no.uib.cipr.matrix
Class QRP

java.lang.Object
  extended by no.uib.cipr.matrix.QRP

public class QRP
extends java.lang.Object

Computes QR decompositions with column pivoting: A*P = Q*R where A(m,n), Q(m,m), and R(m,n), more generally: A*P = [Q1 Q2] * [R11, R12; 0 R22] and R22 elements are negligible.


Constructor Summary
QRP(int m, int n)
          Constructs an empty QR decomposition
 
Method Summary
 QRP factor(Matrix A)
          Executes a QR factorization for the given matrix.
static QRP factorize(Matrix A)
          Convenience method to compute a QR decomposition
 Matrix getP()
          Returns the column pivoting matrix.
 int[] getPVector()
          Returns the column pivoting vector.
 DenseMatrix getQ()
          Returns the orthogonal matrix
 DenseMatrix getR()
          Returns the upper triangular factor
 int getRank()
          Returns the rank of the factored matrix
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

QRP

public QRP(int m,
           int n)
Constructs an empty QR decomposition

Parameters:
m - the number of rows.
n - the number of columns.
Method Detail

factorize

public static QRP factorize(Matrix A)
Convenience method to compute a QR decomposition

Parameters:
A - the matrix to decompose (not modified)
Returns:
Newly allocated decomposition

factor

public QRP factor(Matrix A)
Executes a QR factorization for the given matrix.

Parameters:
A - the matrix to be factored (not modified)
Returns:
the factorization object

getR

public DenseMatrix getR()
Returns the upper triangular factor


getQ

public DenseMatrix getQ()
Returns the orthogonal matrix


getPVector

public int[] getPVector()
Returns the column pivoting vector. This function is cheaper than getP().


getP

public Matrix getP()
Returns the column pivoting matrix. This function allocates a new Matrix to be returned, a more cheap option is tu use getPVector().


getRank

public int getRank()
Returns the rank of the factored matrix