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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);
}
}