scalation.linalgebra

QRDecomp

class QRDecomp extends Error

This class is used to decompose an m by n matrix 'a' into an orthogonal m by n matrix 'q' and an n by n right upper triangular matrix 'r' such that a = q * r. It uses Gram-Schmidt orthogonalization. Note, orthogonal means that * q.t * q = I.

See also

http://en.wikipedia.org/wiki/Gram–Schmidt_process (stabilized Gram–Schmidt orthonormalization)

,

http://www.stat.wisc.edu/~larget/math496/qr.html

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Instance Constructors

  1. new QRDecomp(a: MatrixD)

    a

    the matrix to decompose into q and r

Value Members

  1. final def !=(arg0: AnyRef): Boolean

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  2. final def !=(arg0: Any): Boolean

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  3. final def ##(): Int

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  4. final def ==(arg0: AnyRef): Boolean

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  5. final def ==(arg0: Any): Boolean

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  6. final def asInstanceOf[T0]: T0

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  7. def backSub(r: MatrixD, b: VectorD): VectorD

    Perform backward substitution to solve for x in r*x = b.

    Perform backward substitution to solve for x in r*x = b.

    r

    the upper triangular matrix

    b

    the constant vector

  8. def clone(): AnyRef

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  9. final def eq(arg0: AnyRef): Boolean

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  10. def equals(arg0: Any): Boolean

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  11. def finalize(): Unit

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  12. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

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  13. final def getClass(): java.lang.Class[_]

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  14. def getQ: MatrixD

    Get the orthogonal q matrix.

  15. def getQR: (MatrixD, MatrixD)

    Get bot the orthogonal q matrix and the right upper triangular r matrix.

  16. def getR: MatrixD

    Get the right upper triangular r matrix.

  17. def hashCode(): Int

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  18. final def isInstanceOf[T0]: Boolean

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  19. final def ne(arg0: AnyRef): Boolean

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  20. final def notify(): Unit

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  21. final def notifyAll(): Unit

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  22. def nullspace(rank: Int): MatrixD

    Compute the nullspace of matrix a: { x | a*x = 0 } using QR Decomposition qr*x = 0.

    Compute the nullspace of matrix a: { x | a*x = 0 } using QR Decomposition qr*x = 0. Gives a basis of dimension n - rank for the nullspace

    rank

    the rank of the matrix (number of linearly independent row vectors) FIX: should work, but it does not

  23. def nullspaceV: VectorD

    Compute the nullspace of matrix a: { x | a*x = 0 } using QR Decomposition qr*x = 0.

    Compute the nullspace of matrix a: { x | a*x = 0 } using QR Decomposition qr*x = 0. Gives only one vector in the nullspace.

  24. def solve(b: VectorD): VectorD

    Solve for x in a*x = b using QR Decomposition a = qr via r*x = q.

    Solve for x in a*x = b using QR Decomposition a = qr via r*x = q.t * b.

    b

    the constant vector

  25. final def synchronized[T0](arg0: ⇒ T0): T0

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  26. def toString(): String

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  27. final def wait(): Unit

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  28. final def wait(arg0: Long, arg1: Int): Unit

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  29. final def wait(arg0: Long): Unit

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