QR factorization & backsubstitution



>>>>> "Ether" == Ether Jones <maxima at etherjones.us> writes:

    Ether> Does Maxima have QR factorization built in?



    Ether> i.e.? A = Q*R



    Ether> where A has more rows than columns, Q is orthogonal, and R is upper triangular?



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

Did you ever get lapack to compile on your system?

I poked around a bit and see that lapack has a dgels routine that
solves overdetermined or underdetermined real linear systems involving
an M-by-N matrix A, or its transpose, using a QR or LQ factorization
of A.  It is assumed that A has full rank.

Would that be of use to you?  It doesn't give you Q or R, but does
give you the solution.

There's no interface to it in maxima (and dgels isn't in maxima), but
it shouldn't be hard to add dgels and a rudimentary interface for it.

Ray