public virtual double[,] Solve(double[,] B)
{
if (B.RowCount() != QR.RowCount())
{
throw new ArgumentException("Row dimensions must agree.");
}
if (!IsFullRank)
{
throw new SystemException("Matrix is rank deficient.");
}
// Copy right hand side
int nx = B.ColumnCount();
double[,] X = B.Copy();
// Compute Y = transpose(Q)*B
for (int k = 0; k < QR.ColumnCount(); k++)
{
for (int j = 0; j < nx; j++)
{
double s = 0.0;
for (int i = k; i < QR.RowCount(); i++)
{
s += QR[i, k] * X[i, j];
}
s = (-s) / QR[k, k];
for (int i = k; i < QR.RowCount(); i++)
{
X[i, j] += s * QR[i, k];
}
}
}
// Solve R*X = Y;
for (int k = QR.ColumnCount() - 1; k >= 0; k--)
{
for (int j = 0; j < nx; j++)
{
X[k, j] /= Diagonal[k];
}
for (int i = 0; i < k; i++)
{
for (int j = 0; j < nx; j++)
{
X[i, j] -= X[k, j] * QR[i, k];
}
}
}
return(X.Submatrix(0, QR.ColumnCount() - 1, 0, nx - 1));
}
