C# Class YAMP.Numerics.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.

Inheritance: DirectSolver

Show file Open project: FlorianRappl/YAMP

Protected Properties

Property	Type	Description
m	int

Public Methods

Method	Description
Create ( MatrixValue A ) : QRDecomposition	Creates the right QR decomposition (Givens or Householder) depending on the given matrix.

Protected Methods

Method	Description
QRDecomposition ( MatrixValue A ) : System	QR Decomposition, computed by Householder reflections.

Method Details

Create() public static method

Creates the right QR decomposition (Givens or Householder) depending on the given matrix.

public static Create ( MatrixValue A ) : QRDecomposition
A	YAMP.MatrixValue	The matrix to decompose.
return	QRDecomposition

QRDecomposition() protected method

QR Decomposition, computed by Householder reflections.

protected QRDecomposition ( MatrixValue A ) : System
A	YAMP.MatrixValue	Rectangular matrix
return	System

Property Details

m protected property

Row and column dimensions.

protected int m
return	int