org.ejml.interfaces.decomposition

Interface QRPDecomposition<T extends Matrix64F>

All Superinterfaces:

DecompositionInterface<T>, QRDecomposition<T>

All Known Implementing Classes:

QRColPivDecompositionHouseholderColumn_D64

public interface QRPDecomposition<T extends Matrix64F>
extends QRDecomposition<T>

Similar to QRDecomposition but it can handle the rank deficient case by performing column pivots during the decomposition. The final decomposition has the following structure:
A*P=Q*R
where A is the original matrix, P is a pivot matrix, Q is an orthogonal matrix, and R is upper triangular.

WARNING: You should always call setSingularThreshold(double) before DecompositionInterface.decompose(org.ejml.data.Matrix64F).

Author:

Peter Abeles

Method Summary

Methods

Modifier and Type	Method and Description
DenseMatrix64F	getPivotMatrix(DenseMatrix64F P) Creates the pivot matrix.
int[]	getPivots() Ordering of each column after pivoting.
int	getRank() Returns the rank as determined by the algorithm.
void	setSingularThreshold(double threshold) Specifies the threshold used to flag a column as being singular.

Methods inherited from interface org.ejml.interfaces.decomposition.QRDecomposition

getQ, getR

Methods inherited from interface org.ejml.interfaces.decomposition.DecompositionInterface

decompose, inputModified

Method Detail

setSingularThreshold

void setSingularThreshold(double threshold)

Specifies the threshold used to flag a column as being singular. The optimal threshold (if one exists) varies by the matrix being processed. A reasonable value would be the maximum absolute value of the matrix's elements multiplied by EPS:
decomposition.setSingularThreshold(CommonOps.elementMaxAbs(A)*UtilEjml.EPS)

Parameters:

threshold - Singular threshold.

getRank

int getRank()

Returns the rank as determined by the algorithm. This is dependent upon a fixed threshold and might not be appropriate for some applications.

Returns:

Matrix's rank

getPivots

int[] getPivots()

Ordering of each column after pivoting. The current column i was original at column pivot[i].

Returns:

Order of columns.

getPivotMatrix

DenseMatrix64F getPivotMatrix(DenseMatrix64F P)

Creates the pivot matrix.

Parameters:

P - Optional storage for pivot matrix. If null a new matrix will be created.

Returns:

The pivot matrix.