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matrixjulianumerical-methodsscientific-computing

Pivoted QR in Julia?

In Julia, the function qr(A) will perform a QR decomposition on a given matrix A. However, is there any function/way in Julia to do a "pivoted" QR decomposition on a given matrix?

Solution

  • Just pass in the magic option:

    julia> A = 10*log.(1 .- rand(4,3));

julia> qr(A, ColumnNorm())
QRPivoted{Float64, Matrix{Float64}}
Q factor:
4×4 LinearAlgebra.QRPackedQ{Float64, Matrix{Float64}}:
 -0.0101543  -0.218633   0.804736   -0.551812
 -0.118832   -0.376628   0.446673    0.802816
 -0.118236   -0.88692   -0.390704   -0.216204
 -0.985797    0.154029  -0.0152722  -0.0651594
R factor:
3×3 Matrix{Float64}:
 26.4193   4.80784   8.92215
  0.0     18.7537   15.1792
  0.0      0.0      -9.77702
permutation:
3-element Vector{Int64}:
 2
 3
 1

    Note that the docs are a little off.