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JQR/JRQ/JQL/JLQ factorizations

version 1.4.0.0 (13 KB) by Ivo Houtzager
JQR/JRQ/JQL/JLQ factorizations of an array

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Updated 11 Jul 2015

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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)

Cite As

Ivo Houtzager (2021). JQR/JRQ/JQL/JLQ factorizations (https://www.mathworks.com/matlabcentral/fileexchange/50329-jqr-jrq-jql-jlq-factorizations), MATLAB Central File Exchange. Retrieved .

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