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