java.lang.Object
org.drip.numerical.decomposition.QR

public class QR
extends java.lang.Object
QR holds the Results of QR Decomposition - viz., the Q and the R Matrices.



Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    QR​(double[][] aadblQ, double[][] aadblR)
    QR Constructor
  • Method Summary

    Modifier and Type Method 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 Details

    • 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 Details

    • q

      public double[][] q()
      Retrieve Q
      Returns:
      Q
    • r

      public double[][] r()
      Retrieve R
      Returns:
      R