HouseholderQR.hpp

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#pragma once
 
#include "Matrix.hpp"
 
class HouseholderQR {
  public:
 
    HouseholderQR() = default;
    HouseholderQR(const Matrix &matrix) { compute(matrix); }
    HouseholderQR(Matrix &&matrix) { compute(std::move(matrix)); }
 
 
  public:
 
    void compute(Matrix &&matrix);
    void compute(const Matrix &matrix);
 
 
  public:
 
    void apply_QT_inplace(Matrix &B) const;
    Matrix apply_QT(const Matrix &B) const;
    Matrix &&apply_QT(Matrix &&B) const;
 
    void apply_Q_inplace(Matrix &X) const;
    Matrix apply_Q(const Matrix &X) const;
    Matrix &&apply_Q(Matrix &&B) const;
 
    void get_Q_inplace(SquareMatrix &Q) const;
    SquareMatrix get_Q() const;
 
 
  public:
 
    Matrix &&steal_R();
 
    void get_R_inplace(Matrix &R) const;
    Matrix get_R() const &;
    Matrix &&get_R() && { return steal_R(); }
 
 
  public:
 
    void solve_inplace(Matrix &B) const;
    Matrix solve(const Matrix &B) const;
    Matrix &&solve(Matrix &&B) const;
    Vector solve(const Vector &B) const;
    Vector &&solve(Vector &&B) const;
 
 
  public:
 
    bool is_factored() const { return state == Factored; }
 
    const Matrix &get_RW() const & { return RW; }
    Matrix &&get_RW() && { return std::move(RW); }
    const Vector &get_R_diag() const & { return R_diag; }
    Vector &&get_R_diag() && { return std::move(R_diag); }
 
 
  private:
    void compute_factorization();
    void back_subs(const Matrix &B, Matrix &X) const;
 
  private:
    Matrix RW;
    Vector R_diag;
 
    enum State {
        NotFactored = 0,
        Factored    = 1,
    } state = NotFactored;
};
 
std::ostream &operator<<(std::ostream &os, const HouseholderQR &qr);