extendr_api::prelude::modules::qr

Module col_pivoting

Expand description

The QR decomposition decomposes a matrix $A$ into the product $$AP^T = QR,$$ where $P$ is a permutation matrix, $Q$ is a unitary matrix (represented as a block Householder sequence), and $R$ is an upper trapezoidal matrix.

Modulesยง

  • Computing the decomposition.
  • Reconstructing the inverse of the original matrix from the decomposition.
  • Reconstructing the original matrix from the decomposition.
  • Solving a linear system using the decomposition.