Re: [R] LR Decomposition?

From: Berend Hasselman <bhh_at_xs4all.nl>
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?

Berend

-- 
View this message in context: http://www.nabble.com/LR-Decomposition--tp18072588p18073979.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Tue 24 Jun 2008 - 02:45:24 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 24 Jun 2008 - 04:31:25 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive