Description Usage Arguments Details Value Author(s) References Examples
This code provides a simultaneous orthogonal factorization for two matrices A and B. This code requires pracma library.
1 | GQR(x,y)
|
x |
Numerical matrix with m rows and n columns. |
y |
Numerical matrix with p rows and n columns. |
Given two matrices, with the same number of rows, this algorithm provides a single factorization, such that A=QR and (Q^T)B=WS.
Q |
Orthogonal matrix for A |
R |
Trapezoidal matrix for A |
W |
Orthogonal matrix for (Q^T)B |
S |
Trapezoidal matrix for (Q^T)B |
Sergio Andrés Cabrera Miranda Statician sergio05acm@gmail.com
Cabrera Miranda, S. A., & Triana Laverde, J. G. (2021). El problema de los mínimos cuadrados con restricciones de igualdad mediante la factorización QR generalizada. Selecciones Matemáticas, 8(02), 437-443. (English Article).
Anderson, E., Bai, Z., & Dongarra, J. (1992). Generalized QR factorization and its applications. Linear Algebra and its Applications, 162, 243-271.
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