mikera.matrixx.decompose

Class QR

java.lang.Object

mikera.matrixx.decompose.QR

public class QR
extends Object

Public API class for QR decomposition QR decomposition decomposes any matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix

Author:

Mike

Constructor Summary

Constructors

Constructor and Description
QR()

Method Summary

Modifier and Type	Method and Description
static IQRResult	decompose(AMatrix matrix) Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)
static IQRResult	decompose(AMatrix matrix, boolean compact) Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)
static IQRResult	decomposeCompact(AMatrix matrix) Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

QR

public QR()

Method Detail

decompose

public static IQRResult decompose(AMatrix matrix)

Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)

Parameters:

matrix -

Returns:

decompose

public static IQRResult decompose(AMatrix matrix,
                                  boolean compact)

Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)

Parameters:

matrix -

Returns:

decomposeCompact

public static IQRResult decomposeCompact(AMatrix matrix)

Computes the QR factorisation of a matrix A such that: A = Q.R Where: Q is an orthogonal matrix R is an upper triangular matrix If A is rectangular (m x n where m>n) then Q will also be (m x n)

Parameters:

matrix -

Returns: