FloatQRDecomp Type

Namespace: Altaxo.Calc.LinearAlgebra
Assembly: AltaxoCore.Redist.dll
Base Type: Algorithm
All Interfaces: IAlgorithm

This class computes the QR factorization of a general m by n FloatMatrix.

Copyright (c) 2003-2004, dnAnalytics Project. All rights reserved. See http://www.dnAnalytics.net for details.

Adopted to Altaxo (c) 2005 Dr. Dirk Lellinger.

Constructors

Constructor Description

FloatQRDecomp(matrix)

Full Usage: FloatQRDecomp(matrix)

Parameters:
    matrix : IROMatrix<float32> - The matrix to factor.

Constructor for QR decomposition class. The constructor performs the factorization and the upper and lower matrices are accessible by the Q and R properties.

matrix : IROMatrix<float32>

The matrix to factor.

ArgumentNullException matrix is null.

Instance members

Instance member Description

this.GetDeterminant

Full Usage: this.GetDeterminant

Returns: float32 the determinant of the matrix.

Calculates the determinant (absolute value) of the matrix.

Returns: float32

the determinant of the matrix.

this.IsFullRank

Full Usage: this.IsFullRank

Returns: bool

Determine whether the matrix is full rank or not

Returns: bool

this.Q

Full Usage: this.Q

Returns: FloatMatrix

Returns the orthogonal Q matrix.

Returns: FloatMatrix

this.R

Full Usage: this.R

Returns: FloatMatrix

Returns the upper triangular factor R.

Returns: FloatMatrix

this.Solve

Full Usage: this.Solve

Parameters:
    B : IROMatrix<float32> - A matrix with as many rows as A and any number of columns.

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

Finds the least squares solution of A*X = B, where m >= n

B : IROMatrix<float32>

A matrix with as many rows as A and any number of columns.

Returns: FloatMatrix

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

ArgumentException Matrix row dimensions must agree.
InvalidOperationException Matrix is rank deficient or m < n.