JQR/JRQ/JQL/JLQ factorizations

버전 1.4.1.1 (14.7 KB) 작성자: Ivo Houtzager

JQR/JRQ/JQL/JLQ factorizations of an array

https://github.com/iwoodsawyer/hyperbolic

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업데이트 날짜: 2021/4/1

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JQR/JRQ/JQL/JLQ computes a J-orthogonal (or J-unitary, or hyperbolic) QR/RQ/QL/LQ factorization of the matrix A. For example, the JQR factorization decomposes the matrix A = Q*R for a given signature matrix J, where R is an upper triangular matrix with positive values on the diagonal, and Q is a J-orthogonal matrix with Q'*J*Q = J. The given signature matrix J must be a diagonal matrix with 1 or -1 on the main diagonal and zeros on all the subdiagonals.
Example code:
A = randn(10);
J = blkdiag(-eye(5),eye(5));
[Q,R,Jp] = jqr(A,J);
norm(A-Q*R)
norm(Jp - Q'*J*Q)

인용 양식

Ivo Houtzager (2024). JQR/JRQ/JQL/JLQ factorizations (https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1), GitHub. 검색됨 2024/4/26.

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버전	게시됨	릴리스 정보
1.4.1.1	2021/4/1	See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.1.1	다운로드
1.4.0.1	2021/4/1	See release notes for this release on GitHub: https://github.com/iwoodsawyer/hyperbolic/releases/tag/v1.4.0.1	다운로드
1.4.0.0	2015/7/11	Fixes to prevent overflow/underflow Small speed improvements	다운로드
1.3.0.0	2015/4/3	Small code improvements Fix bug with sign returning zero for zero	다운로드
1.2.0.0	2015/4/2	Made the diagonal values of the returned R matrix positive.	다운로드
1.1.0.0	2015/4/1	Changed default tolerance to be based on frobenius norm for speed	다운로드
1.0.0.0	2015/3/29		다운로드

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