public class GramSchmidt extends Object implements QRDecomposition
Householder reflection,
the result for the orthogonal complement may differ because the kernel basis is not unique.| Constructor and Description |
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GramSchmidt(Matrix A)
Run the Gram-Schmidt process to orthogonalize a matrix.
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GramSchmidt(Matrix A,
boolean pad0Cols,
double epsilon)
Run the Gram-Schmidt process to orthogonalize a matrix.
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| Modifier and Type | Method and Description |
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PermutationMatrix |
P()
Get P, the pivoting matrix in the QR decomposition.
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Matrix |
Q()
Get the orthogonal Q matrix in the QR decomposition, A = QR.
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UpperTriangularMatrix |
R()
Get the upper triangular matrix R in the QR decomposition, A = QR.
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int |
rank()
Get the numerical rank of A as computed by the QR decomposition.
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Matrix |
squareQ()
Get the square Q matrix.
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Matrix |
tallR()
Get the tall R matrix.
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public GramSchmidt(Matrix A, boolean pad0Cols, double epsilon)
A - a matrixpad0Cols - when a column is linearly dependent on the previous columns, there is no orthogonal vector. We pad the basis with a 0-vector.epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0public GramSchmidt(Matrix A)
A - a matrixpublic Matrix Q()
QRDecompositionQ in interface QRDecompositionpublic UpperTriangularMatrix R()
QRDecompositionR in interface QRDecompositionpublic PermutationMatrix P()
QRDecompositionP in interface QRDecompositionpublic int rank()
QRDecompositionrank in interface QRDecompositionpublic Matrix squareQ()
squareQ in interface QRDecompositionpublic Matrix tallR()
QRDecompositiontallR in interface QRDecompositionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.