MQL5 リファレンス行列とベクトルのメソッドOpenBLASOrthogonal FactorizationsFactorizationRQ2

FactorizationRQ2

Computes the generalized RQ factorization of an m-by-n matrix A and a p-by-n matrix B: A = R * Q, B = Z * T * Q.

LAPACK function GGRQF.

Computing for type matrix<double>

bool matrix::FactorizationRQ2(
matrix& B, // matrix B
matrix& R, // upper triangular matrix R
matrix& Q, // orthogonal matrix Q
matrix& Z, // orthogonal matrix Z
matrix& T // upper trapezoidal matrix T
);

Computing for type matrix<float>

bool matrix::FactorizationRQ2(
matrixf& B, // matrix B
matrixf& R, // upper triangular matrix R
matrixf& Q, // orthogonal matrix Q
matrixf& Z, // orthogonal matrix Z
matrixf& T // upper trapezoidal matrix T
);

Computing for type matrix<complex>

bool matrix::FactorizationRQ2(
matrixc& B, // matrix B
matrixc& R, // upper triangular matrix R
matrixc& Q, // unitary matrix Q
matrixc& Z, // unitary matrix Z
matrixc& T // upper trapezoidal matrix T
);

Computing for type matrix<complexf>

bool matrix::FactorizationRQ2(
matrixcf& B, // matrix B
matrixcf& R, // upper triangular matrix R
matrixcf& Q, // unitary matrix Q
matrixcf& Z, // unitary matrix Z
matrixcf& T // upper trapezoidal matrix T
);

Parameters

[in] Second matrix in the generalized RQ factorization.

[out] Upper triangular matrix R. If m>n, matrix R is upper trapezoidal.

[out] Orthogonal or unitary matrix Q.

[out] Orthogonal or unitary matrix Z.

[out] Upper trapezoidal matrix T.

Return Value

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

FactorizationQR2

Factorizations