[SciPy-User] Final (summary) on: qr decompostion gives negative q, r ?

Virgil Stokes vs@it.uu...
Sat Nov 24 08:55:59 CST 2012


After studying the qr decomposition using both numpy and MATLAB, I now realize 
that what I thought to be true about the results of the qr decomposition was 
incorrect. That is, as many of the those who replied to my emails on this 
pointed out:

1) The "sign" of the returned 'r' matrix really doesn't matter.
2) The same input to MATLAB and numpy  (for a qr decomposition) can give 
different results (sign differences), and again this really doesn't matter (at 
least in my application).

Thanks:  Charles R. Harris, Pauli Virtanen, Sturla Molden, Alejandro Weinstein, 
Matthieu Brucher, Alex Leach, Jason Grout, Skipper Seabold, Robert Kern, and 
David Menhur for forcing me to think a little more about this.

I am very grateful for your help. The final results (smoothed states and 
covariances) obtained from my Python/numpy implementation are the same as those 
returned from the original MATLAB implementation :-)

Best regards,
--V



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