#include <jama_qr.h>
Public メソッド | |
QR (const TNT::Array2D< Real > &A) | |
int | isFullRank () const |
TNT::Array2D< Real > | getHouseholder (void) const |
TNT::Array2D< Real > | getR () const |
TNT::Array2D< Real > | getQ () const |
TNT::Array1D< Real > | solve (const TNT::Array1D< Real > &b) const |
TNT::Array2D< Real > | solve (const TNT::Array2D< Real > &B) const |
Private 変数 | |
TNT::Array2D< Real > | QR_ |
int | m |
int | n |
TNT::Array1D< Real > | Rdiag |
The QR decompostion always exists, even if the matrix does not have full rank, so the constructor will never fail. The primary use of the QR decomposition is in the least squares solution of nonsquare systems of simultaneous linear equations. This will fail if isFullRank() returns 0 (false).
The Q and R factors can be retrived via the getQ() and getR() methods. Furthermore, a solve() method is provided to find the least squares solution of Ax=b using the QR factors.
(Adapted from JAMA, a Java Matrix Library, developed by jointly by the Mathworks and NIST; see http://math.nist.gov/javanumerics/jama).
JAMA::QR< Real >::QR | ( | const TNT::Array2D< Real > & | A | ) | [inline] |
Create a QR factorization object for A.
A | rectangular (m>=n) matrix. |
参照先 TNT::Array2D< T >::copy(), TNT::Array2D< T >::dim1(), TNT::Array2D< T >::dim2(), TNT::hypot(), JAMA::QR< Real >::m, JAMA::QR< Real >::n, JAMA::QR< Real >::QR_, と JAMA::QR< Real >::Rdiag.
TNT::Array2D<Real> JAMA::QR< Real >::getHouseholder | ( | void | ) | const [inline] |
Retreive the Householder vectors from QR factorization
参照先 JAMA::QR< Real >::m, JAMA::QR< Real >::n, と JAMA::QR< Real >::QR_.
TNT::Array2D<Real> JAMA::QR< Real >::getQ | ( | ) | const [inline] |
Generate and return the (economy-sized) orthogonal factor
参照先 JAMA::QR< Real >::m, JAMA::QR< Real >::n, と JAMA::QR< Real >::QR_.
TNT::Array2D<Real> JAMA::QR< Real >::getR | ( | ) | const [inline] |
Return the upper triangular factor, R, of the QR factorization
参照先 JAMA::QR< Real >::n, JAMA::QR< Real >::QR_, と JAMA::QR< Real >::Rdiag.
int JAMA::QR< Real >::isFullRank | ( | ) | const [inline] |
Flag to denote the matrix is of full rank.
TNT::Array2D<Real> JAMA::QR< Real >::solve | ( | const TNT::Array2D< Real > & | B | ) | const [inline] |
Least squares solution of A*X = B
B | m x k Array (must conform). |
参照先 TNT::Array2D< T >::copy(), TNT::Array2D< T >::dim1(), TNT::Array2D< T >::dim2(), JAMA::QR< Real >::isFullRank(), JAMA::QR< Real >::m, JAMA::QR< Real >::n, JAMA::QR< Real >::QR_, と JAMA::QR< Real >::Rdiag.
TNT::Array1D<Real> JAMA::QR< Real >::solve | ( | const TNT::Array1D< Real > & | b | ) | const [inline] |
Least squares solution of A*x = b
b | m-length array (vector). |
参照先 TNT::Array1D< T >::copy(), TNT::Array1D< T >::dim1(), JAMA::QR< Real >::isFullRank(), JAMA::QR< Real >::m, JAMA::QR< Real >::n, JAMA::QR< Real >::QR_, と JAMA::QR< Real >::Rdiag.
Row and column dimensions. column dimension. row dimension.
参照元 JAMA::QR< Real >::getHouseholder(), JAMA::QR< Real >::getQ(), JAMA::QR< Real >::QR(), と JAMA::QR< Real >::solve().
TNT::Array2D<Real> JAMA::QR< Real >::QR_ [private] |
Array for internal storage of decomposition. internal array storage.
参照元 JAMA::QR< Real >::getHouseholder(), JAMA::QR< Real >::getQ(), JAMA::QR< Real >::getR(), JAMA::QR< Real >::QR(), と JAMA::QR< Real >::solve().
TNT::Array1D<Real> JAMA::QR< Real >::Rdiag [private] |
Array for internal storage of diagonal of R. diagonal of R.
参照元 JAMA::QR< Real >::getR(), JAMA::QR< Real >::isFullRank(), JAMA::QR< Real >::QR(), と JAMA::QR< Real >::solve().