Fac_QR_RR

scalation.mathstat.Fac_QR_RR
class Fac_QR_RR(aa: MatrixD, needQ: Boolean) extends Fac_QR, Pivoting

The Fac_QR_RR class provides methods to factor an 'm-by-n' matrix 'a' into the product of two matrices: 'q' - an 'm-by-n' orthogonal matrix and 'r' - an 'n-by-n' right upper triangular matrix such that 'a = q * r'. It uses uses Householder orthogonalization.

Value parameters

aa

the matrix to be factor into q and r

needQ

flag indicating whether a full q matrix is needed

Attributes

See also
Graph
Supertypes
trait Pivoting
class Fac_QR
class Object
trait Matchable
class Any
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Members list

Value members

Concrete methods

override def factor(): Fac_QR_RR

Perform QR Factorization and result in a single matrix which contains Householder vectors of each columns in lower triangular of 'aa' matrix. This Rank Revealing algorithm uses Householder orthogonalization and pivoting.

Perform QR Factorization and result in a single matrix which contains Householder vectors of each columns in lower triangular of 'aa' matrix. This Rank Revealing algorithm uses Householder orthogonalization and pivoting.

Attributes

See also

5.1 and 5.2 in Matrix Computations

QRDecomposition.java in Jama

Definition Classes
def piv: VectorI

Return the pivot vector.

Return the pivot vector.

Attributes

def rank: Int

Return the rank (number of independent columns) in matrix 'aa'.

Return the rank (number of independent columns) in matrix 'aa'.

Attributes

Inherited methods

def computeQ(): Unit

Compute the full q orthogonal matrix based on updated values in at.

Compute the full q orthogonal matrix based on updated values in at.

Attributes

Inherited from:
Fac_QR
def factor1(): MatrixD

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

Attributes

Inherited from:
Factorization

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

Attributes

Inherited from:
Factorization
def factor2(): MatrixD

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

Attributes

Inherited from:
Factorization

Return both the orthogonal q matrix and the right upper triangular r matrix.

Return both the orthogonal q matrix and the right upper triangular r matrix.

Attributes

Inherited from:
Fac_QR

Efficient calculation of inverse matrix a^-1 from existing factorization. a * a^-1 = I

Efficient calculation of inverse matrix a^-1 from existing factorization. a * a^-1 = I

Attributes

Inherited from:
Fac_QR
inline def isFactored: Boolean

Return whether the matrix has been factored has aleady been factored.

Return whether the matrix has been factored has aleady been factored.

Attributes

Inherited from:
Factorization
def nullspace(rank: Int): MatrixD

Compute the nullspace of matrix a: { x | ax = 0 } using QR Factorization qr*x = 0. Gives a basis of dimension n - rank for the nullspace Caveat: requires dim >= dim2

Compute the nullspace of matrix a: { x | ax = 0 } using QR Factorization qr*x = 0. Gives a basis of dimension n - rank for the nullspace Caveat: requires dim >= dim2

Value parameters

rank

the rank of the matrix (number of linearly independent column vectors)

Attributes

Inherited from:
Fac_QR

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

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

Value parameters

x

a vector with the correct dimension

Attributes

Inherited from:
Fac_QR

Reorder the columns of matrix a according to the pivot vector piv.

Reorder the columns of matrix a according to the pivot vector piv.

Value parameters

a

the matrix to reorder

piv

the vector indicating the column swaps that occurred during pivoting

Attributes

Inherited from:
Pivoting

Reorder the rows of matrix a according to the pivot vector piv.

Reorder the rows of matrix a according to the pivot vector piv.

Value parameters

a

the matrix to reorder

piv

the vector indicating the row swaps that occurred during pivoting

Attributes

Inherited from:
Pivoting
def reset(): Unit

Reset by setting factored to false.

Reset by setting factored to false.

Attributes

Inherited from:
Factorization
def solve(b: VectorD): VectorD

Solve for x in aax = b using the QR Factorization aa = qr via r*x = q.t * b without actually calculating the q matrix. Note /~ is the back substitution operator (\ in MatLab).

Solve for x in aax = b using the QR Factorization aa = qr via r*x = q.t * b without actually calculating the q matrix. Note /~ is the back substitution operator (\ in MatLab).

Value parameters

b

the constant vector

Attributes

Inherited from:
Fac_QR

Inherited fields

protected var factored: Boolean

Flag indicating whether the matrix has been factored

Flag indicating whether the matrix has been factored

Attributes

Inherited from:
Factorization