MathTL
 All Classes Functions Variables Typedefs Enumerations
Public Member Functions | Protected Attributes
MathTL::QUDecomposition< C > Class Template Reference

#include <matrix_decomp.h>

List of all members.

Public Member Functions

 QUDecomposition (const Matrix< C > &A)
 default constructor, perform QU decomposition
bool hasFullRank () const
 determine whether A has full rank
void getU (UpperTriangularMatrix< C > &U) const
 return U
void getQ (Matrix< C > &Q) const
 return Q
void solve (const Vector< C > &b, Vector< C > &x) const
void inverse (Matrix< C > &AInv) const

Protected Attributes

Matrix< C >::size_type rowdim_
 m = A.row_dimension(), n = A.column_dimension()
Matrix< C >::size_type coldim_
Matrix< C > QU_
 storage for the decomposition
Vector< C > Udiag_
 storage for diag(U)

Detailed Description

template<class C>
class MathTL::QUDecomposition< C >

QU decomposition, construct unitary Q and "upper triangular" U such that A = QU

References: JAMA Stoer, Numerische Mathematik I

Parameters:
Aarbitrary matrix

Member Function Documentation

template<class C >
void MathTL::QUDecomposition< C >::inverse ( Matrix< C > &  AInv) const

After the QU decomposition, compute the inverse of A.

template<class C >
void MathTL::QUDecomposition< C >::solve ( const Vector< C > &  b,
Vector< C > &  x 
) const

After the QU decomposition, solve the linear system Ax = b, where we assume that b is in the range of A. The vector x will be resized properly


The documentation for this class was generated from the following files:
 All Classes Functions Variables Typedefs Enumerations