QR Class

Implements a QR factorization of general rectangular real matrix with or without column pivoting.

Inheritance Hierarchy

SystemObject
FinMath.LinearAlgebra.FactorizationsQR

Namespace: FinMath.LinearAlgebra.Factorizations
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

[SerializableAttribute]
public class QR : ISolver

The QR type exposes the following members.

Constructors

	Name	Description
	QR(Boolean)	Initializes a new instance of the QR factorization with optional column pivoting.
	QR(Matrix)	Initializes a new instance of the QR factorization of the given matrix.
	QR(Matrix, Boolean)	Initializes a new instance of the QR factorization of the given matrix with optional column pivoting.

Methods

	Name	Description
	ColumnPermutation	Computes the permutation of columns applied to matrix A.
	EconomicQ	Computes the economy-size matrix Q.
	EconomicR	Computes the economy-size matrix R.
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	InverseColumnPermutation	Computes the inverse of permutation of columns applied to matrix A.
	IsFullRank	Checks whether the matrix has rull rank.
	P	Computes the permutation matrix.
	Q	Computes the unitary matrix Q.
	R	Computes the upper triangular matrix R.
	Solve(Matrix)	Solves a system of linear equations, AX = B.
	Solve(Vector)	Solves a system of linear equations, Ax = b
	Solve(Matrix, Matrix)	Solves a system of linear equations, AX = B.
	Solve(Vector, Vector)	Solves a system of linear equations, Ax = b.
	ToString	Returns a string that represents the current object. (Inherited from Object.)
	Update	Computes the QR factorization of given matrix.