/// <summary>
/// Initializes a new instance of the <see cref="UserQR"/> class. This object will compute the
/// QR factorization when the constructor is called and cache it's factorization.
/// </summary>
/// <param name="matrix">The matrix to factor.</param>
/// <param name="method">The QR factorization method to use.</param>
/// <exception cref="ArgumentNullException">If <paramref name="matrix"/> is <c>null</c>.</exception>
public UserQR(Matrix <Complex32> matrix, QRMethod method = QRMethod.Full)
{
if (matrix == null)
{
throw new ArgumentNullException("matrix");
}
if (matrix.RowCount < matrix.ColumnCount)
{
throw Matrix.DimensionsDontMatch <ArgumentException>(matrix);
}
QrMethod = method;
var minmn = Math.Min(matrix.RowCount, matrix.ColumnCount);
var u = new Complex32[minmn][];
if (method == QRMethod.Full)
{
MatrixR = matrix.Clone();
MatrixQ = matrix.CreateMatrix(matrix.RowCount, matrix.RowCount);
for (var i = 0; i < matrix.RowCount; i++)
{
MatrixQ.At(i, i, 1.0f);
}
for (var i = 0; i < minmn; i++)
{
u[i] = GenerateColumn(MatrixR, i, i);
ComputeQR(u[i], MatrixR, i, matrix.RowCount, i + 1, matrix.ColumnCount,
Control.NumberOfParallelWorkerThreads);
}
for (var i = minmn - 1; i >= 0; i--)
{
ComputeQR(u[i], MatrixQ, i, matrix.RowCount, i, matrix.RowCount,
Control.NumberOfParallelWorkerThreads);
}
}
else
{
MatrixR = matrix.CreateMatrix(matrix.ColumnCount, matrix.ColumnCount);
MatrixQ = matrix.Clone();
for (var i = 0; i < minmn; i++)
{
u[i] = GenerateColumn(MatrixQ, i, i);
ComputeQR(u[i], MatrixQ, i, matrix.RowCount, i + 1, matrix.ColumnCount,
Control.NumberOfParallelWorkerThreads);
}
MatrixR = MatrixQ.SubMatrix(0, matrix.ColumnCount, 0, matrix.ColumnCount);
MatrixQ.Clear();
for (var i = 0; i < matrix.ColumnCount; i++)
{
MatrixQ.At(i, i, 1.0f);
}
for (var i = minmn - 1; i >= 0; i--)
{
ComputeQR(u[i], MatrixQ, i, matrix.RowCount, i, matrix.ColumnCount,
Control.NumberOfParallelWorkerThreads);
}
}
}
