19 lines
436 B
Matlab
19 lines
436 B
Matlab
function [Q, R] = Alg13(A)
|
|
% Algorithm 13: The QR algorithm by the Gram-Schmidt ortogonalization
|
|
% [Q, R] = Alg13(A)
|
|
% Based on [GVL96]: Section 5.2.8
|
|
|
|
[m,n] = size(A);
|
|
|
|
if ~ (m >= n)
|
|
error("m has to be greater or equal n!")
|
|
end
|
|
|
|
R = zeros(n, n);
|
|
Q = zeros(m, n);
|
|
for k = 1:n
|
|
R(k, k) = norm(A(:, k));
|
|
Q(:, k) = A(:, k)/R(k, k);
|
|
R(k, k+1:n) = Q(:, k)'*A(:, k+1:n);
|
|
A(:, k+1:n) = A(:, k+1:n) - Q(:, k)*R(k, k+1:n);
|
|
end |