QR

java.lang.Object

org.drip.numerical.linearalgebra.QR

public class QR
extends java.lang.Object

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

Module = Computational Core Module
Library = Numerical Analysis Library
Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
Package = Linear Algebra Matrix Transform Library

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