| QR.Auxiliaries {base} | R Documentation |
Returns the original matrix from which the object was constructed or the components of the decomposition.
qr.X(qr, complete = FALSE, ncol =) qr.Q(qr, complete = FALSE, Dvec =) qr.R(qr, complete = FALSE)
qr |
object representing a QR decomposition. This will
typically have come from a previous call to qr or
lsfit. |
complete |
logical expression of length 1. Indicates whether an arbitrary orthogonal completion of the Q or X matrices is to be made, or whether the R matrix is to be completed by binding zero-value rows beneath the square upper triangle. |
ncol |
integer in the range 1:nrow(qr$qr). The number
of columns to be in the reconstructed X. The default
when complete is FALSE is the first
min(ncol(X), nrow(X)) columns of the original X
from which the qr object was constructed. The default when
complete is TRUE is a square matrix with the original
X in the first ncol(X) columns and an arbitrary
orthogonal completion (unitary completion in the complex case) in
the remaining columns. |
Dvec |
vector (not matrix) of diagonal values. Each column of
the returned Q will be multiplied by the corresponding
diagonal value. Defaults to all 1s. |
qr.X returns X, the original matrix from
which the qr object was constructed, provided ncol(X) <= nrow(X).
If complete is TRUE or the argument ncol is greater than
ncol(X), additional columns from an arbitrary orthogonal
(unitary) completion of X are returned.
qr.Q returns part or all of Q, the order-nrow(X)
orthogonal (unitary) transformation represented by qr. If
complete is TRUE, Q has nrow(X) columns.
If complete is FALSE, Q has ncol(X)
columns. When Dvec is specified, each column of Q is
multiplied by the corresponding value in Dvec.
qr.R returns R, the upper triangular matrix such that
X == Q %*% R. The number of rows of R is
nrow(X) or ncol(X), depending on whether complete
is TRUE or FALSE.
p <- ncol(x <- LifeCycleSavings[,-1]) # not the 'sr' qrstr <- qr(x) # dim(x) == c(n,p) qrstr $ rank # = 4 = p Q <- qr.Q(qrstr) # dim(Q) == dim(x) R <- qr.R(qrstr) # dim(R) == ncol(x) X <- qr.X(qrstr) # X == x range(X - as.matrix(x))# ~ < 6e-12 ## X == Q %*% R : Q %*% R