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/*
* Copyright (c) 2009-2014, Peter Abeles. All Rights Reserved.
*
* This file is part of Efficient Java Matrix Library (EJML).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ejml.interfaces.decomposition;
import org.ejml.data.Matrix64F;
/**
*
* QR decompositions decompose a rectangular matrix 'A' such that 'A=QR'. Where
* A ∈ ℜ n × m , n ≥ m, Q ∈ ℜ n × n is an orthogonal matrix,
* and R ∈ ℜ n × m is an upper triangular matrix. Some implementations
* of QR decomposition require that A has full rank.
*
*
* Some features of QR decompositions:
*
* - Can decompose rectangular matrices.
* - Numerically stable solutions to least-squares problem, but not as stable as SVD
* - Can incrementally add and remove columns from the decomposed matrix. See {@link org.ejml.alg.dense.linsol.qr.AdjLinearSolverQr}
*
*
*
* Orthogonal matrices have the following properties:
*
* - QQT=I
* - QT=Q-1
*
*
* @see org.ejml.alg.dense.decomposition.qr.QRDecompositionHouseholder_D64
* @see org.ejml.alg.dense.decomposition.qr.QRDecompositionHouseholderColumn_D64
*
* @author Peter Abeles
*/
public interface QRDecomposition
extends DecompositionInterface {
/**
*
* Returns the Q matrix from the decomposition. Should only
* be called after {@link #decompose(org.ejml.data.Matrix64F)} has
* been called.
*
*
*
* If parameter Q is not null, then that matrix is used to store the Q matrix. Otherwise
* a new matrix is created.
*
*
* @param Q If not null then the Q matrix is written to it. Modified.
* @param compact If true an m by n matrix is created, otherwise n by n.
* @return The Q matrix.
*/
public T getQ( T Q, boolean compact);
/**
*
* Returns the R matrix from the decomposition. Should only be
* called after {@link #decompose(org.ejml.data.Matrix64F)} has been.
*
*
* If setZeros is true then an n × m matrix is required and all the elements are set.
* If setZeros is false then the matrix must be at least m × m and only the upper triangular
* elements are set.
*
*
*
* If parameter R is not null, then that matrix is used to store the R matrix. Otherwise
* a new matrix is created.
*
*
* @param R If not null then the R matrix is written to it. Modified.
* @param compact If true only the upper triangular elements are set
* @return The R matrix.
*/
public T getR( T R, boolean compact);
}