Package org.ejml.dense.row.decomposition.qr

Class QRDecompositionHouseholderTran_FDRM

java.lang.Object
org.ejml.dense.row.decomposition.qr.QRDecompositionHouseholderTran_FDRM
All Implemented Interfaces:
org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>, org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.FMatrixRMaj>
@Generated("org.ejml.dense.row.decomposition.qr.QRDecompositionHouseholderTran_DDRM") public class QRDecompositionHouseholderTran_FDRM extends Object implements org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.FMatrixRMaj>

Householder QR decomposition is rich in operations along the columns of the matrix. This can be taken advantage of by solving for the Q matrix in a column major format to reduce the number of CPU cache misses and the number of copies that are performed.

See Also:

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    protected boolean
    error
     
    protected float
    gamma
     
    protected float[]
    gammas
     
    protected int
    minLength
     
    protected int
    numCols
     
    protected int
    numRows
     
    protected org.ejml.data.FMatrixRMaj
    QR
    Where the Q and R matrices are stored.
    protected float
    tau
     
    protected float[]
    v
     

  • Constructor Summary

    Constructors
    Constructor
    Description
    QRDecompositionHouseholderTran_FDRM()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    applyQ(org.ejml.data.FMatrixRMaj A)
    A = Q*A
    void
    applyTranQ(org.ejml.data.FMatrixRMaj A)
    A = QT*A
    boolean
    decompose(org.ejml.data.FMatrixRMaj A)
    To decompose the matrix 'A' it must have full rank.
    float[]
    getGammas()
     
    org.ejml.data.FMatrixRMaj
    getQ(@Nullable org.ejml.data.FMatrixRMaj Q, boolean compact)
    Computes the Q matrix from the information stored in the QR matrix.
    org.ejml.data.FMatrixRMaj
    getQR()
    Inner matrix that stores the decomposition
    org.ejml.data.FMatrixRMaj
    getR(@Nullable org.ejml.data.FMatrixRMaj R, boolean compact)
    Returns an upper triangular matrix which is the R in the QR decomposition.
    protected void
    householder(int j)
    Computes the householder vector "u" for the first column of submatrix j.
    boolean
    inputModified()
     
    void
    setExpectedMaxSize(int numRows, int numCols)
     
    protected void
    updateA(int w)
    Takes the results from the householder computation and updates the 'A' matrix.

    A = (I - γ*u*uT)A

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • QR

      protected org.ejml.data.FMatrixRMaj QR
      Where the Q and R matrices are stored. For speed reasons this is transposed

    • v

      protected float[] v

    • numCols

      protected int numCols

    • numRows

      protected int numRows

    • minLength

      protected int minLength

    • gammas

      protected float[] gammas

    • gamma

      protected float gamma

    • tau

      protected float tau

    • error

      protected boolean error

  • Constructor Details

    • QRDecompositionHouseholderTran_FDRM

      public QRDecompositionHouseholderTran_FDRM()

  • Method Details

    • setExpectedMaxSize

      public void setExpectedMaxSize(int numRows, int numCols)

    • getQR

      public org.ejml.data.FMatrixRMaj getQR()
      Inner matrix that stores the decomposition

    • getQ

      public org.ejml.data.FMatrixRMaj getQ(@Nullable @Nullable org.ejml.data.FMatrixRMaj Q, boolean compact)
      Computes the Q matrix from the information stored in the QR matrix. This operation requires about 4(m2n-mn2+n3/3) flops.
      Specified by:
      getQ in interface org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.FMatrixRMaj>
      Parameters:
      Q - The orthogonal Q matrix.

    • applyQ

      public void applyQ(org.ejml.data.FMatrixRMaj A)
      A = Q*A
      Parameters:
      A - Matrix that is being multiplied by Q. Is modified.

    • applyTranQ

      public void applyTranQ(org.ejml.data.FMatrixRMaj A)
      A = QT*A
      Parameters:
      A - Matrix that is being multiplied by QT. Is modified.

    • getR

      public org.ejml.data.FMatrixRMaj getR(@Nullable @Nullable org.ejml.data.FMatrixRMaj R, boolean compact)
      Returns an upper triangular matrix which is the R in the QR decomposition.
      Specified by:
      getR in interface org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.FMatrixRMaj>
      Parameters:
      R - An upper triangular matrix.

    • decompose

      public boolean decompose(org.ejml.data.FMatrixRMaj A)

      To decompose the matrix 'A' it must have full rank. 'A' is a 'm' by 'n' matrix. It requires about 2n*m2-2m2/3 flops.

      The matrix provided here can be of different dimension than the one specified in the constructor. It just has to be smaller than or equal to it.

      Specified by:
      decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

    • inputModified

      public boolean inputModified()
      Specified by:
      inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.FMatrixRMaj>

    • householder

      protected void householder(int j)

      Computes the householder vector "u" for the first column of submatrix j. Note this is a specialized householder for this problem. There is some protection against overflow and underflow.

      Q = I - γuuT

      This function finds the values of 'u' and 'γ'.

      Parameters:
      j - Which submatrix to work off of.

    • updateA

      protected void updateA(int w)

      Takes the results from the householder computation and updates the 'A' matrix.

      A = (I - γ*u*uT)A

      Parameters:
      w - The submatrix.

    • getGammas

      public float[] getGammas()