diff options
-rw-r--r-- | Eigen/src/QR/ColPivHouseholderQR.h | 8 | ||||
-rw-r--r-- | Eigen/src/QR/FullPivHouseholderQR.h | 8 | ||||
-rw-r--r-- | Eigen/src/QR/HouseholderQR.h | 9 |
3 files changed, 21 insertions, 4 deletions
diff --git a/Eigen/src/QR/ColPivHouseholderQR.h b/Eigen/src/QR/ColPivHouseholderQR.h index cab13ff0d..f34658fa9 100644 --- a/Eigen/src/QR/ColPivHouseholderQR.h +++ b/Eigen/src/QR/ColPivHouseholderQR.h @@ -34,7 +34,13 @@ * * \param MatrixType the type of the matrix of which we are computing the QR decomposition * - * This class performs a rank-revealing QR decomposition using Householder transformations. + * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R + * such that + * \f[ + * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R} + * \f] + * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an + * upper triangular matrix. * * This decomposition performs column pivoting in order to be rank-revealing and improve * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR. diff --git a/Eigen/src/QR/FullPivHouseholderQR.h b/Eigen/src/QR/FullPivHouseholderQR.h index 201d63128..e228aeb44 100644 --- a/Eigen/src/QR/FullPivHouseholderQR.h +++ b/Eigen/src/QR/FullPivHouseholderQR.h @@ -34,7 +34,13 @@ * * \param MatrixType the type of the matrix of which we are computing the QR decomposition * - * This class performs a rank-revealing QR decomposition using Householder transformations. + * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R + * such that + * \f[ + * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R} + * \f] + * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an + * upper triangular matrix. * * This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal * numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR. diff --git a/Eigen/src/QR/HouseholderQR.h b/Eigen/src/QR/HouseholderQR.h index fe316d2ee..f8d759772 100644 --- a/Eigen/src/QR/HouseholderQR.h +++ b/Eigen/src/QR/HouseholderQR.h @@ -36,8 +36,13 @@ * * \param MatrixType the type of the matrix of which we are computing the QR decomposition * - * This class performs a QR decomposition using Householder transformations. The result is - * stored in a compact way compatible with LAPACK. + * This class performs a QR decomposition of a matrix \b A into matrices \b Q and \b R + * such that + * \f[ + * \mathbf{A} = \mathbf{Q} \, \mathbf{R} + * \f] + * by using Householder transformations. Here, \b Q a unitary matrix and \b R an upper triangular matrix. + * The result is stored in a compact way compatible with LAPACK. * * Note that no pivoting is performed. This is \b not a rank-revealing decomposition. * If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead. |