Package org.drip.sample.matrix
Class QRDecomposition
java.lang.Object
org.drip.sample.matrix.QRDecomposition
public class QRDecomposition
extends java.lang.Object
QRDecomposition demonstrates the technique to perform a QR Decomposition of the Input Square Matrix
into an Orthogonal and an Upper Triangular Counterparts.
- Module = Computational Core Module
- Library = Numerical Analysis Library
- Project = DROP API Construction and Usage
- Package = Cholesky Factorization, PCA, and Eigenization
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description QRDecomposition()
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Method Summary
Modifier and Type Method Description static void
main(java.lang.String[] astrArgs)
Entry PointMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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QRDecomposition
public QRDecomposition()
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Method Details
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main
public static final void main(java.lang.String[] astrArgs) throws java.lang.ExceptionEntry Point- Parameters:
astrArgs
- Command Line Argument Array- Throws:
java.lang.Exception
- Thrown on Error/Exception Situation
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