QR factorization & backsubstitution



On Thu, Mar 7, 2013 at 5:01 PM, Ether Jones <maxima at etherjones.us> wrote:

> Does Maxima have QR factorization built in?
>
> i.e.  A = Q*R
>
> where A has more rows than columns, Q is orthogonal, and R is upper
> triangular?
>
>
If you want a numerical solution, it looks like maxima has the Lapack
routine dgeqrf for real matrices.  Use "? dgeqrf" to see how to use it.


> Also, does  Maxima have a backsubstitution method, so that
> the overdetermined linear system  Ax~b can be solved using QR
> factorization by solving Rx=Q'b by backsubstitution?
>

It looks like dgetrs is the lapack routine to do this.  It seems not
supported by maxima, but it shouldn't be too hard to add that.

Ray


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