Re: [R] LR Decomposition?

From: Berend Hasselman <>
Date: Mon, 23 Jun 2008 10:26:25 -0700 (PDT)

Roy Mendelssohn wrote:
> 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.

I just did a search for LR decomposition with Google. Interesting: appears to be another name for the LU decomposition. The transpose of a QR decomposition: wouldn't that be an LQ decomposition?


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