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A fast and easy to use dense matrix linear algebra library written in Java.

There is a newer version: 0.25

/*
 * Copyright (c) 2009-2012, Peter Abeles. All Rights Reserved.
 *
 * This file is part of Efficient Java Matrix Library (EJML).
 *
 * EJML is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as
 * published by the Free Software Foundation, either version 3
 * of the License, or (at your option) any later version.
 *
 * EJML is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with EJML.  If not, see .
 */

package org.ejml.factory;

import org.ejml.data.DenseMatrix64F;
import org.ejml.data.Matrix64F;

/**
 * 
 * Similar to {@link QRDecomposition} but it can handle the rank deficient case by
 * performing column pivots during the decomposition. The final decomposition has the
 * following structure:

 * A*P=Q*R

 * where A is the original matrix, P is a pivot matrix, Q is an orthogonal matrix, and R is
 * upper triangular.
 * 
 *
 * 
 * WARNING: You should always call {@link #setSingularThreshold(double)} before {@link #decompose(org.ejml.data.Matrix64F)}.
 * 
 *
 * @author Peter Abeles
 */
public interface QRPDecomposition 
        extends QRDecomposition
{
    /**
     * 
     * Specifies the threshold used to flag a column as being singular.  The optimal threshold (if one exists)
     * varies by the matrix being processed.  A reasonable value would be the maximum absolute value of the
     * matrix's elements multiplied by EPS:

     * decomposition.setSingularThreshold(CommonOps.elementMaxAbs(A)*UtilEjml.EPS)
     * 
     *
     * @param threshold Singular threshold.
     */
    public void setSingularThreshold( double threshold );

    /**
     * Returns the rank as determined by the algorithm.  This is dependent upon a fixed threshold
     * and might not be appropriate for some applications.
     *
     * @return Matrix's rank
     */
    public int getRank();

    /**
     * Ordering of each column after pivoting.   The current column i was original at column pivot[i].
     *
     * @return Order of columns.
     */
    public int[] getPivots();

    /**
     * Creates the pivot matrix.
     *
     * @param P Optional storage for pivot matrix.  If null a new matrix will be created.
     * @return The pivot matrix.
     */
    public DenseMatrix64F getPivotMatrix( DenseMatrix64F P );
}