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QR decomposition

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ranius
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QR decomposition

Tue Oct 28, 2014 2:08 pm
Hi,
I'm quite a new to these topics so I apologize in advance for my trivial question. I’ve searched in the forum but I was not able to find out an answer.
I need to perform the QR decomposition of a Matrix in order to use the R matrix to evaluate the product between this matrix and vector v: a = R*v.
I was trying the three methods implemented in Eigen-3.2.2 library, but I obtain three very different results for what concern both the vector a and its module using the different techniques.
I think I’m doing something wrong, can anyone help me?
Thanks
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ggael
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Re: QR decomposition

Tue Oct 28, 2014 10:14 pm
This is normal because the column and full pivoting variants does not factorize A = Q * R, but A * P = Q * R for the column pivoting one, and P1 * A * P2 = Q * R for the full-pivoting one. The applied permutations permits to be more numerically stable and reveal the rank of the matrix. If you known that your matrix is full-rank, then the non-pivoting variant is good enough and much faster.
ranius
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Re: QR decomposition

Thu Oct 30, 2014 7:01 pm
Thank you for your help!
In order to get the same results using the no-pivoting technique I have to consider the P1 (for column pivoting) and P1,P2 (for full pivoting)? Or is it not possible?

Thanks a lot in advance


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