Message-Id: <m0v3SPL-0000TuC@franz.stat.wisc.edu> Date: Wed, 18 Sep 96 14:35 CDT From: Douglas Bates <bates@stat.wisc.edu> To: Thomas Lumley <thomas@biostat.washington.edu> Subject: Re: R-alpha: qr In-Reply-To: <Pine.SUN.3.91.960918101443.1823D-100000@zen> <Pine.SUN.3.91.960918101443.1823D-100000@zen> >>>>> "Thomas" == Thomas Lumley <thomas@biostat.washington.edu> writes: Thomas> R does not have the functions qr.R() and qr.Q() for Thomas> extracting components of a qr decomposition. Are these easy Thomas> to provide? Yes, they are easy to provide. In fact, it is difficult to describe the algorithm without writing down the S function that gives the result. qr.R takes the "qr" component of the result of qr and zeros out the elements below the diagonal. If you want the "complete" R, it has the same dimensions as the qr component which is itself a matrix. If you don't want the complete R, you take the upper left square matrix. In most cases this means dropping some rows because the number of rows exceeds the number of columns. For qr.Q, you multiply Q by a subset of the columns of an identity matrix. The function qr.qy performs the multiplication implicitly. The qr component of the qr-structure contains R in the upper triangle and, in the strict lower triangle, information used to generate the Householder transformations that produce Q. More information is contained in the section of the Linpack manual dealing with the QR decomposition. Generally there are good reasons for wanting R explicitly. It is less common to want to get Q explicitly. For example, it is not a good idea to produce Q simply to get Qy or Q'y. That is accomplished more effectively by the qr.qy and qr.qty functions. If you wanted to get the hat matrix or its diagonal, however, it might be a good idea to produce Q along the way. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- r-testers mailing list -- To (un)subscribe, send subscribe or unsubscribe (in the "body", not the subject !) To: r-testers-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-