org.apache.commons.math.linear.QRDecomposition Maven / Gradle / Ivy

Show more of this group Show more artifacts with this name
Show all versions of commons-math Show documentation

The Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

The newest version!

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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.apache.commons.math.linear;


/**
 * An interface to classes that implement an algorithm to calculate the
 * QR-decomposition of a real matrix.
 * This interface is based on the class with similar name from the
 * JAMA library, with the
 * following changes:
 * 
 *   a {@link #getQT() getQT} method has been added,
 *   the solve and isFullRank methods have been replaced
 *   by a {@link #getSolver() getSolver} method and the equivalent methods provided by
 *   the returned {@link DecompositionSolver}.
 * 
 *
 * @see MathWorld
 * @see Wikipedia
 * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $
 * @since 1.2
 */
public interface QRDecomposition {

    /**
     * Returns the matrix R of the decomposition.
     * R is an upper-triangular matrix
     * @return the R matrix
     */
    RealMatrix getR();

    /**
     * Returns the matrix Q of the decomposition.
     * Q is an orthogonal matrix
     * @return the Q matrix
     */
    RealMatrix getQ();

    /**
     * Returns the transpose of the matrix Q of the decomposition.
     * Q is an orthogonal matrix
     * @return the Q matrix
     */
    RealMatrix getQT();

    /**
     * Returns the Householder reflector vectors.
     * H is a lower trapezoidal matrix whose columns represent
     * each successive Householder reflector vector. This matrix is used
     * to compute Q.
     * @return a matrix containing the Householder reflector vectors
     */
    RealMatrix getH();

    /**
     * Get a solver for finding the A × X = B solution in least square sense.
     * @return a solver
     */
    DecompositionSolver getSolver();

}