private void copyZeros(DSubmatrixD1 subU)
{
int N = Math.Min(A.blockLength, subU.col1 - subU.col0);
for (int i = 0; i < N; i++)
{
// save the zeros
for (int j = 0; j <= i; j++)
{
zerosM.unsafe_set(i, j, subU.get(i, j));
subU.set(i, j, 0);
}
// save the one
if (subU.col0 + i + 1 < subU.original.numCols)
{
zerosM.unsafe_set(i, i + 1, subU.get(i, i + 1));
subU.set(i, i + 1, 1);
}
}
}
/**
* Returns the R matrix.
*/
public DMatrixRMaj getR()
{
DMatrixRMaj R = new DMatrixRMaj(QR.numRows, QR.numCols);
int N = Math.Min(QR.numCols, QR.numRows);
for (int i = 0; i < N; i++)
{
for (int j = i; j < QR.numCols; j++)
{
R.unsafe_set(i, j, QR.unsafe_get(i, j));
}
}
return(R);
}
/**
* Computes the QR decomposition of the provided matrix.
*
* @param A Matrix which is to be decomposed. Not modified.
*/
public void decompose(DMatrixRMaj A)
{
this.QR = (DMatrixRMaj)A.copy();
int N = Math.Min(A.numCols, A.numRows);
gammas = new double[A.numCols];
DMatrixRMaj A_small = new DMatrixRMaj(A.numRows, A.numCols);
DMatrixRMaj A_mod = new DMatrixRMaj(A.numRows, A.numCols);
DMatrixRMaj v = new DMatrixRMaj(A.numRows, 1);
DMatrixRMaj Q_k = new DMatrixRMaj(A.numRows, A.numRows);
for (int i = 0; i < N; i++)
{
// reshape temporary variables
A_small.reshape(QR.numRows - i, QR.numCols - i, false);
A_mod.reshape(A_small.numRows, A_small.numCols, false);
v.reshape(A_small.numRows, 1, false);
Q_k.reshape(v.getNumElements(), v.getNumElements(), false);
// use extract matrix to get the column that is to be zeroed
CommonOps_DDRM.extract(QR, i, QR.numRows, i, i + 1, v, 0, 0);
double max = CommonOps_DDRM.elementMaxAbs(v);
if (max > 0 && v.getNumElements() > 1)
{
// normalize to reduce overflow issues
CommonOps_DDRM.divide(v, max);
// compute the magnitude of the vector
double tau = NormOps_DDRM.normF(v);
if (v.get(0) < 0)
{
tau *= -1.0;
}
double u_0 = v.get(0) + tau;
double gamma = u_0 / tau;
CommonOps_DDRM.divide(v, u_0);
v.set(0, 1.0);
// extract the submatrix of A which is being operated on
CommonOps_DDRM.extract(QR, i, QR.numRows, i, QR.numCols, A_small, 0, 0);
// A = (I - γ*u*u<sup>T</sup>)A
CommonOps_DDRM.setIdentity(Q_k);
CommonOps_DDRM.multAddTransB(-gamma, v, v, Q_k);
CommonOps_DDRM.mult(Q_k, A_small, A_mod);
// save the results
CommonOps_DDRM.insert(A_mod, QR, i, i);
CommonOps_DDRM.insert(v, QR, i, i);
QR.unsafe_set(i, i, -tau * max);
// save gamma for recomputing Q later on
gammas[i] = gamma;
}
}
}
