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

FactorizationRZ

Reduces the M-by-N ( M<=N ) real or complex upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as

   A = ( R  0 ) * Z,

where Z is an N-by-N orthogonal or unitary matrix and R is an M-by-M upper triangular matrix.

LAPACK function TZRZF.

Computing for type matrix<double>

bool  matrix::FactorizationRZ(
  matrix&         R,         // upper triangular matrix R
  matrix&       Z             // orthogonal matrix Z
  );

Computing for type matrix<float>

bool  matrix::FactorizationRZ(
  matrixf&       R,         // upper triangular matrix R
  matrixf&     Z             // orthogonal matrix Z
  );

Computing for type matrix<complex>

bool  matrix::FactorizationRZ(
  matrixc&       R,         // upper triangular matrix R
  matrixc&     Z           // unitary matrix Z
  );

Computing for type matrix<complexf>

bool  matrix::FactorizationRZ(
  matrixcf&       R,         // upper triangular matrix R
  matrixcf&     Z           // unitary matrix Z
  );

Parameters

R

[out]  Upper triangular matrix R.

Z

[out]  Orthogonal or unitary matrix Z.

 

Return Value

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

Note

If m<n matrix R is upper trapezoidal m-by-n matrix, where right n-m columns contain zeros.