Added \ and * operators

This commit is contained in:
elvis
2023-11-12 21:16:54 +01:00
parent 2b2cf5379b
commit 8d7c769823
2 changed files with 74 additions and 22 deletions

View File

@ -1,9 +1,9 @@
module thinQR
import Base: size, show, getproperty, getfield, propertynames, *
using LinearAlgebra: norm, I, triu, diagm
import Base: size, show, getproperty, getfield, propertynames, \, *
using LinearAlgebra: norm, I, triu, diagm, ldiv!
export QRthin, qrhous!, qyhous
export QRthin, qrhous!, qyhous, qyhoust
mutable struct QRthin{T <: Real}
A::AbstractVecOrMat{T}
@ -43,6 +43,15 @@ function qyhous(A::QRthin{T}, y::AbstractArray{T}) where T
return z
end
function qyhoust(A::QRthin{T}, y::AbstractArray{T}) where T
m, n = size(A.A)
z = deepcopy(y)
for j 1:n
z[j:m] = z[j:m] - A.A[j:m, j] * (A.A[j:m, j]' * z[j:m])
end
return z
end
function calculateQ(A::QRthin{T}) where T
if A.AQ != nothing
return A.AQ
@ -61,7 +70,7 @@ function calculateR(A::QRthin{T}) where T
return A.AR
end
m, n = size(A.A)
A.AR = triu(A.A[1:n, :], 1) + diagm(A.d)
A.AR = vcat(triu(A.A[1:n, :], 1) + diagm(A.d), zeros(m-n, n))
return A.AR
end
@ -87,8 +96,18 @@ Base.propertynames(A::QRthin, private::Bool=false) = (:R, :Q, (private ? fieldna
Base.size(A::QRthin) = size(getfield(A, :A))
function *(A::QRthin{T}, b::AbstractVector{T}) where {T}
return qyhous(A, b)
function (\)(A::QRthin{T}, b::AbstractVector{T}) where T
n, m = size(A)
v = qyhoust(A, b)
x = zeros(m)
for j m:-1:1
x[j] = (v[j] - x[j+1:m]' * A.A[j, j+1:m]) * A.d[j]^-1
end
return x
end
function (*)(A::QRthin{T}, x::AbstractVecOrMat{T}) where T
return qyhous(A, (A.R * x))
end
end # module