qr

Perform QR decomposition. More...

Functions
AFAPI void	qr (array &out, array &tau, const array &in)
	C++ Interface to perform QR decomposition in packed format. More...
AFAPI void	qr (array &q, array &r, array &tau, const array &in)
	C++ Interface to perform QR decomposition. More...
AFAPI void	qrInPlace (array &tau, array &in)
	C++ Interface to perform QR decomposition. More...
AFAPI af_err	af_qr (af_array *q, af_array *r, af_array *tau, const af_array in)
	C Interface to perform QR decomposition. More...
AFAPI af_err	af_qr_inplace (af_array *tau, af_array in)
	C Interface to perform QR decomposition. More...

Detailed Description

Perform QR decomposition.

This function decomposes input matrix \(A\) into an orthogonal matrix \(Q\) and an upper triangular matrix \(R\) such that, \(A = Q * R\) and \(Q * Q^T = I\), where \(I\) is an identity matrix. The matrix \(Q\) is a square matrix of size \(max(M, N)\) where \(M\) and \(N\) are rows and columns of \(A\) respectively. The matrix \(R\) is the same size as \(A\).

This operation can be performed in ArrayFire using the following code snippet.

        array q, r, tau;
        qr(q, r, tau, in);

The additional parameter tau can be used to speed up solving over- and under-determined systems of equations.

The original matrix can be reconstructed using the following code snippet.

        array re = matmul(q, r);

When memory is a concern, users can perform QR decomposition in place as shown below.

        array out = in.copy();
        array tau2;
        qrInPlace(tau2, out);

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Function Documentation

af_qr()

AFAPI af_err af_qr	(	af_array *	q,
		af_array *	r,
		af_array *	tau,
		const af_array	in
	)

C Interface to perform QR decomposition.

This function is not supported in GFOR.

Parameters

[out]	q	orthogonal matrix from QR decomposition
[out]	r	upper triangular matrix from QR decomposition
[out]	tau	additional information needed for solving a least-squares problem using q and r
[in]	in	input array

Returns

AF_SUCCESS, if function returns successfully, else an af_err code is given

af_qr_inplace()

AFAPI af_err af_qr_inplace	(	af_array *	tau,
		af_array	in
	)

C Interface to perform QR decomposition.

This function is not supported in GFOR.

Parameters

[out]	tau	additional information needed for unpacking the data
[in,out]	in	input array on entry; packed QR decomposition on exit

Returns

AF_SUCCESS, if function returns successfully, else an af_err code is given

qr() [1/2]

AFAPI void qr	(	array &	out,
		array &	tau,
		const array &	in
	)

C++ Interface to perform QR decomposition in packed format.

This function is not supported in GFOR.

Parameters

[out]	out	packed QR decomposition
[out]	tau	additional information needed for unpacking the data
[in]	in	input array

qr() [2/2]

AFAPI void qr	(	array &	q,
		array &	r,
		array &	tau,
		const array &	in
	)

C++ Interface to perform QR decomposition.

This function is not supported in GFOR.

Parameters

[out]	q	orthogonal matrix from QR decomposition
[out]	r	upper triangular matrix from QR decomposition
[out]	tau	additional information needed for solving a least-squares problem using q and r
[in]	in	input array

qrInPlace()

AFAPI void qrInPlace	(	array &	tau,
		array &	in
	)

C++ Interface to perform QR decomposition.

This function is not supported in GFOR.

Parameters

[out]	tau	additional information needed for unpacking the data
[in,out]	in	input array on entry; packed QR decomposition on exit