qrsol#
Purpose#
Computes the solution of \(Rx = b\) where \(R\) is an upper triangular matrix.
Format#
- x = qrsol(b, R)#
- Parameters:
b (PxL matrix) – data
R (PxP matrix) – upper triangular matrix
- Returns:
x (PxL matrix) – solution of \(Rx = b\) where \(R\) is an upper triangular matrix.
Remarks#
qrsol()
applies a backsolve to \(Rx = b\) to solve for x. Generally R will be
the R matrix from a QR factorization. qrsol()
may be used, however, in any situation
where R is upper triangular.
Source#
qrsol.src