[R] LR Decomposition?

[Roy Mendelssohn]

Hi All:


On Jun 23, 2008, at 9:53 AM, Berend Hasselman wrote:

> Jeffrey Spies wrote:
>>
>> Hi all,
>>
>> Is there an LR decomposition function in R and, if not, how can we  
>> get the
>> non-compact representation of Q from QR decomposition?
>>
>> Thanks,
>>
>> Jeff.
>>
>
> I assume you mean a QR decomposition (I don't know what an LR  
> decomposition
> is).
> You can get  the answers to your questions by typing
>
> ?qr
>
> and taking it from there (click on qr.Q).
> Search the R help first.
>
> Berend


LR is the transpose of QR and is used in some system identification  
routines  (see for example some of the papers by Picci).  I don't  
know if any of the R routines for system identification have an LR,  
but you can do a QR decomposition on the transpose of the matrix.

-Roy M


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Roy Mendelssohn
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