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\PHPExcel_Shared_JAMA_QRDecomposition

Summary

Methods
Properties
Constants
__construct()
isFullRank()
getH()
getR()
getQ()
solve()
No public properties found
MatrixRankException
No protected methods found
No protected properties found
N/A
No private methods found
$QR
$m
$n
$Rdiag
N/A

Constants

MatrixRankException

MatrixRankException = "Can only perform operation on full-rank matrix."

Properties

$QR

$QR : array

Array for internal storage of decomposition.

Type

array —

$m

$m : int

Row dimension.

Type

int —

$n

$n : int

Column dimension.

Type

int —

$Rdiag

$Rdiag : array

Array for internal storage of diagonal of R.

Type

array —

Methods

__construct()

__construct(\matrix  $A) : \Structure

QR Decomposition computed by Householder reflections.

Parameters

\matrix $A

Rectangular matrix

Returns

\Structure —

to access R and the Householder vectors and compute Q.

isFullRank()

isFullRank() : bool

Is the matrix full rank?

Returns

bool —

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

getH()

getH() : \Matrix

Return the Householder vectors

Returns

\Matrix —

Lower trapezoidal matrix whose columns define the reflections

getR()

getR() : \Matrix

Return the upper triangular factor

Returns

\Matrix —

upper triangular factor

getQ()

getQ() : \Matrix

Generate and return the (economy-sized) orthogonal factor

Returns

\Matrix —

orthogonal factor

solve()

solve(\Matrix  $B) : \Matrix

Least squares solution of A*X = B

Parameters

\Matrix $B

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

Returns

\Matrix —

Matrix that minimizes the two norm of QRX-B.