ドキュメントセクション
MQL5 リファレンス行列とベクトルのメソッドOpenBLASOrthoghonal FactorizationsFactorizationQRPivot 

FactorizationQRPivot

Computes the QR factorization of a general m-by-n matrix with column pivoting: A * P = Q * R. Lapack function GEQP3.

Computing for type matrix<double>

bool  matrix::FactorizationQRPivot(
  bool         reduced,     // calculation mode reduced or complete
  long[]&       jpvt,         // array with predefined permutations
  matrix&       Q,           // orthogonal matrix Q
  matrix&         R,           // upper triangular matrix R
  matrix&         P           // permutation matrix
  );

Computing for type matrix<float>

bool  matrix::FactorizationQRPivot(
  bool         reduced,     // calculation mode reduced or complete
  long[]&       jpvt,         // array with predefined permutations
  matrixf&     Q,           // orthogonal matrix Q
  matrixf&       R,           // upper triangular matrix R
  matrixf&       P           // permutation matrix
  );

Computing for type matrix<complex>

bool  matrix::FactorizationQRPivot(
  bool         reduced,     // calculation mode reduced or complete
  long[]&       jpvt,         // array with predefined permutations
  matrixc&     Q,           // unitary matrix Q
  matrixc&       R,           // upper triangular matrix R
  matrixc&       P           // permutation matrix
  );

Computing for type matrix<complexf>

bool  matrix::FactorizationQRPivot(
  bool         reduced,     // calculation mode reduced or complete
  long[]&       jpvt,         // array with predefined permutations
  matrixcf&     Q,           // unitary matrix Q
  matrixcf&       R,           // upper triangular matrix R
  matrixcf&       P           // permutation matrix
  );

Parameters

reduced

[in]  Calculation mode. If reduced is true then matrices Q, R calculated with dimensions (M, K), (K, N). If reduced is false it means complete calculation of matrices Q, R with dimensions (M,M), (M,N).

jpvt

[in]  Integer array of dimension n. if jpvt(i) ≠ 0, the i-th column of A is moved to the beginning of AP before the computation, and fixed in place during the computation. If jpvt(i) = 0, the i-th column of A is a free column (that is, it may be interchanged during the computation with any other free column). If array has zero size (or not initialized), then all the columns of A assumed to be free.

Q

[out]  Orthogonal or unitary matrix Q.

R

[out]  Upper triangular matrix R.

P

[out]  Permutation matrix P of n-by-n sizes.

 

Return Value

Return true if successful, otherwise false in case of an error.

Note

If reduced is true

  If m >= n, matrix Q is of m-by-n sizes, matrix R is of n-by-n sizes.

  If m < n, matrix Q is of m-by-m sizes, matrix R is of m-by-n sizes.

If reduced is false, matrix Q is of m-by-m sizes, matrix R is of m-by-n sizes.