/** * Performs QR decomposition on A * * @param A not modified. */ //@Override public override bool setA(CMatrixRMaj A) { if (A.numRows < A.numCols) { throw new ArgumentException("Can't solve for wide systems. More variables than equations."); } if (A.numRows > maxRows || A.numCols > maxCols) { setMaxSize(A.numRows, A.numCols); } R.reshape(A.numCols, A.numCols); a.reshape(A.numRows, 1); temp.reshape(A.numRows, 1); _setA(A); if (!decomposer.decompose(A)) { return(false); } gammas = decomposer.getGammas(); QR = decomposer.getQR(); decomposer.getR(R, true); return(true); }
/** * <p>Performs an "in-place" conjugate transpose.</p> * * @see #transpose(CMatrixRMaj) * * @param mat The matrix that is to be transposed. Modified. */ public static void transposeConjugate(CMatrixRMaj mat) { if (mat.numCols == mat.numRows) { TransposeAlgs_CDRM.squareConjugate(mat); } else { CMatrixRMaj b = new CMatrixRMaj(mat.numCols, mat.numRows); transposeConjugate(mat, b); mat.reshape(b.numRows, b.numCols); mat.set(b); } }
public override /**/ double quality() { return(SpecializedOps_CDRM.qualityTriangular(R)); } /** * Solves for X using the QR decomposition. * * @param B A matrix that is n by m. Not modified. * @param X An n by m matrix where the solution is written to. Modified. */ //@Override public override void solve(CMatrixRMaj B, CMatrixRMaj X) { if (X.numRows != numCols) { throw new ArgumentException("Unexpected dimensions for X"); } else if (B.numRows != numRows || B.numCols != X.numCols) { throw new ArgumentException("Unexpected dimensions for B"); } int BnumCols = B.numCols; Y.reshape(numRows, 1); Z.reshape(numRows, 1); // solve each column one by one for (int colB = 0; colB < BnumCols; colB++) { // make a copy of this column in the vector for (int i = 0; i < numRows; i++) { int indexB = B.getIndex(i, colB); Y.data[i * 2] = B.data[indexB]; Y.data[i * 2 + 1] = B.data[indexB + 1]; } // Solve Qa=b // a = Q'b CommonOps_CDRM.mult(Qt, Y, Z); // solve for Rx = b using the standard upper triangular solver TriangularSolver_CDRM.solveU(R.data, Z.data, numCols); // save the results for (int i = 0; i < numCols; i++) { X.set(i, colB, Z.data[i * 2], Z.data[i * 2 + 1]); } } }
/** * Performs QR decomposition on A * * @param A not modified. */ //@Override public override bool setA(CMatrixRMaj A) { if (A.numRows > maxRows || A.numCols > maxCols) { setMaxSize(A.numRows, A.numCols); } _setA(A); if (!decomposer.decompose(A)) { return(false); } Q.reshape(numRows, numRows); R.reshape(numRows, numCols); decomposer.getQ(Q, false); decomposer.getR(R, false); CommonOps_CDRM.transposeConjugate(Q, Qt); return(true); }