Class QrDecomposition

constructor

• new QrDecomposition(value): QrDecomposition

• Parameters

  • value: MaybeMatrix

  Returns QrDecomposition

Readonly orthogonalMatrix

Readonly upperTriangularMatrix

isFullRank

• isFullRank(): boolean

• Returns boolean

solve

• solve(value): Matrix

• Solve a problem of least square (Ax=b) by using the QR decomposition. Useful when A is rectangular, but not working when A is singular. Example : We search to approximate x, with A matrix shape m*n, x vector size n, b vector size m (m > n). We will use : var qr = QrDecomposition(A); var x = qr.solve(b);

  Parameters

  • value: Matrix

    Matrix 1D which is the vector b (in the equation Ax = b).

  Returns Matrix

  • The vector x.