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Extreme Optimization Mathematics Library for .NET

QRDecomposition Class

Represents the QR decomposition of a Matrix.

For a list of all members of this type, see QRDecomposition Members.

System.Object
   LinearTransformation
      Decomposition
         QRDecomposition

[Visual Basic]
NotInheritable Public Class QRDecomposition
Inherits Decomposition
Implements ILeastSquaresSolver
[C#]
public sealed class QRDecomposition : Decomposition, ILeastSquaresSolver

Remarks

The QR decomposition of a matrix A rewrites the matrix in the form A= QR, where Q is an orthogonal matrix, and R is an upper-triangular matrix.

QRDecomposition can operate in two modes. In overwrite mode, the original matrix is overwritten by the decomposition. In preserve mode, the original matrix is preserved, and a new matrix is created to hold the decomposition. You can set the mode through the Overwrite property.

QRDecomposition inherits from LinearTransformation. This means you can use it to solve systems of linear equations. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve method. You can also calculate the determinant, the inverse, and an estimate for the EstimateConditionNumber.

Requirements

Namespace: Extreme.Mathematics.LinearAlgebra

Assembly: Extreme.Mathematics (in Extreme.Mathematics.dll)

See Also

QRDecomposition Members | Extreme.Mathematics.LinearAlgebra Namespace | GeneralMatrix | TriangularMatrix | CholeskyDecomposition | LinearTransformation