QR decomposition

[Dacus]

Hello,

Does somebody know where I can find the QR decomposition algorithm for rectangular matrices (using householder transformations)?

In "Numerical Recipes in C" only the particular case of a square matrix is given ... :confused:

Thx in advance,

Dacian
dacian.hantig@siemensvdo.com

[boring7fordy7]

very funny
what do you think the R stands for?i

[Dacus]

R stands for the upper-triangle matrix ...
But what this has to do with the A being a rectangular matrix instead of a square one?

Dacian

[boring7fordy7]

hehehe i missread it :O)

but if you look at the SVD you find there a part of calculating QR for a non square Matrix.

[Dacus]

Maybe, but I need householder as the method of obtaining the QR decomposition :(

[TMcCloskey]

Check out LINPACK or/and LAPACK sources

[boring7fordy7]

Originally posted by Dacus
Maybe, but I need householder as the method of obtaining the QR decomposition :(

they there use first housholder to QR and then use some Givens Rotations to get the triangular thing diagonalized.