Scythe-1.0.3
|
The result of a QR decomposition. More...
#include <scythestat/ide.h>
Public Attributes | |
Matrix | tau |
Matrix | pivot |
Static Public Attributes | |
Matrix | QR |
The result of a QR decomposition.
Objects of this type contain three matrices, QR, tau, and pivot, representing the results of a QR decomposition of a matrix. After decomposition, the upper triangle of QR contains the min(
,
) by
upper trapezoidal matrix
, while tau and the elements of QR below the diagonal represent the orthogonal matrix
as a product of min(
,
) elementary reflectors. The vector pivot is a permutation vector containing information about the pivoting strategy used in the factorization.
QR is , tau is a vector of dimension min(
,
), and pivot is a vector of dimension
.