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. |
randomize(123) x=normal(3,2) {y,aux,jpvt}=qr(x) {q,r}=qrmat(y,aux) x q r q*r
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