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java.lang.Objectorg.apache.mahout.math.QRDecomposition
public class QRDecomposition
For an m x n matrix A with m >= n, the QR decomposition is an m x n orthogonal matrix Q and an n x n upper triangular matrix R so that A = Q*R.
The QR decomposition 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 non-square systems of simultaneous linear equations. This will fail if isFullRank() returns false.
| Constructor Summary | |
|---|---|
QRDecomposition(Matrix a)
Constructs and returns a new QR decomposition object; computed by Householder reflections; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. |
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| Method Summary | |
|---|---|
Matrix |
getQ()
Generates and returns the (economy-sized) orthogonal factor Q. |
Matrix |
getR()
Returns the upper triangular factor, R. |
boolean |
hasFullRank()
Returns whether the matrix A has full rank. |
Matrix |
solve(Matrix B)
Least squares solution of A*X = B; returns X. |
String |
toString()
Returns a rough string rendition of a QR. |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Constructor Detail |
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public QRDecomposition(Matrix a)
a - A rectangular matrix.
IllegalArgumentException - if A.rows() < A.columns().| Method Detail |
|---|
public Matrix getQ()
getQ in interface QRpublic Matrix getR()
getR in interface QRpublic boolean hasFullRank()
hasFullRank in interface QRpublic Matrix solve(Matrix B)
solve in interface QRB - A matrix with as many rows as A and any number of columns.
IllegalArgumentException - if B.rows() != A.rows().public String toString()
toString in class Object
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