[R] LR Decomposition?
bhh at xs4all.nl
Mon Jun 23 19:26:25 CEST 2008
Roy Mendelssohn wrote:
> Hi All:
> On Jun 23, 2008, at 9:53 AM, Berend Hasselman wrote:
>> Jeffrey Spies wrote:
>>> Hi all,
>>> Is there an LR decomposition function in R and, if not, how can we
>>> get the
>>> non-compact representation of Q from QR decomposition?
>> I assume you mean a QR decomposition (I don't know what an LR
>> You can get the answers to your questions by typing
>> and taking it from there (click on qr.Q).
>> Search the R help first.
> LR is the transpose of QR and is used in some system identification
> routines (see for example some of the papers by Picci). I don't
> know if any of the R routines for system identification have an LR,
> but you can do a QR decomposition on the transpose of the matrix.
I just did a search for LR decomposition with Google.
Interesting: appears to be another name for the LU decomposition.
The transpose of a QR decomposition: wouldn't that be an LQ decomposition?
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