Compute the matrix sim R with Matlab

Question

Matrix A is am by n+1 has reducedn QR factorization and A = Q_hat * R_hat . Moreover,

A = Q_hat*diag(1/q(m,1) ,..., 1/q(m, n+1))*diag(q(m,1) ,..., q(m,n+1)) This is equal to A = simQ * simR .

How do I find simR in matlab?

Answer 1

Qr factorization in Matlab can be performed like [Q,R] = qr(A) .

Given your last equation A = simQ*simR. You can split this equation into:

simQ * simR(:,1) = A(:,1)

simQ * simR(:,2) = A(:,2)

and so on.

These are now simple equations of the form Ax = b and can therefore be solved like x=A\\b;