qr_householder: Function performs a QR decomposition of numeric matrix by...

In deandevl/RmatrixPkg: Providing R functions for manipulating matrices

Function performs a QR decomposition of numeric matrix by converting it to a Householder matrix or reflector matrix.

Description

For a numeric matrix X of n x m (m <= n) then the Householder process rotates/reflects into an orthogonal matrix Q. The function also returns an upper triangular matrix R where X = QR, known as QR factorization.

Usage

qr_householder(x, complete = FALSE)

Arguments

x	A numeric matrix or data frame
complete	A logical which it TRUE returns a "thin" orthogonal matrix Q and triangular matrix R.

Value

A named list with the orthogonal matrix Q and triangular matrix R.

Author(s)

Rick Dean

deandevl/RmatrixPkg documentation built on March 11, 2023, 2:39 a.m.