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view matrixcomp/trap2tri.m @ 0:8f23314345f4 draft
Create local repository for matrix toolboxes. Step #0 done.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Wed, 06 May 2015 14:56:53 +0200 |
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function [Q, T] = trap2tri(L) %TRAP2TRI Unitary reduction of trapezoidal matrix to triangular form. % [Q, T] = TRAP2TRI(L), where L is an m-by-n lower trapezoidal % matrix with m >= n, produces a unitary Q such that Q*L = [T; 0], % where T is n-by-n and lower triangular. % Q is a product of Householder transformations. % Called by COD. % % Reference: % G. H. Golub and C. F. Van Loan, Matrix Computations, third % edition, Johns Hopkins University Press, Baltimore, Maryland, % 1996; P5.2.5. [n, r] = size(L); if r > n | ~isequal(L,tril(L)) error('Matrix must be lower trapezoidal and m-by-n with m >= n.') end Q = eye(n); % To hold product of Householder transformations. if r ~= n % Reduce nxr L = r [L1] to lower triangular form: QL = [T]. % n-r [L2] [0] for j=r:-1:1 % x is the vector to be reduced, which we overwrite with the H.T. vector. x = L(j:n,j); x(2:r-j+1) = zeros(r-j,1); % These elts of column left unchanged. [v,beta,s] = gallery('house',x); % Nothing to do if x is zero (or x=a*e_1, but we don't check for that). if s ~= 0 % Implicitly apply H.T. to pivot column. % L(r+1:n,j) = zeros(n-r,1); % We throw these elts away at the end. L(j,j) = s; % Apply H.T. to rest of matrix. if j > 1 y = v'*L(j:n, 1:j-1); L(j:n, 1:j-1) = L(j:n, 1:j-1) - beta*v*y; end % Update H.T. product. y = v'*Q(j:n,:); Q(j:n,:) = Q(j:n,:) - beta*v*y; end end end T = L(1:r,:); % Rows r+1:n have been zeroed out.