org.drip.quant.linearalgebra

Class QR

java.lang.Object

org.drip.quant.linearalgebra.QR

public class QR
extends java.lang.Object

QR hlds the Results of QR Decomposition - viz., the Q and the R Matrices.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
QR(double[][] aadblQ, double[][] aadblR) QR Constructor

Method Summary

Modifier and Type	Method and Description
double[][]	q() Retrieve Q
double[][]	r() Retrieve R

Methods inherited from class java.lang.Object

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

Constructor Detail

QR

public QR(double[][] aadblQ,
          double[][] aadblR)
   throws java.lang.Exception

QR Constructor

Parameters:

aadblQ - Q

aadblR - R

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

q

public double[][] q()

Retrieve Q

Returns:

Q

r

public double[][] r()

Retrieve R

Returns:

R