Method qrUpdateR

JSAT/src/jsat/linear/DenseMatrix.java:210–229

(int k, int N, DenseMatrix A, double[] vk, double TwoOverBeta, int M)

    }

    private void qrUpdateR(int k, int N, DenseMatrix A, double[] vk, double TwoOverBeta, int M)
    {
        //First run of loop removed, as it will be setting zeros. More accurate to just set them ourselves
        if(k < N)
        {
            qrUpdateRFirstIteration(A, k, vk, TwoOverBeta, M);
        }
        //The rest of the normal look
        for(int j = k+1; j < N; j++)
        {
            double[] A_j = A.matrix[j];
            double y = 0;//y = vk dot A_j
            for(int i = k; i < A.cols(); i++)
                y += vk[i]*A_j[i];
    
            y *= TwoOverBeta;
            for(int i = k; i < M; i++)
                A_j[i] -= y*vk[i];
        }
    }

    private void qrUpdateRFirstIteration(DenseMatrix A, int k, double[] vk, double TwoOverBeta, int M)
    {