Function qr #

Calculate the Matrix QR decomposition. Matrix A is decomposed in two matrices (Q, R) where Q is an orthogonal matrix and R is an upper triangular matrix.

Syntax #

math.qr(A)

Parameters #

Parameter Type Description
A Matrix | Array A two dimensional matrix or array for which to get the QR decomposition.

Returns #

Type Description
{Q: Array | Matrix, R: Array | Matrix} Q: the orthogonal matrix and R: the upper triangular matrix

Examples #

const m = [
  [1, -1,  4],
  [1,  4, -2],
  [1,  4,  2],
  [1,  -1, 0]
]
const result = math.qr(m)
// r = {
//   Q: [
//     [0.5, -0.5,   0.5],
//     [0.5,  0.5,  -0.5],
//     [0.5,  0.5,   0.5],
//     [0.5, -0.5,  -0.5],
//   ],
//   R: [
//     [2, 3,  2],
//     [0, 5, -2],
//     [0, 0,  4],
//     [0, 0,  0]
//   ]
// }

See also #

lup, lusolve

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