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IQrDecomposition Interface

QR decomposition for a rectangular matrix.

Namespace: Altaxo.Calc.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public interface IQrDecomposition

The IQrDecomposition type exposes the following members.

Properties
 NameDescription
Public propertyIsFullRankShows if the matrix A is of full rank.
Public propertyOrthogonalFactorReturns the orthogonal factor Q.
Public propertyUpperTriangularFactorReturns the upper triangular factor R.
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Methods
 NameDescription
Public methodSolveLeast squares solution of A * X = B
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Remarks
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 .
See Also