[R] LR Decomposition?

Berend Hasselman 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?
>>>
>>> Thanks,
>>>
>>> Jeff.
>>>
>>
>> I assume you mean a QR decomposition (I don't know what an LR  
>> decomposition
>> is).
>> You can get  the answers to your questions by typing
>>
>> ?qr
>>
>> and taking it from there (click on qr.Q).
>> Search the R help first.
>>
>> Berend
> 
> 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?

Berend
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