Package rocks.palaiologos.maja.matrix

Class DoubleQRDecompositionResult

java.lang.Object

rocks.palaiologos.maja.matrix.DoubleQRDecompositionResult

public class DoubleQRDecompositionResult
extends Object

The result of QR decomposition.

Field Summary

Fields

Modifier and Type	Field	Description
private final boolean	fullrank
private final DoubleMatrix	h
private final int	m
private final int	n
private final DoubleMatrix	q
private final DoubleMatrix	QR
private final DoubleMatrix	r
private final double[]	Rdiag

Constructor Summary

Constructors

Constructor	Description
DoubleQRDecompositionResult(DoubleMatrix q, DoubleMatrix r, DoubleMatrix h, boolean fullrank, int n, int m, DoubleMatrix QR, double[] Rdiag)

Method Summary

Modifier and Type	Method	Description
boolean	fullrank()	True if the matrix is full rank.
private DoubleMatrix	getMatrix(DoubleMatrix m, int i0, int i1, int j0, int j1)
DoubleMatrix	h()	The householder matrix; lower trapezoidal matrix whose columns define the reflections.
DoubleMatrix	q()	The Q matrix.
DoubleMatrix	r()	The R matrix.
DoubleMatrix	solve(DoubleMatrix B)	Least squares solution of A*X = B.

Methods inherited from class java.lang.Object

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

Field Details

q

private final DoubleMatrix q

r

private final DoubleMatrix r

h

private final DoubleMatrix h

fullrank

private final boolean fullrank

n

private final int n

m

private final int m

QR

private final DoubleMatrix QR

Rdiag

private final double[] Rdiag

Constructor Details

DoubleQRDecompositionResult

public DoubleQRDecompositionResult(DoubleMatrix q,
 DoubleMatrix r,
 DoubleMatrix h,
 boolean fullrank,
 int n,
 int m,
 DoubleMatrix QR,
 double[] Rdiag)

Method Details

getMatrix

private DoubleMatrix getMatrix(DoubleMatrix m,
 int i0,
 int i1,
 int j0,
 int j1)

solve

public DoubleMatrix solve(DoubleMatrix B)

Least squares solution of A*X = B.

Parameters:

B -

Returns:

X that minimizes the two norm of Q*R*X-B.

Throws:

IllegalArgumentException - If matrix row dimensions don't agree or the matrix is rank deficient.

q

public DoubleMatrix q()

The Q matrix.

r

public DoubleMatrix r()

The R matrix.

h

public DoubleMatrix h()

The householder matrix; lower trapezoidal matrix whose columns define the reflections.

fullrank

public boolean fullrank()

True if the matrix is full rank.