/** * A = Q<sup>T</sup>*A * * @param A Matrix that is being multiplied by Q<sup>T</sup>. Is modified. */ public void applyTranQ(DMatrixRMaj A) { for (int j = 0; j < minLength; j++) { int diagIndex = j * numRows + j; double before = QR.data[diagIndex]; QR.data[diagIndex] = 1; QrHelperFunctions_DDRM.rank1UpdateMultR(A, QR.data, j * numRows, gammas[j], 0, j, numRows, v); QR.data[diagIndex] = before; } }
/** * Computes the Q matrix from the information stored in the QR matrix. This * operation requires about 4(m<sup>2</sup>n-mn<sup>2</sup>+n<sup>3</sup>/3) flops. * * @param Q The orthogonal Q matrix. */ //@Override public DMatrixRMaj getQ(DMatrixRMaj Q, bool compact) { if (compact) { if (Q == null) { Q = CommonOps_DDRM.identity(numRows, minLength); } else { if (Q.numRows != numRows || Q.numCols != minLength) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } else { if (Q == null) { Q = CommonOps_DDRM.identity(numRows); } else { if (Q.numRows != numRows || Q.numCols != numRows) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } // Unlike applyQ() this takes advantage of zeros in the identity matrix // by not multiplying across all rows. for (int j = minLength - 1; j >= 0; j--) { int diagIndex = j * numRows + j; double before = QR.data[diagIndex]; QR.data[diagIndex] = 1; QrHelperFunctions_DDRM.rank1UpdateMultR(Q, QR.data, j * numRows, gammas[j], j, j, numRows, v); QR.data[diagIndex] = before; } return(Q); }
/** * Computes the Q matrix from the information stored in the QR matrix. This * operation requires about 4(m<sup>2</sup>n-mn<sup>2</sup>+n<sup>3</sup>/3) flops. * * @param Q The orthogonal Q matrix. */ public override DMatrixRMaj getQ(DMatrixRMaj Q, bool compact) { if (compact) { if (Q == null) { Q = CommonOps_DDRM.identity(numRows, minLength); } else { if (Q.numRows != numRows || Q.numCols != minLength) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } else { if (Q == null) { Q = CommonOps_DDRM.identity(numRows); } else { if (Q.numRows != numRows || Q.numCols != numRows) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } for (int j = rank - 1; j >= 0; j--) { double[] u = dataQR[j]; double vv = u[j]; u[j] = 1; QrHelperFunctions_DDRM.rank1UpdateMultR(Q, u, gammas[j], j, j, numRows, v); u[j] = vv; } return(Q); }
/** * Computes the Q matrix from the imformation stored in the QR matrix. This * operation requires about 4(m<sup>2</sup>n-mn<sup>2</sup>+n<sup>3</sup>/3) flops. * * @param Q The orthogonal Q matrix. */ public virtual DMatrixRMaj getQ(DMatrixRMaj Q, bool compact) { if (compact) { if (Q == null) { Q = CommonOps_DDRM.identity(numRows, minLength); } else { if (Q.numRows != numRows || Q.numCols != minLength) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } else { if (Q == null) { Q = CommonOps_DDRM.identity(numRows); } else { if (Q.numRows != numRows || Q.numCols != numRows) { throw new ArgumentException("Unexpected matrix dimension."); } else { CommonOps_DDRM.setIdentity(Q); } } } for (int j = minLength - 1; j >= 0; j--) { u[j] = 1; for (int i = j + 1; i < numRows; i++) { u[i] = QR.get(i, j); } QrHelperFunctions_DDRM.rank1UpdateMultR(Q, u, gammas[j], j, j, numRows, v); } return(Q); }
/** * A = Q*A * * @param A Matrix that is being multiplied by Q. Is modified. */ public void applyQ(DMatrixRMaj A) { if (A.numRows != numRows) { throw new ArgumentException("A must have at least " + numRows + " rows."); } for (int j = minLength - 1; j >= 0; j--) { int diagIndex = j * numRows + j; double before = QR.data[diagIndex]; QR.data[diagIndex] = 1; QrHelperFunctions_DDRM.rank1UpdateMultR(A, QR.data, j * numRows, gammas[j], 0, j, numRows, v); QR.data[diagIndex] = before; } }
/** * Computes the Q matrix from the imformation stored in the QR matrix. This * operation requires about 4(m<sup>2</sup>n-mn<sup>2</sup>+n<sup>3</sup>/3) flops. * * @param Q The orthogonal Q matrix. */ public virtual DMatrixRMaj getQ(DMatrixRMaj Q, bool compact) { if (compact) { Q = UtilDecompositons_DDRM.checkIdentity(Q, numRows, minLength); } else { Q = UtilDecompositons_DDRM.checkIdentity(Q, numRows, numRows); } for (int j = minLength - 1; j >= 0; j--) { double[] u = dataQR[j]; double vv = u[j]; u[j] = 1; QrHelperFunctions_DDRM.rank1UpdateMultR(Q, u, gammas[j], j, j, numRows, v); u[j] = vv; } return(Q); }