Re: [R] LR Decomposition?

From: Roy Mendelssohn <Roy.Mendelssohn_at_noaa.gov>
Date: Mon, 23 Jun 2008 10:15:04 -0700

Hi All:

On Jun 23, 2008, at 9:53 AM, Berend Hasselman wrote:

> Jeffrey Spies wrote:
>>
>> Hi all,
>>
>> Is there an LR decomposition function in R and, if not, how can we
>> get the
>> non-compact representation of Q from QR decomposition?
>>
>> Thanks,
>>
>> Jeff.
>>
>
> I assume you mean a QR decomposition (I don't know what an LR
> decomposition
> is).
> You can get the answers to your questions by typing
>
> ?qr
>
> and taking it from there (click on qr.Q).
> Search the R help first.
>
> Berend

LR is the transpose of QR and is used in some system identification routines (see for example some of the papers by Picci). I don't know if any of the R routines for system identification have an LR, but you can do a QR decomposition on the transpose of the matrix.

-Roy M



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Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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