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Eigen::HouseholderQR

template<typename _MatrixType>
class Eigen::HouseholderQR< _MatrixType >

Householder QR decomposition of a matrix.

Template Parameters
_MatrixType the type of the matrix of which we are computing the QR decomposition

This class performs a QR decomposition of a matrix A into matrices Q and R such that

\[ \mathbf{A} = \mathbf{Q} \, \mathbf{R} \]

by using Householder transformations. Here, Q a unitary matrix and R an upper triangular matrix. The result is stored in a compact way compatible with LAPACK.

Note that no pivoting is performed. This is not a rank-revealing decomposition. If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead.

This Householder QR decomposition is faster, but less numerically stable and less feature-full than FullPivHouseholderQR or ColPivHouseholderQR.

This class supports the inplace decomposition mechanism.

See also
MatrixBase::householderQr()
MatrixType::RealScalar absDeterminant () const
const HCoeffsType & hCoeffs () const
HouseholderSequenceType householderQ () const
HouseholderQR ()
Default Constructor. More...
template<typename InputType >
HouseholderQR (const EigenBase< InputType > &matrix)
Constructs a QR factorization from a given matrix. More...
template<typename InputType >
HouseholderQR (EigenBase< InputType > &matrix)
Constructs a QR factorization from a given matrix. More...
HouseholderQR (Index rows, Index cols)
Default Constructor with memory preallocation. More...
MatrixType::RealScalar logAbsDeterminant () const
const MatrixType & matrixQR () const
template<typename Rhs >
const Solve< HouseholderQR, Rhs > solve (const MatrixBase< Rhs > &b) const
- Public Member Functions inherited from Eigen::SolverBase< HouseholderQR< _MatrixType > >
AdjointReturnType adjoint () const
HouseholderQR< _MatrixType > & derived ()
const HouseholderQR< _MatrixType > & derived () const
const Solve< HouseholderQR< _MatrixType >, Rhs > solve (const MatrixBase< Rhs > &b) const
SolverBase ()
ConstTransposeReturnType transpose () const
- Public Member Functions inherited from Eigen::EigenBase< Derived >
EIGEN_CONSTEXPR Index cols () const EIGEN_NOEXCEPT
Derived & derived ()
const Derived & derived () const
EIGEN_CONSTEXPR Index rows () const EIGEN_NOEXCEPT
EIGEN_CONSTEXPR Index size () const EIGEN_NOEXCEPT
void computeInPlace ()
- Public Types inherited from Eigen::EigenBase< Derived >
typedef Eigen::Index Index
The interface type of indices. More...

HouseholderQR() [1/4]

template<typename _MatrixType >
Eigen::HouseholderQR< _MatrixType >::HouseholderQR ( )
inline

Default Constructor.

The default constructor is useful in cases in which the user intends to perform decompositions via HouseholderQR::compute(const MatrixType&).

HouseholderQR() [2/4]

template<typename _MatrixType >
Eigen::HouseholderQR< _MatrixType >::HouseholderQR ( Index rows,
Index cols
)
inline

Default Constructor with memory preallocation.

Like the default constructor but with preallocation of the internal data according to the specified problem size.

See also
HouseholderQR()

HouseholderQR() [3/4]

template<typename _MatrixType >
template<typename InputType >
Eigen::HouseholderQR< _MatrixType >::HouseholderQR ( const EigenBase< InputType > & matrix )
inlineexplicit

Constructs a QR factorization from a given matrix.

This constructor computes the QR factorization of the matrix matrix by calling the method compute(). It is a short cut for:

HouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
qr.compute(matrix);
See also
compute()

HouseholderQR() [4/4]

template<typename _MatrixType >
template<typename InputType >
Eigen::HouseholderQR< _MatrixType >::HouseholderQR ( EigenBase< InputType > & matrix )
inlineexplicit

Constructs a QR factorization from a given matrix.

This overloaded constructor is provided for inplace decomposition when MatrixType is a Eigen::Ref.

See also
HouseholderQR(const EigenBase&)

absDeterminant()

template<typename MatrixType >
MatrixType::RealScalar Eigen::HouseholderQR< MatrixType >::absDeterminant
Returns
the absolute value of the determinant of the matrix of which *this is the QR decomposition. It has only linear complexity (that is, O(n) where n is the dimension of the square matrix) as the QR decomposition has already been computed.
Note
This is only for square matrices.
Warning
a determinant can be very big or small, so for matrices of large enough dimension, there is a risk of overflow/underflow. One way to work around that is to use logAbsDeterminant() instead.
See also
logAbsDeterminant(), MatrixBase::determinant()

computeInPlace()

template<typename MatrixType >
void Eigen::HouseholderQR< MatrixType >::computeInPlace
protected

Performs the QR factorization of the given matrix matrix. The result of the factorization is stored into *this, and a reference to *this is returned.

