[R] QR Decompositon and qr.qty
Sebastian Bauer
Sebastian.Bauer at charite.de
Tue May 15 16:20:00 CEST 2007
Dear R people,
I do not have much knowledge about linear algebra but currently I need
to understand what the function qr.qty is actually doing. The
documentation states that it calculates t(Q) %*% y via a previously
performed QR matrix decomposition.
In order to do that, I tried following basic example:
m<-matrix(c(1,0,0,0,1,0,0,0,1,0,0,1),ncol=3) # 4x3 matrix
qr.qty(qr(m),matrix(c(1,2,3,4,2,3,4,5,1,1,1,1,2,2,2,2),nrow=4))
[,1] [,2] [,3] [,4]
[1,] -1 -2 -1 -2
[2,] -4 -5 -1 -2
[3,] 3 4 1 2
[4,] -2 -3 -1 -2
As far as I understood the documentation a call such as
t(qr.Q(qr(m)))%*%matrix(c(1,2,3,4,2,3,4,5,1,1,1,1,2,2,2,2),nrow=4)
should produce the same result, but this produces a 3 by 4 rather than a
four by four matrix as t(qr.Q(qr(m))) has only three rows.
[,1] [,2] [,3] [,4]
[1,] -1 -2 -1 -2
[2,] -4 -5 -1 -2
[3,] 3 4 1 2
So the last line is missing. Any hints how R adds the last line would be
appreciated.
Regards,
Sebastian
More information about the R-help
mailing list