JQR/JRQ/JQL/JLQ factorizations

版本 1.4.1.1 (14.7 KB) 作者: Ivo Houtzager
JQR/JRQ/JQL/JLQ factorizations of an array
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更新时间 2021/4/1
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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)

引用格式

Ivo Houtzager (2024). JQR/JRQ/JQL/JLQ factorizations (https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1), GitHub. 检索时间: .

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版本 已发布 发行说明
1.4.1.1

See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1
1.4.0.1

See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.0.1
1.4.0.0

Fixes to prevent overflow/underflow
Small speed improvements
1.3.0.0

Small code improvements
Fix bug with sign returning zero for zero
1.2.0.0

Made the diagonal values of the returned R matrix positive.
1.1.0.0

Changed default tolerance to be based on frobenius norm for speed
1.0.0.0

要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。