Factor arbitrary matrix into unitary and upper triangular components
Math Functions / Matrices and Linear Algebra / Matrix Factorizations
dspfactors
The QR Factorization block uses a sequence of Householder transformations to triangularize the input matrix A. The block factors a column permutation of the MbyN input matrix A as
A_{e} = QR
The columnpivoted matrix A_{e} contains the columns of A permuted as indicated by the contents of lengthN permutation vector E.
A_{e} = A(:,E) % Equivalent MATLAB code
The block selects a column permutation vector E, which ensures that the diagonal elements of matrix R are arranged in order of decreasing magnitude.
$$\left{r}_{i+1,j+1}\right<\left{r}_{i,j}\right\text{}i=j$$
The size of matrices Q and R depends on the setting of the Output size parameter:
When you select Economy
for the
output size, Q is an Mbymin(M,N)
unitary matrix, and R is a min(M,N)byN uppertriangular
matrix.
[Q R E] = qr(A,0) % Equivalent MATLAB code
When you select Full
for the output
size, Q is an MbyM unitary
matrix, and R is a MbyN uppertriangular
matrix.
[Q R E] = qr(A) % Equivalent MATLAB code
The block treats lengthM unoriented vector input as an Mby1 matrix.
QR factorization is an important tool for solving linear systems of equations because of good error propagation properties and the invertibility of unitary matrices:
Q^{ –1} = Q'
where Q'
is the complex
conjugate transpose of Q.
Unlike LU and Cholesky factorizations, the matrix A does not need to be square for QR factorization. However, QR factorization requires twice as many operations as LU Factorization (Gaussian elimination).
The Output size parameter of the QR factorization
block has two settings: Economy
and Full
.
When the MbyN input matrix A has
dimensions such that M > N,
the dimensions of output matrices Q and R differ
depending on the setting of the Output size parameter.
If, however, the size of the input matrix A is
such that M ≤ N, output
matrices Q and R have the same
dimensions, regardless of whether the Output size is
set to Economy
or Full
.
The input to the QR Factorization block in the following model
is a 5
by2
matrix A.
When you change the setting of the Output size parameter
from Economy
to Full
,
the dimensions of the output given by the QR Factorization block also
change.
Open the model by typing ex_qrfactorization_ref
at
the MATLAB^{®} command line.
Doubleclick the QR Factorization block, set the Output
size parameter to Economy
, and
run the model.
The QR Factorization block outputs a 5
by2
matrix Q and
a 2
by2
matrix R.
Change the Output size parameter
of the QR Factorization block to Full
and
rerun the model.
The QR Factorization block outputs a 5
by5
matrix Q and
a 5
by2
matrix R.
Specify the size of output matrices Q and R:
Economy
— When this output
size is selected, the block outputs an Mbymin(M,N)
unitary matrix Q and a min(M,N)byN uppertriangular
matrix R.
Full
— When this output
size is selected, the block outputs an MbyM unitary
matrix Q and a MbyN uppertriangular
matrix R.
Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.
Port  Supported Data Types 

Input 

Output 

Cholesky Factorization  DSP System Toolbox 
LU Factorization  DSP System Toolbox 
QR Solver  DSP System Toolbox 
Singular Value Decomposition  DSP System Toolbox 
qr  MATLAB 
See Matrix Factorizations for related information.