// // 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; namespace IStation.Numerics.LinearAlgebra.Factorization { /// /// The type of QR factorization go perform. /// public enum QRMethod { /// /// Compute the full QR factorization of a matrix. /// Full = 0, /// /// Compute the thin QR factorization of a matrix. /// Thin = 1 } /// /// 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. /// /// Supported data types are double, single, , and . public abstract class QR : ISolver where T : struct, IEquatable, IFormattable { readonly Lazy> _lazyR; protected readonly Matrix FullR; protected readonly QRMethod Method; protected QR(Matrix q, Matrix rFull, QRMethod method) { Q = q; FullR = rFull; Method = method; _lazyR = new Lazy>(FullR.UpperTriangle); } /// /// Gets or sets orthogonal Q matrix /// public Matrix Q { get; } /// /// Gets the upper triangular factor R. /// public Matrix R => _lazyR.Value; /// /// Gets the absolute determinant value of the matrix for which the QR matrix was computed. /// public abstract T Determinant { get; } /// /// Gets a value indicating whether the matrix is full rank or not. /// /// true if the matrix is full rank; otherwise false. public abstract bool IsFullRank { get; } /// /// Solves a system of linear equations, AX = B, with A QR factorized. /// /// The right hand side , B. /// The left hand side , X. public virtual Matrix Solve(Matrix input) { var x = Matrix.Build.SameAs(input, FullR.ColumnCount, input.ColumnCount, fullyMutable: true); Solve(input, x); return x; } /// /// Solves a system of linear equations, AX = B, with A QR factorized. /// /// The right hand side , B. /// The left hand side , X. public abstract void Solve(Matrix input, Matrix result); /// /// Solves a system of linear equations, Ax = b, with A QR factorized. /// /// The right hand side vector, b. /// The left hand side , x. public virtual Vector Solve(Vector input) { var x = Vector.Build.SameAs(input, FullR.ColumnCount); Solve(input, x); return x; } /// /// Solves a system of linear equations, Ax = b, with A QR factorized. /// /// The right hand side vector, b. /// The left hand side , x. public abstract void Solve(Vector input, Vector result); } }