// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using IStation.Numerics.LinearAlgebra.Factorization; namespace IStation.Numerics.LinearAlgebra.Double.Factorization { /// /// A class which encapsulates the functionality of the QR decomposition. /// Any real square matrix A (m x n) may be decomposed as A = QR where Q is an orthogonal matrix /// (its columns are orthogonal unit vectors meaning QTQ = I) and R is an upper triangular matrix /// (also called right triangular matrix). /// /// /// The computation of the QR decomposition is done at construction time by Householder transformation. /// If a factorization is performed, the resulting Q matrix is an m x m matrix /// and the R matrix is an m x n matrix. If a factorization is performed, the /// resulting Q matrix is an m x n matrix and the R matrix is an n x n matrix. /// internal abstract class QR : QR { protected QR(Matrix q, Matrix rFull, QRMethod method) : base(q, rFull, method) { } /// /// Gets the absolute determinant value of the matrix for which the QR matrix was computed. /// public override double Determinant { get { if (FullR.RowCount != FullR.ColumnCount) { throw new ArgumentException("Matrix must be square."); } var det = 1.0; for (var i = 0; i < FullR.ColumnCount; i++) { det *= FullR.At(i, i); if (Math.Abs(FullR.At(i, i)).AlmostEqual(0.0)) { return 0; } } return Math.Abs(det); } } /// /// Gets a value indicating whether the matrix is full rank or not. /// /// true if the matrix is full rank; otherwise false. public override bool IsFullRank { get { for (var i = 0; i < FullR.ColumnCount; i++) { if (Math.Abs(FullR.At(i, i)).AlmostEqual(0.0)) { return false; } } return true; } } } }