QRSolver.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_DENSE_QRSOLVER_H
#define MYRAMATH_DENSE_QRSOLVER_H

#include <myramath/MYRAMATH_EXPORT.h>
#include <myramath/utility/Number.h>

#include <myramath/dense/Vector.h>
#include <myramath/dense/Matrix.h>

#include <stdint.h> // for uint64_t

namespace myra {

// Forward declarations.
class InputStream;
class OutputStream;
template<class Number> class MatrixRange;
template<class Number> class VectorRange;

template<class Number> class MYRAMATH_EXPORT QRSolver
  {
  public:

    explicit QRSolver(const Matrix<Number>& in_A);

#ifdef MYRAMATH_ENABLE_CPP11
    explicit QRSolver(Matrix<Number>&& in_A);     
#endif

    explicit QRSolver(Matrix<Number>& A);

    explicit QRSolver(InputStream& in);

    void write(OutputStream& out) const;

    // Overwrites B, but returns the subrange of B that contains X (the top).
    MatrixRange<Number> solve(const MatrixRange<Number>& B) const;

    // Overwrites b, but returns the subrange of b that contains x (the top).
    VectorRange<Number> solve(const VectorRange<Number>& b) const;

    std::pair<int,int> size() const;

  private:

    // Storage for Q and R - must have A.I >= A.J and full column rank.
    Matrix<Number> A;

    // Householder metadata.
    Vector<Number> tau;
  };

template<class Number> class ReflectNumber <QRSolver<Number> >
  { public: typedef Number type; };

} // namespace

#endif