See also
class HouseholderQR, HouseholderQR(const MatrixType&)

hCoeffs()

template<typename _MatrixType >
const HCoeffsType& Eigen::HouseholderQR< _MatrixType >::hCoeffs ( ) const
inline
Returns
a const reference to the vector of Householder coefficients used to represent the factor Q.

For advanced uses only.

householderQ()

template<typename _MatrixType >
HouseholderSequenceType Eigen::HouseholderQR< _MatrixType >::householderQ ( void ) const
inline

This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.

The returned expression can directly be used to perform matrix products. It can also be assigned to a dense Matrix object. Here is an example showing how to recover the full or thin matrix Q, as well as how to perform matrix products using operator*:

Example:

MatrixXf A(MatrixXf::Random(5,3)), thinQ(MatrixXf::Identity(5,3)), Q;
A.setRandom();
HouseholderQR<MatrixXf> qr(A);
Q = qr.householderQ();
thinQ = qr.householderQ() * thinQ;
std::cout << "The complete unitary matrix Q is:\n" << Q << "\n\n";
std::cout << "The thin matrix Q is:\n" << thinQ << "\n\n";

Output:

The complete unitary matrix Q is:
  -0.676   0.0793    0.713  -0.0788   -0.147
  -0.221   -0.322    -0.37   -0.366   -0.759
  -0.353   -0.345   -0.214    0.841  -0.0518
   0.582   -0.462    0.555    0.176   -0.329
  -0.174   -0.747 -0.00907   -0.348    0.539

The thin matrix Q is:
  -0.676   0.0793    0.713
  -0.221   -0.322    -0.37
  -0.353   -0.345   -0.214
   0.582   -0.462    0.555
  -0.174   -0.747 -0.00907

logAbsDeterminant()

template<typename MatrixType >
MatrixType::RealScalar Eigen::HouseholderQR< MatrixType >::logAbsDeterminant
Returns
the natural log of the absolute value of the determinant of the matrix of which *this is the QR decomposition. It has only linear complexity (that is, O(n) where n is the dimension of the square matrix) as the QR decomposition has already been computed.
Note
This is only for square matrices.
This method is useful to work around the risk of overflow/underflow that's inherent to determinant computation.
See also
absDeterminant(), MatrixBase::determinant()

matrixQR()

template<typename _MatrixType >
const MatrixType& Eigen::HouseholderQR< _MatrixType >::matrixQR ( ) const
inline
Returns
a reference to the matrix where the Householder QR decomposition is stored in a LAPACK-compatible way.

solve()

template<typename _MatrixType >
template<typename Rhs >
const Solve<HouseholderQR, Rhs> Eigen::HouseholderQR< _MatrixType >::solve ( const MatrixBase< Rhs > & b ) const
inline

This method finds a solution x to the equation Ax=b, where A is the matrix of which *this is the QR decomposition, if any exists.

Parameters
b the right-hand-side of the equation to solve.
Returns
a solution.

This method just tries to find as good a solution as possible. If you want to check whether a solution exists or if it is accurate, just call this function to get a result and then compute the error of this result, or use MatrixBase::isApprox() directly, for instance like this:

bool a_solution_exists = (A*result).isApprox(b, precision); 

This method avoids dividing by zero, so that the non-existence of a solution doesn't by itself mean that you'll get inf or nan values.

If there exists more than one solution, this method will arbitrarily choose one.

Example:

typedef Matrix<float,3,3> Matrix3x3;
Matrix3x3 m = Matrix3x3::Random();
Matrix3f y = Matrix3f::Random();
cout << "Here is the matrix m:" << endl << m << endl;
cout << "Here is the matrix y:" << endl << y << endl;
Matrix3f x;
x = m.householderQr().solve(y);
assert(y.isApprox(m*x));
cout << "Here is a solution x to the equation mx=y:" << endl << x << endl;

Output:

Here is the matrix m:
  0.68  0.597  -0.33
-0.211  0.823  0.536
 0.566 -0.605 -0.444
Here is the matrix y:
  0.108   -0.27   0.832
-0.0452  0.0268   0.271
  0.258   0.904   0.435
Here is a solution x to the equation mx=y:
 0.609   2.68   1.67
-0.231  -1.57 0.0713
  0.51   3.51   1.05

The documentation for this class was generated from the following file:

© Eigen.
Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/classEigen_1_1HouseholderQR.html