org.ojalgo.matrix.decomposition
Class QRDecomposition<N extends Number>

java.lang.Object
  org.ojalgo.matrix.decomposition.QRDecomposition<N>

All Implemented Interfaces:

MatrixDecomposition<N>, QR<N>

public abstract class QRDecomposition<N extends Number>
extends Object
implements QR<N>

You create instances of (some subclass of) this class by calling one of the static factory methods: makeBig(), makeComplex(), makePrimitive() or makeJama().

Author:

apete

Method Summary

boolean	compute(Access2D<?> aStore)
boolean	equals(MatrixDecomposition<N> aDecomp, NumberContext aCntxt)
boolean	equals(MatrixStore<N> aStore, NumberContext aCntxt)
boolean	equals(Object someObj)
MatrixStore<N>	getInverse() The output must be a "right inverse" and a "generalised inverse".
MatrixStore<N>	getInverse(DecompositionStore<N> preallocated) Implementiong this method is optional.
MatrixStore<N>	getQ()
MatrixStore<N>	getR()
int	getRank()
boolean	isAspectRatioNormal()
boolean	isComputed()
boolean	isFullColumnRank() The QR decompostion always exists, even if the matrix does not have full column rank, so the compute method will never fail.
boolean	isFullSize()
boolean	isSolvable()
static <N extends Number> QR<N>	make(Access2D<N> aTypical)
static QR<BigDecimal>	makeBig()
static QR<ComplexNumber>	makeComplex()
static QR<Double>	makeJama()
static QR<Double>	makePrimitive()
MatrixStore<N>	reconstruct()
void	reset() Delete computed results, and resets attributes to default values
MatrixStore<N>	solve(MatrixStore<N> aRHS) Solve [A]*[X]=[B] by first solving [Q]*[Y]=[B] and then [R]*[X]=[Y].
MatrixStore<N>	solve(MatrixStore<N> aRHS, DecompositionStore<N> preallocated) "preallocated" is used to form the results, but the solution is in the returned MatrixStore.

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

equals, isComputed

Method Detail

make

public static final <N extends Number> QR<N> make(Access2D<N> aTypical)

makeBig

public static final QR<BigDecimal> makeBig()

makeComplex

public static final QR<ComplexNumber> makeComplex()

makeJama

public static final QR<Double> makeJama()

makePrimitive

public static final QR<Double> makePrimitive()

compute

public boolean compute(Access2D<?> aStore)

Specified by:

compute in interface MatrixDecomposition<N extends Number>

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

equals

public boolean equals(MatrixStore<N> aStore,
                      NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

getInverse

public MatrixStore<N> getInverse()

Description copied from interface: MatrixDecomposition

The output must be a "right inverse" and a "generalised inverse".

Specified by:

getInverse in interface MatrixDecomposition<N extends Number>

See Also:

BasicMatrix.invert()

getInverse

public MatrixStore<N> getInverse(DecompositionStore<N> preallocated)

Description copied from interface: MatrixDecomposition

Implementiong this method is optional.

Exactly how a specific implementation makes use of preallocated is not specified by this interface. It must be documented for each implementation.

Should produce the same results as calling MatrixDecomposition.getInverse().

Specified by:

getInverse in interface MatrixDecomposition<N extends Number>

Parameters:

preallocated - Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution.

Returns:

The inverse

getQ

public MatrixStore<N> getQ()

Specified by:

getQ in interface QR<N extends Number>

getR

public MatrixStore<N> getR()

Specified by:

getR in interface QR<N extends Number>

getRank

public int getRank()

Specified by:

getRank in interface QR<N extends Number>

isFullColumnRank

public boolean isFullColumnRank()

Description copied from interface: QR

The QR decompostion always exists, even if the matrix does not have full column rank, so the compute method will never fail. The primary use of the QR decomposition is in the least squares solution of overdetermined systems of simultaneous linear equations. This will fail if the matrix does not have full column rank. The rank must be equal to the number of columns.

Specified by:

isFullColumnRank in interface QR<N extends Number>

See Also:

QR.isFullColumnRank()

isFullSize

public final boolean isFullSize()

Specified by:

isFullSize in interface MatrixDecomposition<N extends Number>

Returns:

True if the implementation generates a full sized decomposition.

isSolvable

public final boolean isSolvable()

Specified by:

isSolvable in interface MatrixDecomposition<N extends Number>

Returns:

true if it is ok to call MatrixDecomposition.solve(MatrixStore) (computation was successful); false if not

See Also:

MatrixDecomposition.solve(MatrixStore), MatrixDecomposition.isComputed()

reconstruct

public MatrixStore<N> reconstruct()

Specified by:

reconstruct in interface MatrixDecomposition<N extends Number>

reset

public void reset()

Description copied from interface: MatrixDecomposition

Delete computed results, and resets attributes to default values

Specified by:

reset in interface MatrixDecomposition<N extends Number>

solve

public MatrixStore<N> solve(MatrixStore<N> aRHS)

Solve [A]*[X]=[B] by first solving [Q]*[Y]=[B] and then [R]*[X]=[Y]. [X] minimises the 2-norm of [Q]*[R]*[X]-[B].

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aRHS - The right hand side [B]

Returns:

[X]

solve

public MatrixStore<N> solve(MatrixStore<N> aRHS,
                            DecompositionStore<N> preallocated)

"preallocated" is used to form the results, but the solution is in the returned MatrixStore.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aRHS - The Right Hand Side, wont be modfied

preallocated - Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution.

Returns:

The solution

See Also:

MatrixDecomposition.solve(org.ojalgo.matrix.store.MatrixStore, org.ojalgo.matrix.decomposition.DecompositionStore)

equals

public final boolean equals(MatrixDecomposition<N> aDecomp,
                            NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

equals

public boolean equals(Object someObj)

Overrides:

equals in class Object

isAspectRatioNormal

public boolean isAspectRatioNormal()

isComputed

public final boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<N extends Number>

Returns:

true if computation has been attemped; false if not.

See Also:

MatrixDecomposition.compute(Access2D), MatrixDecomposition.isSolvable()