XploRe Help : qrmat

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