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Compute QR Factorization

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The QR factorization expresses an m×n matrix A as follows: A = Q*R. Here Q is an m×m unitary matrix, and R is an m×n upper triangular matrix. If the components of A are real numbers, Q is an orthogonal matrix. To compute the QR decomposition of a matrix, use the linalg::factorQR function. For example, compute the QR decomposition of the 3×3 Pascal matrix:

P := linalg::pascal(3):
[Q, R] := linalg::factorQR(P)

The product of Q and R gives the original 3×3 Pascal matrix:

testeq(P = Q*R)

Also, you can perform the QR factorization for matrices that contain complex values. In this case, the matrix Q is unitary:

B := matrix([[I, -1], [1, I]]):
[Q, R] := linalg::factorQR(B)

Again, the product of Q and R gives the original matrix B:

testeq(B = Q*R)

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