com.opengamma.strata.math.impl.linearalgebra

Class QRDecompositionCommonsResult

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.QRDecompositionCommonsResult

All Implemented Interfaces:

QRDecompositionResult, DecompositionResult

public class QRDecompositionCommonsResult
extends Object
implements QRDecompositionResult

Wrapper for results of the Commons implementation of QR Decomposition (QRDecompositionCommons).

Constructor Summary

Constructors

Constructor and Description
QRDecompositionCommonsResult(org.apache.commons.math3.linear.QRDecomposition qr) Creates an instance.

Method Summary

Modifier and Type	Method and Description
DoubleMatrix	getQ() Returns the matrix $\mathbf{Q}$ of the decomposition.
DoubleMatrix	getQT() Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.
DoubleMatrix	getR() Returns the matrix $\mathbf{R}$ of the decomposition.
double[]	solve(double[] b) Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleArray	solve(DoubleArray b) Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleMatrix	solve(DoubleMatrix b) Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

QRDecompositionCommonsResult

public QRDecompositionCommonsResult(org.apache.commons.math3.linear.QRDecomposition qr)

Creates an instance.

Parameters:

qr - The result of the QR decomposition, not null

Method Detail

getQ

public DoubleMatrix getQ()

Returns the matrix $\mathbf{Q}$ of the decomposition.

$\mathbf{Q}$ is an orthogonal matrix.

Specified by:

getQ in interface QRDecompositionResult

Returns:

the $\mathbf{Q}$ matrix

getQT

public DoubleMatrix getQT()

Returns the transpose of the matrix $\mathbf{Q}$ of the decomposition.

$\mathbf{Q}$ is an orthogonal matrix.

Specified by:

getQT in interface QRDecompositionResult

Returns:

the $\mathbf{Q}$ matrix

getR

public DoubleMatrix getR()

Returns the matrix $\mathbf{R}$ of the decomposition.

$\mathbf{R}$ is an upper-triangular matrix.

Specified by:

getR in interface QRDecompositionResult

Returns:

the $\mathbf{R}$ matrix

solve

public DoubleArray solve(DoubleArray b)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the vector to calculate with

Returns:

the vector x

solve

public double[] solve(double[] b)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the vector to calculate with

Returns:

the vector x

solve

public DoubleMatrix solve(DoubleMatrix b)

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the matrix to calculate with

Returns:

the matrix x