Method qr

JSAT/src/jsat/linear/DenseMatrix.java:841–891

()

    }
    
    @Override
    public Matrix[] qr()
    {
        int N = cols(), M  = rows();
        Matrix[] qr = new Matrix[2];
        
        DenseMatrix Q = Matrix.eye(M);
        DenseMatrix A;
        if(isSquare())
        {
            mutableTranspose();
            A = this;
        }
        else
            A = (DenseMatrix) this.transpose();
        int to = cols() > rows() ? M : N;
        double[] vk = new double[M];
        for(int k = 0; k < to; k++)
        {
            double[] A_k = A.matrix[k];
            
            double vkNorm = initalVKNormCompute(k, M, vk, A_k);
            double beta = vkNorm;
            
            double vk_k = vk[k] = A_k[k];//force into register, help the JIT!
            vkNorm += vk_k*vk_k;
            vkNorm = sqrt(vkNorm);
            
            
            double alpha = -signum(vk_k) * vkNorm;
            vk_k  -= alpha;
            vk[k] = vk_k;
            beta += vk_k*vk_k;
            
            
            if(beta == 0)
                continue;
            double TwoOverBeta = 2.0/beta;
            qrUpdateQ(Q, k, vk, TwoOverBeta);
            qrUpdateR(k, N, A, vk, TwoOverBeta, M);
        }
        qr[0] = Q;
        if(isSquare())
        {
            A.mutableTranspose();
            qr[1] = A;
        }
        else
            qr[1] = A.transpose();
        return qr;
    }
    
    private class QRRun implements Runnable
    {