QR factorization & backsubstitution



The script I want to write requires quite a bit of symbolic manipulation before doing the numerics so I'd rather remain in Maxima since I've used it on and off for a few years and have had some success with it.

I'm familiar with Octave but have been waiting for a stable native binary distro for Windows.? Is there one you recommend?




________________________________
 From: Przemek Klosowski <przemek.klosowski at nist.gov>
To: Ether Jones <maxima at etherjones.us> 
Sent: Friday, March 8, 2013 11:19 AM
Subject: Re: [Maxima] QR factorization & backsubstitution
 
On 03/07/2013 08:01 PM, Ether Jones 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?
> 
> 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?

Since you're asking for a numerical solution, I would recommend using a numerics-oriented package such as Octave, which indeed has QR and backsubstitution. I am pretty sure that Maxima can get access to the same functionality (it's LAPACK after all) but you may need some extra work to get to it while it's bread and butter to Octave which is a FOSS Matlab clone in case you're not familiar with it.