C# Class YAMP.Numerics.HouseholderDecomposition

The Householder reflection is an implementation of a QR decomposition. This decomposition does not work for complex numbers.
Inheritance: QRDecomposition
Datei anzeigen Open project: FlorianRappl/YAMP

Protected Properties

Property Type Description
QR ScalarValue[][]
Rdiag ScalarValue[]

Public Methods

Method Description
HouseholderDecomposition ( MatrixValue A ) : YAMP.Exceptions

Creates a new householder decomposition.
Solve ( MatrixValue b ) : MatrixValue

Least squares solution of A * X = B

Method Details

HouseholderDecomposition() public method

Creates a new householder decomposition.
public HouseholderDecomposition ( MatrixValue A ) : YAMP.Exceptions
A MatrixValue The matrix to decompose.
return YAMP.Exceptions

Solve() public method

Least squares solution of A * X = B
public Solve ( MatrixValue b ) : MatrixValue
b MatrixValue A Matrix with as many rows as A and any number of columns.
return MatrixValue

Property Details

QR protected_oe property

Array for internal storage of decomposition.
protected ScalarValue[][] QR
return ScalarValue[][]

Rdiag protected_oe property

Array for internal storage of diagonal of R.
protected ScalarValue[] Rdiag
return ScalarValue[]