Package 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 Details

    • QRP

      public QRP(int m, int n)
      Constructs an empty QR decomposition
      Parameters:
      m - the number of rows.
      n - the number of columns.

  • Method Details

    • 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