[Numpy-discussion] qr decomposition with column pivoting/qr decomposition with householder reflections

traveller3141 traveller3141@gmail....
Thu Jun 21 22:49:43 CDT 2007


I'm in the process of trying to convert some Matlab code into Python.
There's a statement of the form:

[q,r,e] = qr(A)

which performs a qr-decomposition of A, but then also returns a
'permutation' matrix. The purpose of this is to ensure that the values along
r's diagonal are decreasing. I believe this technique is called "qr
decomposition with column pivoting" or (equivalently) "qr decomposition with
householder reflections".

I have not been able to find an implementation of this within numpy. Does
one exist? Or should I come to truly understand this algorithm (prob'ly a
good idea regardless) and implement it?

Thanks,
Steven
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