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vnl_qr.h

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00001 #ifndef vnl_qr_h_
00002 #define vnl_qr_h_
00003 
00004 //:
00005 //  \file
00006 //  \brief Calculate inverse of a matrix using QR
00007 //  \author  Andrew W. Fitzgibbon, Oxford RRG, 08 Dec 96
00008 //
00009 //  Modifications:
00010 //  081296 AWF Temporarily abandoned as I realized my problem was symmetric...
00011 //  080697 AWF Recovered, implemented solve().
00012 //  200897 AWF Added determinant().
00013 //  071097 AWF Added Q(), R().
00014 //  Christian Stoecklin, ETH Zurich, added QtB(v);
00015 //  31-mar-2000 fsm@robots.ox.ac.uk: templated
00016 //  dac (Manchester) 28/03/2001: tidied up documentation
00017 
00018 #include <vnl/vnl_vector.h>
00019 #include <vnl/vnl_matrix.h>
00020 
00021 //: Calculate QR decomposition of a matrix.
00022 //  More detailed description not available
00023 
00024 export template <class T>
00025 class vnl_qr {
00026 public:
00027   vnl_qr(vnl_matrix<T> const & M);
00028  ~vnl_qr();
00029   
00030   vnl_matrix<T> inverse () const;   // inverse
00031   vnl_matrix<T> tinverse () const;  // transpose-inverse
00032   vnl_matrix<T> recompose () const;
00033 
00034   vnl_matrix<T> solve (const vnl_matrix<T>& rhs) const;
00035   vnl_vector<T> solve (const vnl_vector<T>& rhs) const;
00036 
00037   T determinant() const;
00038   vnl_matrix<T>& Q();
00039   vnl_matrix<T>& R();
00040   vnl_vector<T> QtB(const vnl_vector<T>& b) const;
00041   
00042   void extract_q_and_r(vnl_matrix<T>* Q, vnl_matrix<T>* R);
00043 
00044 private:
00045   vnl_matrix<T> qrdc_out_;
00046   vnl_vector<T> qraux_;
00047   vnl_vector<int> jpvt_;
00048   vnl_matrix<T>* Q_;
00049   vnl_matrix<T>* R_;
00050   
00051   // Disallow assignment until I decide whether it's a good idea
00052   vnl_qr(const vnl_qr<T> &) { }
00053   void operator=(const vnl_qr<T> &) { }
00054 };
00055 
00056 //: Compute determinant of matrix "M" using QR.
00057 template <class T>
00058 inline T vnl_qr_determinant(vnl_matrix<T> const& m)
00059 {
00060   return vnl_qr<T>(m).determinant();
00061 }
00062 
00063 export template <class T>
00064 vcl_ostream& operator<<(vcl_ostream&, vnl_qr<T> const & qr);
00065 
00066 #endif // vnl_qr_h_

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