QRDecomposition {Microsoft.VisualBasic.Math.LinearAlgebra.Matrix} | .NET clr documentation |
QR Decomposition. For an m-by-n matrix A with m >= n, the QR decomposition is an m-by-n orthogonal matrix Q and an n-by-n upper triangular matrix R so that A = Q*R. The QR decompostion always exists, even if the matrix does not have full rank, so the constructor will never fail. The primary use of the QR decomposition is in the least squares solution of nonsquare systems of simultaneous linear equations. This will fail if IsFullRank() returns false.
# namespace Microsoft.VisualBasic.Math.LinearAlgebra.Matrix
export class QRDecomposition extends Decomposition {
# Is the matrix full rank?
FullRank: boolean;
# Return the Householder vectors
H: GeneralMatrix;
# Generate and return the (economy-sized) orthogonal factor
Q: GeneralMatrix;
# Return the upper triangular factor
R: GeneralMatrix;
}
H
: GeneralMatrixQ
: GeneralMatrixR
: GeneralMatrix