[SciPy-User] qr decompostion gives negative q, r ?
Tue Nov 20 19:29:27 CST 2012
On 11/20/12 6:49 PM, Virgil Stokes wrote:
> Thanks for looking at this problem. I believe that this is a serious
> issue that does deserve some attention.
I'm curious: are you *guaranteed* by matlab (e.g., it's documented) to
get a PD R matrix, or does it just happen in the cases you checked? If
you aren't guaranteed it, then it seems very shaky to depend on it even
from matlab. Of course, if it doesn't mention it in the docs, then who
knows if it is guaranteed---matlab is closed source, so you can't just
go check the code yourself.
The way I read the docs at http://www.mathworks.com/help/matlab/ref/qr.html:
"[Q,R] = qr(A), where A is m-by-n, produces an m-by-n upper triangular
matrix R and an m-by-m unitary matrix Q so that A = Q*R."
it sounds like you shouldn't depend on R being PD even from matlab, even
if it's worked out that way in a few of your cases.
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