Fac_LQ

scalation.mathstat.Fac_LQ
class Fac_LQ(aa: MatrixD) extends Factorization

The Fac_LQ class provides methods to factor an 'm-by-n' matrix 'aa' into the product of two matrices, when m < n. 'l' - an 'm-by-m' left lower triangular matrix 'q' - an 'm-by-n' orthogonal matrix and such that 'aa = l * q'. Note, orthogonal means that 'q.t * q = I'.

Value parameters

aa

the matrix to be factored into l and q

Attributes

See also

Fac-QR

Graph
Supertypes
class Object
trait Matchable
class Any

Members list

Value members

Concrete methods

def factor(): Fac_LQ

Factor matrix 'art' into the product of two matrices, 'art = qt * rt'. Then compute 'r' and 'q'.

Factor matrix 'art' into the product of two matrices, 'art = qt * rt'. Then compute 'r' and 'q'.

Attributes

See also

Return the two factored matrices.

Return the two factored matrices.

Attributes

Efficient calculation of inverse matrix a^-1 from existing factorization. a * a^-1 = I

Efficient calculation of inverse matrix a^-1 from existing factorization. a * a^-1 = I

Attributes

def solve(b: VectorD): VectorD

Solve for 'x' in 'aax = b' using the 'LQ' Factorization 'aa = lq' via 'x = q.t * l.inv * b'.

Solve for 'x' in 'aax = b' using the 'LQ' Factorization 'aa = lq' via 'x = q.t * l.inv * b'.

Value parameters

b

the constant vector

Attributes

Inherited methods

def factor1(): MatrixD

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the first matrix.

Attributes

Inherited from:
Factorization

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t' or a = q * r, returning both the first and second matrices.

Attributes

Inherited from:
Factorization
def factor2(): MatrixD

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

Factor a matrix into the product of two matrices, e.g., 'a = l * l.t', returning only the second matrix.

Attributes

Inherited from:
Factorization
inline def isFactored: Boolean

Return whether the matrix has been factored has aleady been factored.

Return whether the matrix has been factored has aleady been factored.

Attributes

Inherited from:
Factorization
def reset(): Unit

Reset by setting factored to false.

Reset by setting factored to false.

Attributes

Inherited from:
Factorization

Inherited fields

protected var factored: Boolean

Flag indicating whether the matrix has been factored

Flag indicating whether the matrix has been factored

Attributes

Inherited from:
Factorization