Householder QR decomposition of a matrix.
_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.
MatrixType::RealScalar | absDeterminant () const |
const HCoeffsType & | hCoeffs () const |
HouseholderSequenceType | householderQ () const |
HouseholderQR () | |
Default Constructor. More... |
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template<typename InputType > | |
HouseholderQR (const EigenBase< InputType > &matrix) | |
Constructs a QR factorization from a given matrix. More... |
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template<typename InputType > | |
HouseholderQR (EigenBase< InputType > &matrix) | |
Constructs a QR factorization from a given matrix. More... |
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HouseholderQR (Index rows, Index cols) | |
Default Constructor with memory preallocation. More... |
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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... |
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| inline |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via HouseholderQR::compute(const MatrixType&).
| inline |
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
| 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);
| inlineexplicit |
Constructs a QR factorization from a given matrix.
This overloaded constructor is provided for inplace decomposition when MatrixType
is a Eigen::Ref.
MatrixType::RealScalar Eigen::HouseholderQR< MatrixType >::absDeterminant |
| 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.
| inline |
Q
.For advanced uses only.
| 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
MatrixType::RealScalar Eigen::HouseholderQR< MatrixType >::logAbsDeterminant |
| inline |
| 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.
b | the right-hand-side of the equation to solve. |
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
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