QR分解matlab程序
时间: 2023-07-31 07:03:55 浏览: 104
矩阵的QR分解-matlab的使用
以下是QR分解的Matlab程序:
```matlab
function [Q,R] = QR_decomposition(A)
% QR Decomposition using Householder reflections
% A: matrix to be decomposed
% Q: orthogonal matrix
% R: upper triangular matrix
[m,n] = size(A);
Q = eye(m);
for k = 1:n
% Compute the Householder reflection that zeros out below the diagonal
x = A(k:m,k);
e1 = zeros(length(x),1);
e1(1) = 1;
v = sign(x(1))*norm(x)*e1 + x;
v = v/norm(v);
% Apply the reflection to A and Q
A(k:m,k:n) = A(k:m,k:n) - 2*v*(v'*A(k:m,k:n));
Q(k:m,:) = Q(k:m,:) - 2*v*(v'*Q(k:m,:));
end
R = triu(A);
end
```
这个程序使用Householder反射来进行QR分解。输入矩阵A,输出正交矩阵Q和上三角矩阵R。
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