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java.lang.Object cern.colt.matrix.tdouble.algo.decomposition.DoubleQRDecomposition
public class DoubleQRDecomposition
For an m x n matrix A with m >= n, the QR decomposition is an m x n orthogonal matrix Q and an n x n upper triangular matrix R so that A = Q*R.
The QR decompostion always exists, even if the matrix does not have full rank, so the constructor will never fail. The primary use of the QR decomposition is in the least squares solution of nonsquare systems of simultaneous linear equations. This will fail if isFullRank() returns false.
Constructor Summary | |
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DoubleQRDecomposition(DoubleMatrix2D A)
Constructs and returns a new QR decomposition object; computed by Householder reflections; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. |
Method Summary | |
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DoubleMatrix2D |
getH()
Returns the Householder vectors H. |
DoubleMatrix2D |
getQ()
Generates and returns the (economy-sized) orthogonal factor Q. |
DoubleMatrix2D |
getR()
Returns the upper triangular factor, R. |
boolean |
hasFullRank()
Returns whether the matrix A has full rank. |
DoubleMatrix1D |
solve(DoubleMatrix1D b)
Least squares solution of A*x = b; returns x. |
DoubleMatrix2D |
solve(DoubleMatrix2D B)
Least squares solution of A*X = B; returns X. |
String |
toString()
Returns a String with (propertyName, propertyValue) pairs. |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public DoubleQRDecomposition(DoubleMatrix2D A)
A
- A rectangular matrix.
IllegalArgumentException
- if A.rows() < A.columns().Method Detail |
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public DoubleMatrix2D getH()
public DoubleMatrix2D getQ()
public DoubleMatrix2D getR()
public boolean hasFullRank()
public DoubleMatrix1D solve(DoubleMatrix1D b)
b
- right-hand side.
IllegalArgumentException
- if b.size() != A.rows().
IllegalArgumentException
- if !this.hasFullRank() (A is rank
deficient).public DoubleMatrix2D solve(DoubleMatrix2D B)
B
- A matrix with as many rows as A and any number of
columns.
IllegalArgumentException
- if B.rows() != A.rows().
IllegalArgumentException
- if !this.hasFullRank() (A is rank
deficient).public String toString()
rank : 3 trace : 0
toString
in class Object
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