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

See also

Functions qqr(), qr(), qtyr(), qrsol()