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
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
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