Matlab Database > Linear Algebra > QR factorization with Householder

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Title: QR factorization with Householder
Author: Stefan Hueeber
Institution: University of Stuttgart
Description: To compute the QR factorization of an arbitrary (n x m)-matrix A with R=QA, where Q is a orthogonal matrix and R an upper triangle matrix, use the command
      B = QR_HOUSE(A).
The resulting matrix B contains in the upper triangle the matrix R and in each column the necessary information for the Householder vector v of the corresponding Householder transformation. We remark, that the Householder vector is scalled in such a way, that the first component is equal to 1. For the corresponding Householder tranformation Q_k than
     Q_k = Id - 2/(v'*v) * (v*v')
holds. The matrix Q = Q_{n-1} * ... * Q_2 * Q_1 can be obtained by the command
     Q = Q_HOUSE(B)
from the matrix B.
Keywords: QR factorization, Householder transformation
File Name:
File Size: 2 KB
File Version: 1.2
Matlab Version: 6.5 (R13)
Date: 2006-01-09
Downloads: 19591
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