/// <summary>
/// QR decomposition
/// </summary>
/// <param name="qRType"></param>
/// <returns></returns>
public QRResult QR(QRType qRType = QRType.HouseholderQR)
{
double[] q = new double[Rows * Rows];
double[] r = new double[Rows * Cols];
switch (qRType)
{
case QRType.ColPivHouseholderQR:
double[] p = new double[Cols * Cols];
EigenDenseUtilities.ColPivHouseholderQR(GetValues(), Rows, Cols, q, r, p);
return(new QRResult(new MatrixXD(q, Rows, Rows), new MatrixXD(r, Rows, Cols), new MatrixXD(p, Cols, Cols)));
case QRType.HouseholderQR:
default:
EigenDenseUtilities.HouseholderQR(GetValues(), Rows, Cols, q, r);
break;
}
return(new QRResult(new MatrixXD(q, Rows, Rows), new MatrixXD(r, Rows, Cols)));
}
