Octave QR factorization

[Bart Vandewoestyne]

Hello Octave-list,

While I was checking the correctness of an exercise given to my 
students during one of my algebra exercise sessions, i found the 
following curiosity:

The purpose of the exercise was for students to calculate the QR 
factorization of a given matrix A.  Now all I wanted to do is enter 
the factorization we found by hand into Octave and see if the product 
of Q and R is again the original matrix A.

What I found is that when I multiply the matrices Q and R we've found 
by hand and then check for Q*R==A, Octave tells me that Q*R is not 
equal to A, most probably due to rounding errors I guess...

If I run the same script in Matlab, Matlab *does* give me that 
Q*R=A... so it doesn't experience the rounding errors as much as 
Octave does???

So now my question is: why does Matlab gives different results than 
Octave?  Is there a big difference in the implementation of QR between 
Matlab and Octave?  Is there a way to decrease the rounding errors 
made by Octave so we get the same accuracy as Matlab?

The script I used can be found at 
http://www.cs.kuleuven.ac.be/~bartv/p370_oef1_6_17.m

When replying, please also reply to me personally, as I am not 
subscribed to the list...

Thanks,
Bart

--
Bart Vandewoestyne                    Bart.Vandewoestyne_at_pandora.be
Naamsesteenweg 328 bus 201                     GSM: +32 (0)478 397 697
B-3001 Heverlee                          http://osswin.sourceforge.net
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