Thank you, Michele & Chris for your suggestion to use qrfact. Good
idea. Unfortunately, I neglected to mention that my matrix is a
BigFloat array, and qrfact with pivoting fails like this:
julia> Z = qrfact(A, true)
ERROR: MethodError: `qrfact` has no method matching
qrfact(::Array{BigFloat,2}, ::Bool)
Hmmmm.... I guess I'll need to figure out how to implement the
QR-with-pivot algorithm in Golub and Van Loan (ugh!). Or is there a
clear reference to the algorithm Julia uses?
Stuart
On Tue, 6 Sep 2016, Chris Rackauckas wrote:
Use qrfact() (or the in-place version). It doesn't return [Q,R,P] because
Julia is smarter than that. It returns a specially designed type for the QR
return. It holds all of the those parts so you can get Q, R, and P out, but
most of the time you won't need to. For example, if A is the return of
qrfact, then A\b will automatically dispatch to do the fast algorithm for a
QR-factored matrix (which is the most common use for accessing Q and R).
On Tuesday, September 6, 2016 at 6:37:59 PM UTC-7, Stuart Brorson wrote:
Hello Julia users,
Matlab has a variant of the QR decomposition invoked like this:
[Q,R,P] = qr(A)
This variant of qr() returns matrix R where the diagonal elements are
sorted from largest to smallest magnitude as you go from upper left to
lower right. The matrix P is the permutation matrix which permutes
the rows/cols of A to give this ordering of the diagonal elements of
R. That is, Q*R = A*P.
I tried doing the naive, analogous thing in Julia, but get an error:
julia> A = rand(3,3)
3x3 Array{Float64,2}:
0.243071 0.454947 0.89657
0.112843 0.802457 0.375417
0.154241 0.0182734 0.992542
julia> Q,R,P = qr(A)
ERROR: BoundsError: attempt to access (
3x3 Array{Float64,2}:
-0.786117 0.0985642 -0.610168
-0.364946 -0.870763 0.329523
-0.498833 0.481723 0.720492,
3x3 Array{Float64,2}:
-0.309204 -0.659611 -1.33693
0.0 -0.645106 0.2396
0.0 0.0 0.29177)
at index [3]
in indexed_next at tuple.jl:21
My question: What's the best way to get the equivalent of Matlab's
[Q,R,P] = qr(A) in Julia? Should I write my own qr() (not too
difficult)? Or just do some row/col permutation of the output of
regular qr()?
Thanks for any advice,
Stuart
p.s. I am using Version 0.4.3-pre+6 (2015-12-11 00:38 UTC)
