Matrix factorization algorithms

Note

Better implementations for these algorithms may be available in stock MATLAB distribution or other third party libraries. These codes were developed for instructional purposes as variations of these algorithms were needed in development of other algorithms in this package.

Various versions of QR Factorization

Gram Schmidt:

[Q, R] =  spx.la.qr.gram_schmidt(A)

Householder UR:

[U, R] = spx.la.qr.householder_ur(A)

Householder QR:

[Q, R] =  spx.la.qr.householder_qr(A)

Householder matrix for a given vector:

[H, v] = spx.la.qr.householder_matrix(x)