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Re: QR factorization


From: Moritz Borgmann
Subject: Re: QR factorization
Date: Fri, 28 Mar 2008 21:04:48 +0100

Hi all.

If you try the following with Octave 3.0.0+

octave:1> A=ones(3,4);
octave:2> [Q,R]=qr(A);

you get

octave:3> Q
Q =

   -0.57735   0.81650   0.00000
   -0.57735  -0.40825  -0.70711
   -0.57735  -0.40825   0.70711

With the other program, you get

Q =

    -0.5774   -0.5774   -0.5774
    -0.5774    0.7887   -0.2113
    -0.5774   -0.2113    0.7887

and the same R. Both the factorizations satisfy Q*R=A and Q'*Q=eye(3) and
both the programs claim to use the LAPACK routines DGEQRF and DORGQR.
Where could be the difference?

look at the R matrix. Because A is rank-1, R has only one nonzero row (the first). Thus, the second and third columns of Q can be chosen arbitrarily as long as the columns of Q are orthonormal. There is simply no unique solution.

-M


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