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'economy size' qr ?


From: Pascal A. Dupuis
Subject: 'economy size' qr ?
Date: Thu, 6 Jan 2005 09:47:52 -0600
User-agent: Mutt/1.5.6+20040907i

Hello,

I would like to solve a overdetermined set of equation Ax=B, where
A is C m x n
x is R n x 1
B is C m x 1

In order for x to be real, the problem is augmented as:

[ A; conj(A) ] x = [b; conj(b)]

The first step is to compute
[qq, qr] =qr([A , b; conj(A) conj(b)]);

qr is a n+1 x n+1 upper real triangular matrix

then the resolution is performed using various approaches on qr.

Given that
1) qq is not needed (2m x 2m complex matrix !)
2) although A and b are complex, qr is real

are there simpler approaches in order to obtain qr, skipping the qq
computation ?

Thanks in advance

Pascal 
 
-- 
Dr. ir. Pascal Dupuis
K. U. Leuven, ESAT/ELECTA (formerly ELEN):  http://www.esat.kuleuven.ac.be/
Kasteelpark Arenberg, 10; B-3001 Leuven-Heverlee, Belgium
Tel. +32-16-32 10 21 -- Fax +32-16-32 19 85



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