/*
 * Copyright 2011-2013, by Vladimir Kostyukov and Contributors.
 * 
 * This file is part of la4j project (http://la4j.org)
 * 
 * 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.
 * 
 * Contributor(s): -
 * 
 */

package org.la4j.decomposition;

import org.la4j.Matrices;
import org.la4j.Matrix;

/**
 * This class represents QR decomposition of matrices. More details
 * 

* here. *

*/ public class QRDecompositor extends RawQRDecompositor implements MatrixDecompositor { public QRDecompositor(Matrix matrix) { super(matrix); } /** * Returns the result of QR decomposition of given matrix *

* See * http://mathworld.wolfram.com/QRDecomposition.html for more details. *

* * @return { Q, R } */ @Override public Matrix[] decompose() { Matrix[] qrr = super.decompose(); Matrix qr = qrr[0]; Matrix r = qrr[1]; Matrix q = qr.blank(); for (int k = q.columns() - 1; k >= 0; k--) { q.set(k, k, 1.0); for (int j = k; j < q.columns(); j++) { if (Math.abs(qr.get(k, k)) > Matrices.EPS) { double acc = 0.0; for (int i = k; i < q.rows(); i++) { acc += qr.get(i, k) * q.get(i, j); } acc = -acc / qr.get(k, k); for (int i = k; i < q.rows(); i++) { q.updateAt(i, j, Matrices.asPlusFunction(acc * qr.get(i, k))); } } } } for (int i = 0; i < r.rows(); i++) { for (int j = i + 1; j < r.columns(); j++) { r.set(i, j, qr.get(i, j)); } } return new Matrix[] { q, r }; } }

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