mikera.matrixx.decompose
Interface IQRResult
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- All Known Implementing Classes:
- QRResult
public interface IQRResultQR 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
Orthogonal matrices have the following properties:
- QQT=I
- QT=Q-1
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method and Description AMatrixgetQ()Returns the Q matrix from the decomposition.AMatrixgetR()Returns the R matrix from the decomposition.
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