// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // Copyright (c) 2009-2010 Math.NET // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using System.Globalization; using MathNet.Numerics.LinearAlgebra.Double; namespace Examples.LinearAlgebra.FactorizationExamples { /// /// QR factorization example. Any real square matrix A (m x n) may be decomposed as A = QR where Q is an orthogonal matrix (m x m) /// (its columns are orthogonal unit vectors meaning QTQ = I) and R (m x n) is an upper triangular matrix /// (also called right triangular matrix). /// In this example two methods for actually computing the QR decomposition presented: by means of the Gram–Schmidt process and Householder transformations. /// /// public class QR : IExample { /// /// Gets the name of this example /// public string Name { get { return "QR factorization"; } } /// /// Gets the description of this example /// public string Description { get { return "Perform the QR factorization by means of the Gram–Schmidt process and Householder transformations"; } } /// /// Run example /// /// QR decomposition public void Run() { // Format matrix output to console var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone(); formatProvider.TextInfo.ListSeparator = " "; // Create 3 x 2 matrix var matrix = DenseMatrix.OfArray(new[,] { { 1.0, 2.0 }, { 3.0, 4.0 }, { 5.0, 6.0 } }); Console.WriteLine(@"Initial 3x2 matrix"); Console.WriteLine(matrix.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // Perform QR decomposition (Householder transformations) var qr = matrix.QR(); Console.WriteLine(@"QR decomposition (Householder transformations)"); // 1. Orthogonal Q matrix Console.WriteLine(@"1. Orthogonal Q matrix"); Console.WriteLine(qr.Q.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 2. Multiply Q matrix by its transpose gives identity matrix Console.WriteLine(@"2. Multiply Q matrix by its transpose gives identity matrix"); Console.WriteLine(qr.Q.TransposeAndMultiply(qr.Q).ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 3. Upper triangular factor R Console.WriteLine(@"3. Upper triangular factor R"); Console.WriteLine(qr.R.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 4. Reconstruct initial matrix: A = Q * R var reconstruct = qr.Q * qr.R; Console.WriteLine(@"4. Reconstruct initial matrix: A = Q*R"); Console.WriteLine(reconstruct.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // Perform QR decomposition (Gram–Schmidt process) var gramSchmidt = matrix.GramSchmidt(); Console.WriteLine(@"QR decomposition (Gram–Schmidt process)"); // 5. Orthogonal Q matrix Console.WriteLine(@"5. Orthogonal Q matrix"); Console.WriteLine(gramSchmidt.Q.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 6. Multiply Q matrix by its transpose gives identity matrix Console.WriteLine(@"6. Multiply Q matrix by its transpose gives identity matrix"); Console.WriteLine((gramSchmidt.Q.Transpose() * gramSchmidt.Q).ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 7. Upper triangular factor R Console.WriteLine(@"7. Upper triangular factor R"); Console.WriteLine(gramSchmidt.R.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 8. Reconstruct initial matrix: A = Q * R reconstruct = gramSchmidt.Q * gramSchmidt.R; Console.WriteLine(@"8. Reconstruct initial matrix: A = Q*R"); Console.WriteLine(reconstruct.ToString("#0.00\t", formatProvider)); Console.WriteLine(); } } }