JQR/JRQ/JQL/JLQ factorizations

Version 1.4.1.1 (14,7 KB) von Ivo Houtzager
JQR/JRQ/JQL/JLQ factorizations of an array
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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)

Zitieren als

Ivo Houtzager (2024). JQR/JRQ/JQL/JLQ factorizations (https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1), GitHub. Abgerufen.

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Erstellt mit R2012b
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Version Veröffentlicht Versionshinweise
1.4.1.1

See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1
1.4.0.1

See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.0.1
1.4.0.0

Fixes to prevent overflow/underflow
Small speed improvements
1.3.0.0

Small code improvements
Fix bug with sign returning zero for zero
1.2.0.0

Made the diagonal values of the returned R matrix positive.
1.1.0.0

Changed default tolerance to be based on frobenius norm for speed
1.0.0.0

Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.