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

Charles R Harris charlesr.harris@gmail....
Sat Nov 24 10:17:34 CST 2012


On Sat, Nov 24, 2012 at 7:55 AM, Virgil Stokes <vs@it.uu.se> wrote:

> 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 :-)
>
>
That's a very graceful end to the discussion. Thanks for the update.

Chuck
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