Package org.ejml.dense.row.decomposition.qr

Class QRDecompositionHouseholderTran_DDRM

java.lang.Object
org.ejml.dense.row.decomposition.qr.QRDecompositionHouseholderTran_DDRM
All Implemented Interfaces:
org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>, org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj>
public class QRDecompositionHouseholderTran_DDRM
extends java.lang.Object
implements org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj>

Householder QR decomposition is rich in operations along the columns of the matrix. This can be taken advantage of by solving for the Q matrix in a column major format to reduce the number of CPU cache misses and the number of copies that are performed.

See Also:
QRDecompositionHouseholder_DDRM

  • Field Summary

    Fields 
    Modifier and Type Field Description
    protected boolean error  
    protected double gamma  
    protected double[] gammas  
    protected int minLength  
    protected int numCols  
    protected int numRows  
    protected org.ejml.data.DMatrixRMaj QR
    Where the Q and R matrices are stored.
    protected double tau  
    protected double[] v  

  • Constructor Summary

    Constructors 
    Constructor Description
    QRDecompositionHouseholderTran_DDRM()  

  • Method Summary

    Modifier and Type Method Description
    void applyQ​(org.ejml.data.DMatrixRMaj A)
    A = Q*A
    void applyTranQ​(org.ejml.data.DMatrixRMaj A)
    A = QT*A
    boolean decompose​(org.ejml.data.DMatrixRMaj A)
    To decompose the matrix 'A' it must have full rank.
    double[] getGammas()  
    org.ejml.data.DMatrixRMaj getQ​(@Nullable org.ejml.data.DMatrixRMaj Q, boolean compact)
    Computes the Q matrix from the information stored in the QR matrix.
    org.ejml.data.DMatrixRMaj getQR()
    Inner matrix that stores the decomposition
    org.ejml.data.DMatrixRMaj getR​(@Nullable org.ejml.data.DMatrixRMaj R, boolean compact)
    Returns an upper triangular matrix which is the R in the QR decomposition.
    protected void householder​(int j)
    Computes the householder vector "u" for the first column of submatrix j.
    boolean inputModified()  
    void setExpectedMaxSize​(int numRows, int numCols)  
    protected void updateA​(int w)
    Takes the results from the householder computation and updates the 'A' matrix.

    A = (I - γ*u*uT)A

    Methods inherited from class java.lang.Object

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

  • Field Details

    • QR

      protected org.ejml.data.DMatrixRMaj QR
      Where the Q and R matrices are stored. For speed reasons this is transposed

    • v

      protected double[] v

    • numCols

      protected int numCols

    • numRows

      protected int numRows

    • minLength

      protected int minLength

    • gammas

      protected double[] gammas

    • gamma

      protected double gamma

    • tau

      protected double tau

    • error

      protected boolean error

  • Constructor Details

  • Method Details

    • setExpectedMaxSize

      public void setExpectedMaxSize​(int numRows, int numCols)

    • getQR

      public org.ejml.data.DMatrixRMaj getQR()
      Inner matrix that stores the decomposition

    • getQ

      public org.ejml.data.DMatrixRMaj getQ​(@Nullable @Nullable org.ejml.data.DMatrixRMaj Q, boolean compact)
      Computes the Q matrix from the information stored in the QR matrix. This operation requires about 4(m2n-mn2+n3/3) flops.
      Specified by:
      getQ in interface org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj>
      Parameters:
      Q - The orthogonal Q matrix.

    • applyQ

      public void applyQ​(org.ejml.data.DMatrixRMaj A)
      A = Q*A
      Parameters:
      A - Matrix that is being multiplied by Q. Is modified.

    • applyTranQ

      public void applyTranQ​(org.ejml.data.DMatrixRMaj A)
      A = QT*A
      Parameters:
      A - Matrix that is being multiplied by QT. Is modified.

    • getR

      public org.ejml.data.DMatrixRMaj getR​(@Nullable @Nullable org.ejml.data.DMatrixRMaj R, boolean compact)
      Returns an upper triangular matrix which is the R in the QR decomposition.
      Specified by:
      getR in interface org.ejml.interfaces.decomposition.QRDecomposition<org.ejml.data.DMatrixRMaj>
      Parameters:
      R - An upper triangular matrix.

    • decompose

      public boolean decompose​(org.ejml.data.DMatrixRMaj A)

      To decompose the matrix 'A' it must have full rank. 'A' is a 'm' by 'n' matrix. It requires about 2n*m2-2m2/3 flops.

      The matrix provided here can be of different dimension than the one specified in the constructor. It just has to be smaller than or equal to it.

      Specified by:
      decompose in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>

    • inputModified

      public boolean inputModified()
      Specified by:
      inputModified in interface org.ejml.interfaces.decomposition.DecompositionInterface<org.ejml.data.DMatrixRMaj>

    • householder

      protected void householder​(int j)

      Computes the householder vector "u" for the first column of submatrix j. Note this is a specialized householder for this problem. There is some protection against overflow and underflow.

      Q = I - γuuT

      This function finds the values of 'u' and 'γ'.

      Parameters:
      j - Which submatrix to work off of.

    • updateA

      protected void updateA​(int w)

      Takes the results from the householder computation and updates the 'A' matrix.

      A = (I - γ*u*uT)A

      Parameters:
      w - The submatrix.

    • getGammas

      public double[] getGammas()