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
static class QR.QRMatrix
           
 
Field Summary
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
 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)


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