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java.lang.Objectorg.apache.commons.math.linear.QRDecompositionImpl
public class QRDecompositionImpl
Calculates the QR-decomposition of a matrix.
The QR-decomposition of a matrix A consists of two matrices Q and R that satisfy: A = QR, Q is orthogonal (QTQ = I), and R is upper triangular. If A is m×n, Q is m×m and R m×n.
This class compute the decomposition using Householder reflectors.
For efficiency purposes, the decomposition in packed form is transposed. This allows inner loop to iterate inside rows, which is much more cache-efficient in Java.
| Constructor Summary | |
|---|---|
QRDecompositionImpl(RealMatrix matrix)
Calculates the QR-decomposition of the given matrix. |
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| Method Summary | |
|---|---|
RealMatrix |
getH()
Returns the Householder reflector vectors. |
RealMatrix |
getQ()
Returns the matrix Q of the decomposition. |
RealMatrix |
getQT()
Returns the transpose of the matrix Q of the decomposition. |
RealMatrix |
getR()
Returns the matrix R of the decomposition. |
DecompositionSolver |
getSolver()
Get a solver for finding the A × X = B solution in least square sense. |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
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public QRDecompositionImpl(RealMatrix matrix)
matrix - The matrix to decompose.| Method Detail |
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public RealMatrix getR()
R is an upper-triangular matrix
getR in interface QRDecompositionpublic RealMatrix getQ()
Q is an orthogonal matrix
getQ in interface QRDecompositionpublic RealMatrix getQT()
Q is an orthogonal matrix
getQT in interface QRDecompositionpublic RealMatrix getH()
H is a lower trapezoidal matrix whose columns represent each successive Householder reflector vector. This matrix is used to compute Q.
getH in interface QRDecompositionpublic DecompositionSolver getSolver()
getSolver in interface QRDecomposition
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