

overridevirtual

Solve Yule—Walker system of equations.

Parameters

[in] acf autocovariance function

Definition at line 706 of file yule_walker_solver.cc.