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MathGroup Archive 2004

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full QR decomposition

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51645] full QR decomposition
  • From: Jan Schmedes <schmedes at rz.uni-potsdam.de>
  • Date: Wed, 27 Oct 2004 23:43:02 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Dear group,

i have the following problem. For a given a NxM (e.g. 3000x600) matrix A i
get a matrix Q (MxN) and R (MxM) after the QRDecomposition. But i would
like to get the full decomposition with a matrix QF (NxN) and RF (NxM) where RF
contains only zero lines below the line with index M. I'm especially
interrested in the last N-M lines in QF which create the zero lines in RF.
At the moment i use QRDecomposition and append then N-M random lines to
the matrix Q. With this new matrix i go into the routine GramSchmidt and extract the last N-M
lines from the result. But this is very slow and i'm not sure if it will
always work? Are there any suggestions or hints?

best regards and thank you

jan schmedes


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