Uses of Class
org.drip.numerical.decomposition.QR
Package | Description |
---|---|
org.drip.numerical.linearalgebra |
Linear Algebra Matrix Transform Library
|
org.drip.numerical.matrix |
Implementation of R1 C1 Matrices
|
-
Uses of QR in org.drip.numerical.linearalgebra
Methods in org.drip.numerical.linearalgebra that return QR Modifier and Type Method Description static QR
R1MatrixUtil. QRDecomposition(double[][] a)
Perform a QR Decomposition on the Input Matrixstatic QR
R1MatrixUtil. RQDecomposition(double[][] a)
Perform a RQ Decomposition on the Input Matrix -
Uses of QR in org.drip.numerical.matrix
Methods in org.drip.numerical.matrix that return QR Modifier and Type Method Description QR
R1Square. qrDecomposition()
Generate the QR Decomposition of the Square MatrixQR
R1Square. rqDecomposition()
Generate the RQ Decomposition of the Square Matrix