/*
* Copyright (c) 2009-2013, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package mikera.matrixx.decompose.impl.qr;
import mikera.matrixx.AMatrix;
import mikera.matrixx.decompose.IQRResult;
/**
*
* 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 {@link org.ejml.alg.dense.linsol.qr.AdjLinearSolverQr}
*
*
*
* Orthogonal matrices have the following properties:
*
* - QQT=I
* - QT=Q-1
*
*
*
* @author Peter Abeles
*/
public interface QRDecomposition {
public IQRResult decompose( AMatrix A );
}
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