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().