C# Class Encog.MathUtil.Matrices.Decomposition.QRDecomposition

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. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/

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Public Methods

Method	Description
IsFullRank ( ) : bool	Is the matrix full rank?
QRDecomposition ( Matrix A )	QR Decomposition, computed by Householder reflections.
Solve ( Matrix B ) : Matrix	Least squares solution of A*X = B

Method Details

IsFullRank() public method

Is the matrix full rank?

public IsFullRank ( ) : bool
return	bool

QRDecomposition() public method

QR Decomposition, computed by Householder reflections.

public QRDecomposition ( Matrix A )
A	Matrix	Structure to access R and the Householder vectors and compute Q.

Solve() public method

Least squares solution of A*X = B

public Solve ( Matrix B ) : Matrix
B	Matrix	A Matrix with as many rows as A and any number of columns.
return	Matrix