File Exchange

image thumbnail

JQR/JRQ/JQL/JLQ factorizations

version 1.4.1.1 (14.3 KB) by Ivo Houtzager
JQR/JRQ/JQL/JLQ factorizations of an array

2 Downloads

Updated 01 Apr 2021

From GitHub

View Version History

View license on GitHub

JQR/JRQ/JQL/JLQ computes a J-orthogonal (or J-unitary, or hyperbolic) QR/RQ/QL/LQ factorization of the matrix A. For example, the JQR factorization decomposes the matrix A = Q*R for a given signature matrix J, where R is an upper triangular matrix with positive values on the diagonal, and Q is a J-orthogonal matrix with Q'*J*Q = J. The given signature matrix J must be a diagonal matrix with 1 or -1 on the main diagonal and zeros on all the subdiagonals.
Example code:
A = randn(10);
J = blkdiag(-eye(5),eye(5));
[Q,R,Jp] = jqr(A,J);
norm(A-Q*R)
norm(Jp - Q'*J*Q)

Cite As

Ivo Houtzager (2021). JQR/JRQ/JQL/JLQ factorizations (https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1), GitHub. Retrieved .

Comments and Ratings (0)

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!