qr#
Purpose#
Computes the orthogonal-triangular (QR) decomposition of a matrix x, such that:
Format#
- r = qr(x)#
- Parameters:
x (NxP matrix) – data
- Returns:
r (KxP matrix) – upper triangular matrix,
.
Remarks#
qr()
is the same as qqr()
but doesn’t return the qr()
will save a significant amount of time and memory usage, especially for large problems.
Given
where
where
is the QR decomposition of
qr()
does not return the qqr()
. If you need the entire qyr()
with
For most problems qtyr()
and qyr()
.
For linear equation or least squares problems, which require olsqr()
.
If
where qre()
and qrep()
).
Source#
qr.src