org.ujmp.core.doublematrix.calculation.general.decomposition

Interface QR<T>

public interface QR<T>

QR Decomposition.

For an m-by-n matrix A with m >= n, the QR decomposition is an m-by-n orthogonal matrix Q and an n-by-n upper triangular matrix R so that A = Q*R.

The QR decompostion always exists, even if the matrix does not have full rank, so the constructor will never fail. 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.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	QR.QRMatrix

Field Summary

Fields

Modifier and Type	Field and Description
static QR<Matrix>	INSTANCE
static QR<Matrix>	MATRIX
static QR<Matrix>	MATRIXLARGEMULTITHREADED
static QR<Matrix>	MATRIXLARGESINGLETHREADED
static QR<Matrix>	MATRIXSMALLMULTITHREADED
static QR<Matrix>	MATRIXSMALLSINGLETHREADED
static int	THRESHOLD
static QR<Matrix>	UJMP

Method Summary

Modifier and Type	Method and Description
T[]	calc(T source)
T	solve(T source, T b)

Field Detail

THRESHOLD

static final int THRESHOLD

See Also:

Constant Field Values

MATRIX

static final QR<Matrix> MATRIX

MATRIXLARGESINGLETHREADED

static final QR<Matrix> MATRIXLARGESINGLETHREADED

MATRIXLARGEMULTITHREADED

static final QR<Matrix> MATRIXLARGEMULTITHREADED

INSTANCE

static final QR<Matrix> INSTANCE

UJMP

static final QR<Matrix> UJMP

MATRIXSMALLMULTITHREADED

static final QR<Matrix> MATRIXSMALLMULTITHREADED

MATRIXSMALLSINGLETHREADED

static final QR<Matrix> MATRIXSMALLSINGLETHREADED

Method Detail

calc

T[] calc(T source)

solve

T solve(T source,
        T b)