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function [R, Q] = rq (A, m, n)
%RQ economy RQ or QL factorization of a full matrix A.
% No special handling is done for rank-deficient matrices.
%
% [R,Q] = rq (A)
% [R,Q] = rq (A,m,n)
%
% If A is m-by-n with m <= n, then R*Q=A is factorized with R upper triangular
% and m-by-m. Q is m-by-n with orthonormal rows, where Q*Q' = eye (m), but
% Q'*Q is not identity. RQ works quickly when A is upper trapezoidal, but
% also works in the general case. With n=3 and m=5, an upper trapezoidal A:
%
% x x x x x
% . x x x x
% . . x x x
%
% The factorization is R*Q = A where R is upper triangular and m-by-m,
% and Q is m-by-n:
%
% R * Q = A
% x x x x x x x x x x x x x
% . x x x x x x x . x x x x
% . . x x x x x x . . x x x
%
% Q also happens to be upper trapezoidal if A is upper trapezoidal.
% With two optional input arguments (m,n), only A (1:m,1:n) is factorized.
%
% If m > n, then Q*R=A is computed where "R" is lower triangular and Q
% has orthonormal columns (Q'*Q is identity).
%
% Example
%
% A = rand (3,4), [R, Q] = rq (A), norm (R*Q-A), norm (Q*Q'-eye(3))
% C = rand (4,3), [L, Q] = rq (C), norm (Q*L-C), norm (Q'*Q-eye(3))
%
% See also qr.
% Factorize, Copyright (c) 2011-2012, Timothy A Davis. All Rights Reserved.
% SPDX-License-Identifier: BSD-3-clause
if (issparse (A))
% RQ would actually work, but it would be very inefficient since no fill
% reducing ordering is used. That would require a row permutation of R.
error ('FACTORIZE:rq:sparse', 'RQ is not designed for sparse matrices.') ;
end
if (nargin == 1)
[m, n] = size (A) ;
end
if (m <= n)
%---------------------------------------------------------------------------
% RQ factorization of a short-and-fat matrix A
%---------------------------------------------------------------------------
[Q, R] = qr (A (m:-1:1, n:-1:1)', 0) ;
R = R (end:-1:1, end:-1:1)' ;
Q = Q (end:-1:1, end:-1:1)' ;
% Below is a step-by-step working description of the algorithm. Each of
% the error norms will be small. This code will operate correctly if
% uncommented, it will just be slower than the 3 lines of code above.
% (1) The A matrix is transposed and its rows and columns are reversed.
% The row/column reversal can be viewed as multiplication of A by row and
% column permutations, so this operation makes sense in terms of linear
% algebra: H = (Pm*A*Pn)' where Pm and Pn are permutation matrices of
% size m and n, respectively.
% H = A (m:-1:1, n:-1:1)' ;
% H now has the following form. This is good, because qr(H) can exploit
% the 3 zeros in the lower triangular part, to reduce the computation time.
%
% x x x
% x x x
% x x x
% . x x
% . . x
%
% We could instead factorize A', which has the following shape:
%
% x . .
% x x .
% x x x
% x x x
% x x x
%
% but the QR method in MATLAB cannot exploit the zeros in upper triangular
% part A'.
% (2) The QR factorzation of H is computed. QR in MATLAB takes advantage
% of the zeros in H. The resulting Q is n-by-m, R is m-by-m.
% [Q, R] = qr (H, 0) ;
% err = norm (Q*R-H)
% Q * R = H
%
% x x x 1 x x x x x (a "1" denotes the R(1,1) entry,
% x x x . x x x x x so it can be followed in the
% x x x . . x x x x operations below)
% . x x . x x
% . . x . . x
% (3) The columns of R and H are reversed. This is the same as multiplying
% both sides of the equation by the Pm m-by-m permutation matrix on the
% right.
% R = R (:, end:-1:1) ;
% H = H (:, end:-1:1) ;
% err = norm (Q*R-H)
% Q * R = H
%
% x x x x x 1 x x x
% x x x x x . x x x
% x x x x . . x x x
% . x x x x .
% . . x x . .
% (4) Both sides of the equation are transposed.
% H = H' ;
% R = R' ;
% Q = Q' ;
% err = norm (R*Q-H)
% R * Q = H
%
% x x x x x x . . x x x x x
% x x . x x x x . x x x x .
% 1 . . x x x x x x x x . .
% (5) The columns of Q and H are reversed. This is the same as multiplying
% both sides of the equation by the Pn n-by-n permutation matrix on the
% right. H is now equal to A again.
% H = H (:, end:-1:1) ;
% Q = Q (:, end:-1:1) ;
% err = norm (A-H)
% err = norm (R*Q-H)
% R * Q = A
%
% x x x . . x x x x x x x x
% x x . . x x x x . x x x x
% 1 . . x x x x x . . x x x
% (6) The columns of R and rows of Q are reversed. This the same as
% inserting the product of Pm*Pm' = I between R and Q, where Pm is the
% m-by-m permutation matrix.
% R = R (:, end:-1:1) ;
% Q = Q (end:-1:1, :) ;
% err = norm (R*Q-H)
% err = norm (Q*Q' - eye (m))
% R * Q = A
%
% x x x x x x x x x x x x x
% . x x . x x x x . x x x x
% . . 1 . . x x x . . x x x
else
%---------------------------------------------------------------------------
% QL factorization of a tall-and-thin matrix A
%---------------------------------------------------------------------------
[R, Q] = rq (A', n, m) ;
R = R' ;
Q = Q' ;
end
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