sparseQR-class {Matrix} | R Documentation |

Objects class `"sparseQR"`

represent a QR decomposition of a
sparse `m \times n`

(“long”: `m \ge n`

)
rectangular matrix `A`

, typically resulting from
`qr()`

, see ‘Details’ notably about row and column
permutations for pivoting.

For a sparse `m \times n`

(“long”: `m \ge n`

)
rectangular matrix `A`

, the sparse QR decomposition is either

of the form `P A = Q R`

with a (row)
permutation matrix `P`

, (encoded in the `p`

slot of the
result) if the `q`

slot is of length 0,

or of the form `P A P* = Q R`

with an extra (column) permutation
matrix `P*`

(encoded in the `q`

slot).
Note that the row permutation `P A`

in **R** is simply `A[p+1, ]`

where `p`

is the `p`

-slot, a 0-based permutation of
`1:m`

applied to the rows of the original matrix.

If the `q`

slot has length `n`

it is a 0-based permutation
of `1:n`

applied to the columns of the original matrix to reduce
the amount of “fill-in” in the matrix `R`

, and
`A P*`

in **R** is simply `A[ , q+1]`

.

`R`

is an `m\times n`

matrix that is zero below the
main diagonal, i.e., upper triangular (`m\times m`

) with
`m-n`

extra zero rows.

The matrix `Q`

is a "virtual matrix". It is the product of
`n`

Householder transformations. The information to generate
these Householder transformations is stored in the `V`

and
`beta`

slots.

Note however that `qr.Q()`

returns the row permuted matrix
`Q* := P^{-1}Q = P'Q`

as permutation matrices are
orthogonal; and `Q*`

is orthogonal itself because `Q`

and `P`

are.
This is useful because then, as in the dense matrix and base **R**
matrix `qr`

case, we have the mathematical identity

`P A = Q* R,`

in **R** as

A[p+1,] == qr.Q(*) %*% R .

The `"sparseQR"`

methods for the `qr.*`

functions return
objects of class `"dgeMatrix"`

(see
`dgeMatrix`

). Results from `qr.coef`

,
`qr.resid`

and `qr.fitted`

(when `k == ncol(R)`

) are
well-defined and should match those from the corresponding dense matrix
calculations. However, because the matrix `Q`

is not uniquely
defined, the results of `qr.qy`

and `qr.qty`

do not
necessarily match those from the corresponding dense matrix
calculations.

Also, the results of `qr.qy`

and `qr.qty`

apply to the
permuted column order when the `q`

slot has length `n`

.

Objects can be created by calls of the form `new("sparseQR", ...)`

but are more commonly created by function `qr`

applied
to a sparse matrix such as a matrix of class
`dgCMatrix`

.

`V`

:Object of class

`"dgCMatrix"`

. The columns of`V`

are the vectors that generate the Householder transformations of which the matrix Q is composed.`beta`

:Object of class

`"numeric"`

, the normalizing factors for the Householder transformations.`p`

:Object of class

`"integer"`

: Permutation (of`0:(n-1)`

) applied to the rows of the original matrix.`R`

:Object of class

`"dgCMatrix"`

: An upper triangular matrix of the same dimension as`X`

.`q`

:Object of class

`"integer"`

: Permutation applied from the right, i.e., to the*columns*of the original matrix. Can be of length 0 which implies no permutation.

- qr.R
`signature(qr = "sparseQR")`

: compute the upper triangular`R`

matrix of the QR decomposition. Note that this currently warns because of possible permutation mismatch with the classical`qr.R()`

result,*and*you can suppress these warnings by setting`options()`

either`"Matrix.quiet.qr.R"`

or (the more general) either`"Matrix.quiet"`

to`TRUE`

.- qr.Q
`signature(qr = "sparseQR")`

: compute the orthogonal`Q`

matrix of the QR decomposition.- qr.coef
`signature(qr = "sparseQR", y = "ddenseMatrix")`

: ...- qr.coef
`signature(qr = "sparseQR", y = "matrix")`

: ...- qr.coef
`signature(qr = "sparseQR", y = "numeric")`

: ...- qr.fitted
`signature(qr = "sparseQR", y = "ddenseMatrix")`

: ...- qr.fitted
`signature(qr = "sparseQR", y = "matrix")`

: ...- qr.fitted
`signature(qr = "sparseQR", y = "numeric")`

: ...- qr.qty
`signature(qr = "sparseQR", y = "ddenseMatrix")`

: ...- qr.qty
`signature(qr = "sparseQR", y = "matrix")`

: ...- qr.qty
`signature(qr = "sparseQR", y = "numeric")`

: ...- qr.qy
`signature(qr = "sparseQR", y = "ddenseMatrix")`

: ...- qr.qy
`signature(qr = "sparseQR", y = "matrix")`

: ...- qr.qy
`signature(qr = "sparseQR", y = "numeric")`

: ...- qr.resid
`signature(qr = "sparseQR", y = "ddenseMatrix")`

: ...- qr.resid
`signature(qr = "sparseQR", y = "matrix")`

: ...- qr.resid
`signature(qr = "sparseQR", y = "numeric")`

: ...- solve
`signature(a = "sparseQR", b = "ANY")`

: For`solve(a,b)`

, simply uses`qr.coef(a,b)`

.

`qr`

, `qr.Q`

,
`qr.R`

, `qr.fitted`

,
`qr.resid`

, `qr.coef`

,
`qr.qty`

, `qr.qy`

,

Permutation matrices in the Matrix package: `pMatrix`

;
`dgCMatrix`

, `dgeMatrix`

.

```
data(KNex)
mm <- KNex $ mm
y <- KNex $ y
y. <- as(y, "CsparseMatrix")
str(qrm <- qr(mm))
qc <- qr.coef (qrm, y); qc. <- qr.coef (qrm, y.) # 2nd failed in Matrix <= 1.1-0
qf <- qr.fitted(qrm, y); qf. <- qr.fitted(qrm, y.)
qs <- qr.resid (qrm, y); qs. <- qr.resid (qrm, y.)
stopifnot(all.equal(qc, as.numeric(qc.), tolerance=1e-12),
all.equal(qf, as.numeric(qf.), tolerance=1e-12),
all.equal(qs, as.numeric(qs.), tolerance=1e-12),
all.equal(qf+qs, y, tolerance=1e-12))
```

[Package *Matrix* version 1.5-3 Index]