TMtx.LQR Methods

Summary

QR or LQ factorization.

Class
TMtx

Declaration

Function LQR(L, Q, R, P: TMtx; Minimized: boolean = true): TMtx;

Declaration

Function LQR(L, Q, R: TMtx; Minimized: boolean = true): TMtx;

Description

Performs QR or LQ factorization. If Rows is bigger or equal than Cols for the calling matrix, the linear system of equations is overdetermined and the method performs QR factorization. The matrix L is not used and can be nil. If Rows is smaller than Cols, the linear system equations is underdetermined and the method performs LQ factorization. The matrix R is not used and can be nil. If the Matrix Q is nil, then it's not explicitly formed. If the pointer is not nil, the full size Q is computed. If you do not want economy size L, Q and R, set MinSize to false. The calling matrix must have full rank. If the rank is not full, use the SVD method.

See Also
SVD
LQRSolve

Example 1

      var Q,R,A: TMtx;
      begin
        CreateIt(Q,R,A);
        try
          A.SetIt(3,2,False,[1,2,
                              3,4,
                             3,3]);
          A.LQR(nil,Q,R,false);
        finally
          FreeIt(Q,R,A);
        end;
      end;