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java.lang.Objectedu.stanford.rsl.konrad.numerics.DecompositionRQ
public class DecompositionRQ
Implements an RQ decomposition for arbitrary matrices.
This functor object allows to decompose any matrix into matrices
and
such that
Nude::Decomposition::RQ<> rq;
rq(A);
rq.solve(b);
DecompositionQR
,
Projection
Constructor Summary | |
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DecompositionRQ(SimpleMatrix A)
Constructor performing the actual decomposition of a matrix ![]() |
Method Summary | |
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SimpleMatrix |
getQ()
Computes the orthogonal ![]() ![]() |
SimpleMatrix |
getR()
Computes the upper-triangular ![]() ![]() |
boolean |
isFullRank()
Specifies whether the input Matrix ![]() |
SimpleMatrix |
solve(SimpleMatrix B)
Computes solution Matrix ![]() ![]() |
SimpleVector |
solve(SimpleVector b)
Computes solution Vector ![]() ![]() |
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 DecompositionRQ(SimpleMatrix A)
solve(SimpleVector b)
, solve(SimpleMatrix B)
,
getQ()
, and getR()
) can be used multiple times without having
to recompute the decomposition.
A
- The Matrix to be decomposed.Method Detail |
---|
public boolean isFullRank()
public SimpleVector solve(SimpleVector b)
Remark: If you want to further improve the accuracy of your solution in case (1),
perform a correction step in the following manner:
x = rq.solve(b);
x += rq.solve(b - A*x);
b
- The right-hand-side Vector.
solve(SimpleMatrix)
public SimpleMatrix solve(SimpleMatrix B)
B
- The right-hand-side Matrix for which a solution is computed column-wise.
solve(SimpleVector)
public SimpleMatrix getR()
getQ()
,
solve(SimpleVector)
,
solve(SimpleMatrix)
public SimpleMatrix getQ()
getR()
,
solve(SimpleVector)
,
solve(SimpleMatrix)
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