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GNU Octave - Local Sector 7 web page

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Chapter 20: Linear Algebra 179q =r =-0.31623 -0.94868-0.94868 0.31623-3.16228 -4.427190.00000 -0.63246The qr factorization has applications in the solution of least squares problemsminx‖Ax − b‖ 2for overdetermined systems of equations (i.e., A is a tall, thin matrix). The QRfactorization is QR = A where Q is an orthogonal matrix and R is upper triangular.The permuted QR factorization [q, r, p] = qr (a) forms the QR factorization suchthat the diagonal entries of r are decreasing in magnitude order. For example, giventhe matrix a = [1, 2; 3, 4],[q, r, p] = qr(a)returnsq =r =p =-0.44721 -0.89443-0.89443 0.44721-4.47214 -3.130500.00000 0.447210 11 0The permuted qr factorization [q, r, p] = qr (a) factorization allows the constructionof an orthogonal basis of span (a).lambda = qz (a, b)Loadable FunctionGeneralized eigenvalue problem Ax = sBx, QZ decomposition. There are three waysto call this function:1. lambda = qz(A,B)Computes the generalized eigenvalues λ of (A − sB).2. [AA, BB, Q, Z, V, W, lambda] = qz (A, B)Computes qz decomposition, generalized eigenvectors, and generalized eigenvaluesof (A − sB)AV = BV diag(λ)

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