qr2: QR Decomposition.
In tensr: Covariance Inference and Decompositions for Tensor Datasets

Description Usage Arguments Details Value Author(s) See Also

QR decomposition, constraining the R matrix to have non-negative diagonal entries.

qr2(X)

`X`	A matrix of dimension n by p where n ≥ p

This function is almost a wrapper for qr(), qr.R(), and qr.Q(), except it constrains the diagonal elements of R to be non-negative. If X is full rank with fewer columns than rows, then this is sufficient to gaurantee uniqueness of the QR decomposition (Proposition 5.2 of Eaton (1983)).

Q An n by p matrix with orthonormal columns.

R A p by p upper-triangular matrix with non-negative diagonal elements.

David Gerard.

qr, qr.Q, and qr.R for the base methods on the obtaining the QR decomposition. lq for the related LQ decomposition.

tensr documentation built on May 2, 2019, 2:32 p.m.