/**
* Sanity checks the input or declares a new matrix. Return matrix is an identity matrix.
*/
public static DMatrixRBlock initializeQ(DMatrixRBlock Q,
int numRows, int numCols, int blockLength,
bool compact)
{
int minLength = Math.Min(numRows, numCols);
if (compact)
{
if (Q == null)
{
Q = new DMatrixRBlock(numRows, minLength, blockLength);
MatrixOps_DDRB.setIdentity(Q);
}
else
{
if (Q.numRows != numRows || Q.numCols != minLength)
{
throw new ArgumentException("Unexpected matrix dimension. Found " + Q.numRows + " " +
Q.numCols);
}
else
{
MatrixOps_DDRB.setIdentity(Q);
}
}
}
else
{
if (Q == null)
{
Q = new DMatrixRBlock(numRows, numRows, blockLength);
MatrixOps_DDRB.setIdentity(Q);
}
else
{
if (Q.numRows != numRows || Q.numCols != numRows)
{
throw new ArgumentException("Unexpected matrix dimension. Found " + Q.numRows + " " +
Q.numCols);
}
else
{
MatrixOps_DDRB.setIdentity(Q);
}
}
}
return(Q);
}
public virtual /**/ double quality()
{
return(SpecializedOps_DDRM.qualityTriangular(decomposer.getQR()));
}
public virtual void solve(DMatrixRBlock B, DMatrixRBlock X)
{
if (B.numCols != X.numCols)
{
throw new ArgumentException("Columns of B and X do not match");
}
if (QR.numCols != X.numRows)
{
throw new ArgumentException("Rows in X do not match the columns in A");
}
if (QR.numRows != B.numRows)
{
throw new ArgumentException("Rows in B do not match the rows in A.");
}
if (B.blockLength != QR.blockLength || X.blockLength != QR.blockLength)
{
throw new ArgumentException("All matrices must have the same block length.");
}
// The system being solved for can be described as:
// Q*R*X = B
// First apply householder reflectors to B
// Y = Q^T*B
decomposer.applyQTran(B);
// Second solve for Y using the upper triangle matrix R and the just computed Y
// X = R^-1 * Y
MatrixOps_DDRB.extractAligned(B, X);
// extract a block aligned matrix
int M = Math.Min(QR.numRows, QR.numCols);
TriangularSolver_DDRB.solve(QR.blockLength, true,
new DSubmatrixD1(QR, 0, M, 0, M), new DSubmatrixD1(X), false);
}
/**
* Invert by solving for against an identity matrix.
*
* @param A_inv Where the inverted matrix saved. Modified.
*/
public virtual void invert(DMatrixRBlock A_inv)
{
int M = Math.Min(QR.numRows, QR.numCols);
if (A_inv.numRows != M || A_inv.numCols != M)
{
throw new ArgumentException("A_inv must be square an have dimension " + M);
}
// Solve for A^-1
// Q*R*A^-1 = I
// Apply householder reflectors to the identity matrix
// y = Q^T*I = Q^T
MatrixOps_DDRB.setIdentity(A_inv);
decomposer.applyQTran(A_inv);
// Solve using upper triangular R matrix
// R*A^-1 = y
// A^-1 = R^-1*y
TriangularSolver_DDRB.solve(QR.blockLength, true,
new DSubmatrixD1(QR, 0, M, 0, M), new DSubmatrixD1(A_inv), false);
}