\PHPExcel_Shared_JAMA_QRDecomposition

Summary

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

Constants

MATRIX_RANK_EXCEPTION

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

Properties

$QR

$QR : 

Array for internal storage of decomposition.

@var array

Type

$m

$m : 

Row dimension.

@var integer

Type

$n

$n : 

Column dimension.

@var integer

Type

$Rdiag

$Rdiag : 

Array for internal storage of diagonal of R.

@var array

Type

Methods

__construct()

__construct(  $A) : \Structure

QR Decomposition computed by Householder reflections.

@param matrix $A Rectangular matrix

Parameters

$A

Returns

\Structure —

to access R and the Householder vectors and compute Q.

isFullRank()

isFullRank() 

Is the matrix full rank?

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

getH()

getH() 

Return the Householder vectors

@return Matrix Lower trapezoidal matrix whose columns define the reflections

getR()

getR() 

Return the upper triangular factor

@return Matrix upper triangular factor

getQ()

getQ() 

Generate and return the (economy-sized) orthogonal factor

@return Matrix orthogonal factor

solve()

solve(  $B) : \Matrix

Least squares solution of A*X = B

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

Parameters

$B

Returns

\Matrix —

Matrix that minimizes the two norm of QRX-B.