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fastQR (version 1.1.4)

Fast QR Decomposition and Update

Description

Efficient algorithms for performing, updating, and removing rows or columns from the QR decomposition, R decomposition, or the inverse of the R decomposition of a matrix as rows or columns are added or removed. It also includes functions for solving linear systems of equations, normal equations for linear regression models, and normal equations for linear regression with a RIDGE penalty. For a detailed introduction to these methods, the monograph Matrix Computations (2013, ) for complete introduction to the methods.

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Version

Install

install.packages('fastQR')

Monthly Downloads

1

Version

1.1.4

License

GPL (>= 2)

Maintainer

Mauro Bernardi

Last Published

February 13th, 2026

Functions in fastQR (1.1.4)

qr_lse_Qy

Compute Qy for a least-squares problem
qr_pivot2perm

Reconstruct the permutation matrix from the pivot vector.
qr_lse_Qty

Compute Q'y for a least-squares problem
qr_lse_resid

Compute residuals using QR decomposition
qrmridge

RIDGE estimator for the linear multivariate regression model
qr_thin

Fast thin QR decomposition
qr_resid

Compute residuals from a QR decomposition
qrsolve

Solution of linear system of equations, via the QR decomposition.
qrupdate

Fast updating of the QR factorization
qrchol

Cholesky decomposition via QR factorization.
qrdowndate

Fast downdating of the QR factorization
rdowndate

Fast downdating of the R matrix
rchol

Cholesky decomposition via R factorization.
qr_fitted

Compute fitted values from a QR decomposition
qr_lm

Ordinary least squares for the linear regression model
qrridge_cv

Cross-validation of the RIDGE estimator for the linear regression model
qrridge

RIDGE estimation for the linear regression model
rupdate

Fast updating of the R matrix
qrmridge_cv

Cross-validation of the RIDGE estimator for the linear multivariate regression model
qrmls

Ordinary least squares for the linear multivariate regression model
qrls

Ordinary least squares for the linear regression model
qr_Q_reduced2full

Reconstruct the full Q matrix from the reduced Q matrix.
qr_Qty

Multiply Q by a vector using a QR decomposition
qr_R

Reconstruct the R, matrix from a QR object.
qr

The QR factorization of a matrix
qr_Q

Reconstruct the Q, matrix from a QR object.
qr_Qy

Multiply Q by a vector using a QR decomposition
qr_Q_full

Reconstruct the full Q matrix from the qr object.
qr_X

Reconstruct the original matrix from which the object was constructed \(X\in\mathbb{R}^{n\times p}\) from the Q and R matrices of the QR decomposition.
qr_fast

Fast full QR decomposition
qr_coef

Compute least-squares coefficients from a QR decomposition
qr_lse_fitted

Compute fitted values using QR decomposition
qr_lse_coef

Compute least-squares coefficients using QR decomposition