Class QRTest_f77


public class QRTest_f77
extends java.lang.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 Summary
Method Summary
static void main(java.lang.String[] args)
static double normi(double u)
           This is a normal cdf inverse routine.
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail


public QRTest_f77()
Method Detail


public static void main(java.lang.String[] args)


public static double normi(double u)

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

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