Class QRDecompositionResult

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

A QR decomposition with column pivoting, A·P = Q·R: what QuantLib's qrDecomposition writes into the caller's matrices and returns.

public sealed record QRDecompositionResult : IEquatable<QRDecompositionResult>

Inheritance

object

QRDecompositionResult

Implements

IEquatable<QRDecompositionResult>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

QRDecompositionResult(Matrix, Matrix, ImmutableArray<int>)

A QR decomposition with column pivoting, A·P = Q·R: what QuantLib's qrDecomposition writes into the caller's matrices and returns.

public QRDecompositionResult(Matrix Q, Matrix R, ImmutableArray<int> Ipvt)

Parameters

Q Matrix

The m-by-n matrix Q, its columns orthonormal (as far as A's rank allows).

R Matrix

The n-by-n upper triangular matrix R, its diagonal of nonincreasing magnitude when pivoting.

Ipvt ImmutableArray<int>

The permutation: column j of P is column Ipvt[j] of the identity.

Properties

Ipvt

The permutation: column j of P is column Ipvt[j] of the identity.

public ImmutableArray<int> Ipvt { get; init; }

Property Value

ImmutableArray<int>

Q

The m-by-n matrix Q, its columns orthonormal (as far as A's rank allows).

public Matrix Q { get; init; }

Property Value

Matrix

R

The n-by-n upper triangular matrix R, its diagonal of nonincreasing magnitude when pivoting.

public Matrix R { get; init; }

Property Value

Matrix

Methods

Deconstruct(out Matrix, out Matrix, out ImmutableArray<int>)

public void Deconstruct(out Matrix Q, out Matrix R, out ImmutableArray<int> Ipvt)

Parameters

Q Matrix

R Matrix

Ipvt ImmutableArray<int>

Equals(QRDecompositionResult?)

public bool Equals(QRDecompositionResult? other)

Parameters

other QRDecompositionResult

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(QRDecompositionResult?, QRDecompositionResult?)

public static bool operator ==(QRDecompositionResult? left, QRDecompositionResult? right)

Parameters

left QRDecompositionResult

right QRDecompositionResult

Returns

bool

operator !=(QRDecompositionResult?, QRDecompositionResult?)

public static bool operator !=(QRDecompositionResult? left, QRDecompositionResult? right)

Parameters

left QRDecompositionResult

right QRDecompositionResult

Returns

bool