| Calling Sequence
| GivensElim(A)
|
| Parameters
| | Name | Type | Description |
|
| A
| an m x n numerical matrix | |
|
| Return Type
| [matrix, matrix] ([Q,R]) |
| Synopsis
| GivensElim factors an m x n matrix A into two factors,
A = Q*R. This decomposition is done with individual Givens'
rotations. The decomposition is commonly called the QR-decomposition.
Q is an m x m square orthonormal matrix, that is Q*Q^t = I. R is an
m x n upper triangular matrix. If the matrix is found to be
singular, then R will have zeros in the diagonal and the
decomposition is still correctly done. |
| References
| Computermathematik, Walter Gander, Birkhauser, Ch 5.3 |
| Examples
| > GivensElim( [[1,2], [-2,3]] );
[[[-0.4472, -0.8944], [0.8944, -0.4472]], [[-2.2361, 1.7889], [0, -3.1305]]]
|
| See also
| Cholesky, convolve, Eigenvalues, GaussElim, Identity, matrix, matrix_inverse, transpose |