Factorization
The Factorization trait is the template for classes implementing various forms of matrix factorization.
Attributes
- Graph
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- Supertypes
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class Objecttrait Matchableclass Any
- Known subtypes
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class Fac_Choleskyclass Fac_Inverseclass Fac_LUclass Fac_QRclass Fac_QR_RRclass Fac_SVDShow all
Members list
Value members
Abstract methods
Factor a matrix into the product of two matrices without returning the two factored matrices. Allows for example skipping the computation of the Q matrix in QR factorization when it is not needed, e.g., for regression. Class implementing the 'factor' method should set 'factored = true'.
Factor a matrix into the product of two matrices without returning the two factored matrices. Allows for example skipping the computation of the Q matrix in QR factorization when it is not needed, e.g., for regression. Class implementing the 'factor' method should set 'factored = true'.
Attributes
Return the two factored matrices.
Return the two factored matrices.
Attributes
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
Solve a system of equations, e,g., 'a * x = b' for 'x', using the factored matrices, by first performing forward substitution and then backward substitution. Must factor before calling 'solve'.
Solve a system of equations, e,g., 'a * x = b' for 'x', using the factored matrices, by first performing forward substitution and then backward substitution. Must factor before calling 'solve'.
Value parameters
- b
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the constant vector
Attributes
Concrete methods
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
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
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
Return whether the matrix has been factored has aleady been factored.
Return whether the matrix has been factored has aleady been factored.
Attributes
Reset by setting factored to false.
Reset by setting factored to false.
Attributes
Concrete fields
Flag indicating whether the matrix has been factored
Flag indicating whether the matrix has been factored