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java.lang.Objectcern.colt.matrix.tdouble.algo.decomposition.SparseDoubleQRDecomposition
public class SparseDoubleQRDecomposition
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. 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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SparseDoubleQRDecomposition(DoubleMatrix2D A,
int order)
Constructs and returns a new QR decomposition object; computed by Householder reflections; If m < n then then the QR of A' is computed. |
Method Summary | |
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double[] |
getBeta()
Returns a copy of the beta factors, from the Householder reflections H = I - beta*v*v'. |
DoubleMatrix2D |
getR()
Returns a copy of the upper triangular factor, R. |
edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss |
getSymbolicAnalysis()
Returns a copy of the symbolic QR analysis object |
DoubleMatrix2D |
getV()
Returns a copy of the Householder vectors v, from the Householder reflections H = I - beta*v*v'. |
boolean |
hasFullRank()
Returns whether the matrix A has full rank. |
void |
solve(DoubleMatrix1D b)
Solve a least-squares problem (min ||Ax-b||_2, where A is m-by-n with m >= n) or underdetermined system (Ax=b, where m < n). |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public SparseDoubleQRDecomposition(DoubleMatrix2D A, int order)
A
- A rectangular matrix.order
- ordering option (0 to 3); 0: natural ordering, 1: amd(A+A'),
2: amd(S'*S), 3: amd(A'*A)
IllegalArgumentException
- if A is not sparse
IllegalArgumentException
- if order is not in [0,3]Method Detail |
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public DoubleMatrix2D getV()
public double[] getBeta()
public DoubleMatrix2D getR()
public edu.emory.mathcs.csparsej.tdouble.Dcs_common.Dcss getSymbolicAnalysis()
public boolean hasFullRank()
public void solve(DoubleMatrix1D b)
b
- right-hand side.
IllegalArgumentException
- if b.size() != max(A.rows(), A.columns()).
IllegalArgumentException
- if !this.hasFullRank() (A is rank
deficient).
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