21 lines
458 B
Mathematica
21 lines
458 B
Mathematica
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function [Q, R] = Alg12(A)
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% Algorithm 11 - The QR algorithm by the Householder transformation
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% [Q, R] = Alg12(A)
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% Based on [GVL96]: Algorithm 5.2.4
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[m, n] = size(A);
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if ~ (m >= n)
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error("m has to be greater or equal n!")
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end
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Q = eye(m, m);
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for j = 1:n
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for i = m:-1:j+1
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[c, s] = Givens(A(i-1, j), A(i, j));
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A(i-1:i, j:n) = [c s; -s c]'*A(i-1:i, j:n);
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Q(:, i-1:i) = Q(:, i-1:i)*[c s ; -s c];
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end
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end
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R = A;
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end
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