QR Decomposition. For an m-by-n matrix A with m >= n, the QR decomposition is an m-by-n orthogonal matrix Q and an n-by-n upper triangular matrix R so that A = Q*R. The QR decompostion always exists, even if the matrix does not have full rank, so the constructor will never fail. The primary use of the QR decomposition is in the least squares solution of nonsquare systems of simultaneous linear equations. This will fail if IsFullRank() returns false.
For a list of all members of this type, see QRDecomposition Members.
System.Object QRDecomposition
[Visual Basic]
Public Class QRDecomposition
Public Class QRDecomposition
Implements ISerializable
[C#]
public class QRDecomposition : ISerializable
Requirements
Namespace: DotNetMatrix
Assembly: GeneralMatrix (in GeneralMatrix.dll)