public override bool setA(FMatrixRMaj A)
{
_setA(A);
if (!decomposition.decompose(A))
{
return(false);
}
rank = decomposition.getRank();
R.reshape(numRows, numCols);
decomposition.getR(R, false);
// extract the r11 triangle sub matrix
R11.reshape(rank, rank);
CommonOps_FDRM.extract(R, 0, rank, 0, rank, R11, 0, 0);
if (norm2Solution && rank < numCols)
{
// extract the R12 sub-matrix
W.reshape(rank, numCols - rank);
CommonOps_FDRM.extract(R, 0, rank, rank, numCols, W, 0, 0);
// W=inv(R11)*R12
TriangularSolver_FDRM.solveU(R11.data, 0, R11.numCols, R11.numCols, W.data, 0, W.numCols, W.numCols);
// set the identity matrix in the upper portion
W.reshape(numCols, W.numCols, true);
for (int i = 0; i < numCols - rank; i++)
{
for (int j = 0; j < numCols - rank; j++)
{
if (i == j)
{
W.set(i + rank, j, -1);
}
else
{
W.set(i + rank, j, 0);
}
}
}
}
return(true);
}
public virtual bool decompose(FMatrixRMaj orig)
{
if (!decompQRP.decompose(orig))
{
return(false);
}
m = orig.numRows;
n = orig.numCols;
min = Math.Min(m, n);
B.reshape(min, n, false);
decompQRP.getR(B, true);
// apply the column pivots.
// TODO this is horribly inefficient
FMatrixRMaj result = new FMatrixRMaj(min, n);
FMatrixRMaj P = decompQRP.getColPivotMatrix(null);
CommonOps_FDRM.multTransB(B, P, result);
B.set(result);
return(decompBi.decompose(B));
}