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tensr (version 1.0.1)

qr2: QR Decomposition.

Description

QR decomposition, constraining the R matrix to have non-negative diagonal entries.

Usage

qr2(X)

Arguments

X

A matrix of dimension \(n\) by \(p\) where \(n \ge p\)

Value

Q An \(n\) by \(p\) matrix with orthonormal columns.

R A \(p\) by \(p\) upper-triangular matrix with non-negative diagonal elements.

Details

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)).

See Also

qr, qr.Q, and qr.R for the base methods on the obtaining the QR decomposition. lq for the related LQ decomposition.