QR decomposition, constraining the R matrix to have non-negative diagonal entries.
qr2(X)
A matrix of dimension \(n\) by \(p\) where \(n \ge p\)
Q
An \(n\) by \(p\) matrix with orthonormal columns.
R
A \(p\) by \(p\) upper-triangular matrix with non-negative
diagonal elements.
This function is almost a wrapper for qr()
, qr.R()
, and
qr.Q()
, except it constrains the diagonal elements of R
to be
non-negative. If X
is full rank with fewer columns than rows, then
this is sufficient to gaurantee uniqueness of the QR decomposition
(Proposition 5.2 of
Eaton (1983)).
qr
, qr.Q
, and
qr.R
for the base methods on the obtaining the QR
decomposition. lq
for the related LQ decomposition.