org.ojalgo.matrix.decomposition
Interface QR<N extends Number>

All Superinterfaces:

MatrixDecomposition<N>

All Known Implementing Classes:

JamaQR, QRDecomposition

public interface QR<N extends Number>
extends MatrixDecomposition<N>

Decomposes [this] into [Q] and [R] where:

• [Q] is an orthogonal matrix (orthonormal columns). It has the same number of rows as [this].
• [R] is a right (upper) triangular matrix. It has the same number of columns as [this].
• [this] = [Q][R]

Note: Either Q or R will be square. The interface does not specify which.

Author:

apete

Method Summary

MatrixStore<N>	getQ()
MatrixStore<N>	getR()
int	getRank()
boolean	isFullColumnRank() The QR decompostion always exists, even if the matrix does not have full column rank, so the compute method will never fail.

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

compute, equals, equals, getInverse, invert, isComputed, isFullSize, isSolvable, reset, solve, solve

Method Detail

getQ

MatrixStore<N> getQ()

getR

MatrixStore<N> getR()

getRank

int getRank()

isFullColumnRank

boolean isFullColumnRank()

The QR decompostion always exists, even if the matrix does not have full column rank, so the compute method will never fail. The primary use of the QR decomposition is in the least squares solution of overdetermined systems of simultaneous linear equations. This will fail if the matrix does not have full column rank. The rank must be equal to the number of columns.