no.uib.cipr.matrix

Class QRP

java.lang.Object

no.uib.cipr.matrix.QRP

public class QRP
extends Object

Computes QR decompositions with column pivoting: A*P = Q*R where A(m,n), Q(m,m), and R(m,n), more generally: A*P = [Q1 Q2] * [R11, R12; 0 R22] and R22 elements are negligible.

Constructor Summary

Constructors

Constructor and Description
QRP(int m, int n) Constructs an empty QR decomposition

Method Summary

Modifier and Type	Method and Description
QRP	factor(Matrix A) Executes a QR factorization for the given matrix.
static QRP	factorize(Matrix A) Convenience method to compute a QR decomposition
Matrix	getP() Returns the column pivoting matrix.
int[]	getPVector() Returns the column pivoting vector.
DenseMatrix	getQ() Returns the orthogonal matrix
DenseMatrix	getR() Returns the upper triangular factor
int	getRank() Returns the rank of the factored matrix

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

QRP

public QRP(int m,
           int n)

Constructs an empty QR decomposition

Parameters:

m - the number of rows.

n - the number of columns.

Method Detail

factorize

public static QRP factorize(Matrix A)

Convenience method to compute a QR decomposition

Parameters:

A - the matrix to decompose (not modified)

Returns:

Newly allocated decomposition

factor

public QRP factor(Matrix A)

Executes a QR factorization for the given matrix.

Parameters:

A - the matrix to be factored (not modified)

Returns:

the factorization object

getR

public DenseMatrix getR()

Returns the upper triangular factor

getQ

public DenseMatrix getQ()

Returns the orthogonal matrix

getPVector

public int[] getPVector()

Returns the column pivoting vector. This function is cheaper than getP().

getP

public Matrix getP()

Returns the column pivoting matrix. This function allocates a new Matrix to be returned, a more cheap option is tu use getPVector().

getRank

public int getRank()

Returns the rank of the factored matrix