org.apache.ignite.ml.math.decompositions

Class QRDecomposition

java.lang.Object

org.apache.ignite.ml.math.decompositions.QRDecomposition

All Implemented Interfaces:

Destroyable

public class QRDecomposition
extends Object
implements Destroyable

For an m x n matrix A with m >= n, the QR decomposition is an m x n orthogonal matrix Q and an n x n upper triangular matrix R so that A = Q*R.

Constructor Summary

Constructors

Constructor and Description
QRDecomposition(Matrix mtx) Constructs a new QR decomposition object computed by Householder reflections.
QRDecomposition(Matrix mtx, double threshold) Constructs a new QR decomposition object computed by Householder reflections.

Method Summary

Modifier and Type	Method and Description
void	destroy() Destroys object if managed outside of JVM.
Matrix	getQ() Gets orthogonal factor Q.
Matrix	getR() Gets triangular factor R.
boolean	hasFullRank() Returns whether the matrix A has full rank.
Matrix	solve(Matrix mtx) Least squares solution of A*X = B; returns X.
Vector	solve(Vector vec) Least squares solution of A*X = B; returns X.
String	toString() Returns a rough string rendition of a QR.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

QRDecomposition

public QRDecomposition(Matrix mtx)

Constructs a new QR decomposition object computed by Householder reflections. Threshold for singularity check used in this case is 0.

Parameters:

mtx - A rectangular matrix.

QRDecomposition

public QRDecomposition(Matrix mtx,
                       double threshold)

Constructs a new QR decomposition object computed by Householder reflections.

Parameters:

mtx - A rectangular matrix.

threshold - Value used for detecting singularity of R matrix in decomposition.

Method Detail

destroy

public void destroy()

Destroys object if managed outside of JVM. It's a no-op in all other cases.

Specified by:

destroy in interface Destroyable

getQ

public Matrix getQ()

Gets orthogonal factor Q.

getR

public Matrix getR()

Gets triangular factor R.

hasFullRank

public boolean hasFullRank()

Returns whether the matrix A has full rank.

Returns:

true if R, and hence A , has full rank.

solve

public Matrix solve(Matrix mtx)

Least squares solution of A*X = B; returns X.

Parameters:

mtx - A matrix with as many rows as A and any number of cols.

Returns:

X< that minimizes the two norm of Q*R*X - B.

Throws:

IllegalArgumentException - if B.rows() != A.rows().

solve

public Vector solve(Vector vec)

Least squares solution of A*X = B; returns X.

Parameters:

vec - A vector with as many rows as A.

Returns:

X< that minimizes the two norm of Q*R*X - B.

Throws:

IllegalArgumentException - if B.rows() != A.rows().

toString

public String toString()

Returns a rough string rendition of a QR.

Overrides:

toString in class Object