Interface QRDecomposition<T extends Matrix>
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- All Superinterfaces:
DecompositionInterface<T>
- All Known Subinterfaces:
QRPDecomposition<T>,QRPDecomposition_F32<T>,QRPDecomposition_F64<T>,QRSparseDecomposition<T>
public interface QRDecomposition<T extends Matrix> extends DecompositionInterface<T>
QR decompositions decompose a rectangular matrix 'A' such that 'A=QR'. Where A ∈ ℜ n × m , n ≥ m, Q ∈ ℜ n × n is an orthogonal matrix, and R ∈ ℜ n × m is an upper triangular matrix. Some implementations of QR decomposition require that A has full rank.
Some features of QR decompositions:- Can decompose rectangular matrices.
- Numerically stable solutions to least-squares problem, but not as stable as SVD
- Can incrementally add and remove columns from the decomposed matrix. See
org.ejml.dense.row.linsol.qr.AdjLinearSolverQr_DDRM
- QQT=I
- QT=Q-1
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description TgetQ(T Q, boolean compact)Returns the Q matrix from the decomposition.TgetR(T R, boolean compact)Returns the R matrix from the decomposition.-
Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface
decompose, inputModified
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Method Detail
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getQ
T getQ(T Q, boolean compact)
Returns the Q matrix from the decomposition. Should only be called after
DecompositionInterface.decompose(org.ejml.data.Matrix)has been called.If parameter Q is not null, then that matrix is used to store the Q matrix. Otherwise a new matrix is created.
- Parameters:
Q- If not null then the Q matrix is written to it. Modified.compact- If true an m by n matrix is created, otherwise n by n.- Returns:
- The Q matrix.
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getR
T getR(T R, boolean compact)
Returns the R matrix from the decomposition. Should only be called after
DecompositionInterface.decompose(org.ejml.data.Matrix)has been.If setZeros is true then an n × m matrix is required and all the elements are set. If setZeros is false then the matrix must be at least m × m and only the upper triangular elements are set.
If parameter R is not null, then that matrix is used to store the R matrix. Otherwise a new matrix is created.
- Parameters:
R- If not null then the R matrix is written to it. Modified.compact- If true only the upper triangular elements are set- Returns:
- The R matrix.
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