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QR Decomposition w/ Householder and Givens Transformations

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  1. Mar 1, 2015 #1

    Th3HoopMan

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    Could anybody link me to some good examples on how to go about doing them? I honestly have no idea how to go about doing these two types of problems.
     
    Th3HoopMan, Mar 1, 2015
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  3. Mar 2, 2015 #2

    SteamKing

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    It's not clear what you are looking for here.

    Do you want to know how to develop QR decomposition using HH & Givens Transforms?
    Or
    Are you looking for examples of problems which can be solved using QR decomposition?
     
    SteamKing, Mar 2, 2015
  4. Mar 2, 2015 #3

    Th3HoopMan

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    Examples of problems which can be solving using QR
     
    Th3HoopMan, Mar 2, 2015
  5. Mar 2, 2015 #4

    SteamKing

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    Just about any regression problem where the number of data points exceeds the degree of the curve being fitted.

    You use QR to find the minimum of the residuals in place of forming the normal equations.

    Here is an example using linear least squares:

    http://www.uta.edu/faculty/rcli/Teaching/math5392/NotesByHyvonen/lecture3.pdf

    Note: actual problem starts on p. 11, but there is a good intro. in pp. 1-10. :smile:
     
    SteamKing, Mar 2, 2015
  6. Mar 2, 2015 #5

    Th3HoopMan

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    Thank you!
     
    Th3HoopMan, Mar 2, 2015
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