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Class linear_algebra.QRTest_f77 

java.lang.Object
   |
   +----linear_algebra.QRTest_f77
public class QRTest_f77
extends Object
This class tests the (LINPACK) QR classes. It
  1. Randomly fills an n by n matrix, X.
  2. Randomly generates a vector b0.
  3. Calculates the vector y = X(b0).
  4. Performs a QR decomposition of X.
  5. Solves the system Xb = y in an effort to recover b0.
  6. Handles the regression equation y = a0 + a1*x + a2*x^2 + e where a0 = a1 = a2 = 1. Its estimates of the parameters should be close to 1. Its estimate of the standard deviation should be close to the input value.

Constructor Index

o QRTest_f77()

Method Index

o main(String[])
o normi(double)

This is a normal cdf inverse routine.

Constructors

o QRTest_f77 
 public QRTest_f77()

Methods

o main 
 public static void main(String args[])
o normi 
 public static double normi(double u)

This is a normal cdf inverse routine. Created by Steve Verrill, March 1997.

Parameters:
u - The value (between 0 and 1) to invert. 
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