### Name: qr ### Title: The QR Decomposition of a Matrix ### Aliases: qr qr.default qr.coef qr.qy qr.qty qr.resid qr.fitted qr.solve ### is.qr as.qr solve.qr ### Keywords: algebra array ### ** Examples hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") } h9 <- hilbert(9); h9 qr(h9)$rank #--> only 7 qrh9 <- qr(h9, tol = 1e-10) qrh9$rank #--> 9 ##-- Solve linear equation system H %*% x = y : y <- 1:9/10 x <- qr.solve(h9, y, tol = 1e-10) # or equivalently : x <- qr.coef(qrh9, y) #-- is == but much better than #-- solve(h9) %*% y h9 %*% x # = y ## overdetermined system A <- matrix(runif(12), 4) b <- 1:4 qr.solve(A, b) # or solve(qr(A), b) solve(qr(A, LAPACK=TRUE), b) # this is a least-squares solution, cf. lm(b ~ 0 + A) ## underdetermined system A <- matrix(runif(12), 3) b <- 1:3 qr.solve(A, b) solve(qr(A, LAPACK=TRUE), b) # solutions will have one zero, not necessarily the same one