public interface QR<T>
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.

  • Field Details

    • THRESHOLD

      static final int THRESHOLD
      See Also:
    • MATRIX

      static final QR<Matrix> MATRIX
    • MATRIXLARGESINGLETHREADED

      static final QR<Matrix> MATRIXLARGESINGLETHREADED
    • MATRIXLARGEMULTITHREADED

      static final QR<Matrix> MATRIXLARGEMULTITHREADED
    • INSTANCE

      static final QR<Matrix> INSTANCE
    • UJMP

      static final QR<Matrix> UJMP
    • MATRIXSMALLMULTITHREADED

      static final QR<Matrix> MATRIXSMALLMULTITHREADED
    • MATRIXSMALLSINGLETHREADED

      static final QR<Matrix> MATRIXSMALLSINGLETHREADED
  • Method Details

    • calc

      T[] calc(T source)
    • solve

      T solve(T source, T b)