JAMA
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Class: QRDecomposition

Source Location: /PHPExcel/Shared/JAMA/QRDecomposition.php

Class Overview




Author(s):

  • Paul Meagher

Version:

  • 1.1

Variables

Methods



Class Details

[line 19]


Tags:

author:  Paul Meagher
version:  1.1
license:  PHP


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Class Variables

$m =

[line 30]

Row dimension.

Row dimension.



Type:   integer


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$n =

[line 36]

Column dimension.

Column dimension.



Type:   integer


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$QR = array()

[line 24]

Array for internal storage of decomposition.

Array for internal storage of decomposition.



Type:   array


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$Rdiag = array()

[line 42]

Array for internal storage of diagonal of R.

Array for internal storage of diagonal of R.



Type:   array


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Class Methods


constructor QRDecomposition [line 49]

Structure QRDecomposition( matrix $A)

QR Decomposition computed by Householder reflections.

QR Decomposition computed by Householder reflections.




Tags:

return:  to access R and the Householder vectors and compute Q.


Parameters:

matrix   $A   Rectangular matrix

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method getH [line 99]

Matrix getH( )

Return the Householder vectors

Return the Householder vectors




Tags:

return:  Lower trapezoidal matrix whose columns define the reflections


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method getQ [line 133]

Matrix getQ( )

Generate and return the (economy-sized) orthogonal factor

Generate and return the (economy-sized) orthogonal factor




Tags:

return:  orthogonal factor


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method getR [line 115]

Matrix getR( )

Return the upper triangular factor

Return the upper triangular factor




Tags:

return:  upper triangular factor


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method isFullRank [line 88]

boolean isFullRank( )

Is the matrix full rank?

Is the matrix full rank?




Tags:

return:  true if R, and hence A, has full rank, else false.


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method solve [line 163]

Matrix solve( Matrix $B)

Least squares solution of A*X = B

Least squares solution of A*X = B




Tags:

return:  Matrix that minimizes the two norm of Q*R*X-B.


Parameters:

Matrix   $B   A Matrix with as many rows as A and any number of columns.

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Documentation generated on Mon, 05 Jan 2009 20:38:24 +0100 by phpDocumentor 1.4.1