qrtsol¶

Purpose¶

Computes the solution of \(R'x = b\) where R is an upper triangular matrix.

Format¶

x = qrtsol(b, R)¶

Parameters:

b (PxL matrix) – data
R (PxP matrix) – upper triangular matrix

Returns:

x (PxL matrix) – solution of \(R'x = b\) where R is an upper triangular matrix

Remarks¶

qrtsol() applies a forward solve to \(R'x = b\) to solve for x. Generally R will be the R matrix from a QR factorization. qrtsol() may be used, however, in any situation where R is upper triangular. If R is lower triangular, transpose before calling qrtsol().

If R is not transposed, use qrsol().

Source¶

qrsol.src