Jama.QRDecomposition Class Reference

Inheritance diagram for Jama.QRDecomposition:

Collaboration diagram for Jama.QRDecomposition:

Public Member Functions
	QRDecomposition (Matrix A)
boolean	isFullRank ()
Matrix	getH ()
Matrix	getR ()
Matrix	getQ ()
Matrix	solve (Matrix B)

Detailed Description

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.

Constructor & Destructor Documentation

Jama.QRDecomposition.QRDecomposition

(

Matrix

A

)

QR Decomposition, computed by Householder reflections.

Parameters

A	Rectangular matrix

Returns

Structure to access R and the Householder vectors and compute Q.

Member Function Documentation

Matrix Jama.QRDecomposition.getH

(

)

Return the Householder vectors

Returns

Lower trapezoidal matrix whose columns define the reflections

Matrix Jama.QRDecomposition.getQ

(

)

Generate and return the (economy-sized) orthogonal factor

Returns

Q

Matrix Jama.QRDecomposition.getR

(

)

Return the upper triangular factor

Returns

R

boolean Jama.QRDecomposition.isFullRank

(

)

Is the matrix full rank?

Returns

true if R, and hence A, has full rank.

Here is the caller graph for this function:

Matrix Jama.QRDecomposition.solve

(

Matrix

B

)

Least squares solution of A*X = B

Parameters

B	A Matrix with as many rows as A and any number of columns.

Returns

X that minimizes the two norm of Q*R*X-B.

Exceptions

IllegalArgumentException	Matrix row dimensions must agree.
RuntimeException	Matrix is rank deficient.

Here is the call graph for this function:

---

The documentation for this class was generated from the following file:

• java/Jama/QRDecomposition.java