Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group: Linear Algebra
See also: qr

Function: qrmat
Description: returns Q and R matrixes from the output of the QR decompisition


Usage: {Q,R} = qrmat(y,aux)
Input:
y n x p matrix. y must be the output of qr(...).
aux p x 1 vector. aux must be the output of qr(...).
Output:
Q n x p matrix. Q is an orthogonal matrix of the QR decomposition.
R p x p matrix. R is an upper triangular matrix of the QR decomposition.

Example:



randomize(123)

x=normal(3,2)

{y,aux,jpvt}=qr(x)

{q,r}=qrmat(y,aux)

x

q

r

q*r      

Result:



Contents of x

[1,]  0.76711  0.23537 

[2,]    1.202  0.42645 

[3,] -0.65857    1.929 

Contents of q

[1,]  -0.4884 -0.21218  0.84643 

[2,] -0.76528 -0.36194 -0.53231 

[3,]   0.4193 -0.90773   0.0144 

Contents of r

[1,]  -1.5706  0.36754 

[2,]        0  -1.9553 

[3,]        0        0 

Contents of _tmp

[1,]  0.76711  0.23537 

[2,]    1.202  0.42645 

[3,] -0.65857    1.929 


Group: Linear Algebra
See also: qr

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 21.9.2000