There is a [Q,R] = qr(A,0) function in Matlab, which, according to documentation, returns an "economy" version of qr-decomposition of A. norm(A-Q*R) returns ~1e-12 for my data set. Also Q'*Q should theoretically return I. In practice there are small nonzero elements above and below the diagonal (of the order of 1e-6 or so), as well as diagonal elements that are slightly greater than 1 (again, by 1e-6 or so). Is anyone aware of a way to control precision of qr(.,0), or quality(orthogonality) of resulting Q, either by specifying epsilon, or via the number of iterations ? The size of the data set makes qr(A) run out of memory so I have to use qr(A,0).
Matlab, economy QR decomposition, control precision?
893 views Asked by AlexK At
1
There are 1 answers
Related Questions in MATLAB
- Convert Cell Array of Symbolic Functions to Double Array of Symbolic Functions MATLAB
- How to restrict vpasolve() to only integer solutions (MATLAB)
- "Error in port widths or dimensions" while producting 27
- matlab has encountered an internal problem needs to close
- Minimize the sum of squared errors between the experimental and predicted data in order to estimate two optimum parameters by using matlab
- Solve equation with Crank Nicolson and Newton iterative method in Matlab
- Why options are not available in EEGLAB menu options?
- ash: ./MathWorksProductInstaller: not found, but file exists
- iterative GA optimization algorithm
- Create Symbolic Function from Double Vector MATLAB
- Fixing FEA Model loading with correct units and stress results
- loading variables from a python script in matlab
- Why cannot I set font of `xlabel` in `plotmf` in MATLAB?
- How would I go about filtering non-standardly formatted serial data which contains some junk binary between data entries?
- Cyclic Voltammetry Simmulation in MATLAB, I am running into issues with my data points returning as NaN values, i am a beginner, any help wanted
Related Questions in DECOMPOSITION
- What is the correct formula to use when computing future state prediction (forecasting) with DMD?
- Finding a polar decomposition of a matrix
- Decomposing time series signals on Python without "losing" data in the trend component i.e. without centered moving averages?
- Is it possible to have a decomposed table to be the same as original one? BCNF Conversion
- how to implement VMD-GRU for timeseries forecasing?
- decompose timeseries including NAs
- R timeseries 10minutes intervall
- Multi Usertype Access on Resource in Microservice Architecture
- Why the MSE of the fitted data is not equal to the sum of the bias and the variance in R?
- Using STL Decomposition Terms in a GAM Model for Time-Series Analysis of Disease Mortality and Air Pollution
- Seasonal_Decompose gives plot filled to the brim with blue lines
- Adjusting percentages in decomposition tree in Power BI
- R seasonal adjustment
- Scilab QR decomposition by Householder method incorrect output
- Time Series Decomposition - How to extract monthly seasonality from daily data
Related Questions in ORTHOGONAL
- How do I keep the order of vectors after symmetric orthogonalization with Scipy?
- Find a polynomial function g(x) that at each point has a constant orthogonal distance from f(xà
- How can I generate matrix A satisfying AT*A=I with matlab?
- How to conceptually interpret output of a polynomial (quadratic) regression, when the regressors are orthogonal/correlated
- Matrices in Julia with Orthogonality constraints
- Pytorch torch.linalg.svd returning U and V^T, which are not orthogonal
- How to generate an orthogonal symmetric matrix?
- Orthogonality of Instruction Set Architecture
- orthogonal weights in Network with Keras / Tensorflow
- Marriage of orthogonal array with a conditional requirement in R
- Re orthogonalization of vector with respect to matrix
- Iterating over an image given a numpy ndarray for certain colored pixels in it
- taking input in a matrix of variable size in c++
- Calculating orthogonal movement
- orthogonal distance from fit with scipy.odr
Popular Questions
- How do I undo the most recent local commits in Git?
- How can I remove a specific item from an array in JavaScript?
- How do I delete a Git branch locally and remotely?
- Find all files containing a specific text (string) on Linux?
- How do I revert a Git repository to a previous commit?
- How do I create an HTML button that acts like a link?
- How do I check out a remote Git branch?
- How do I force "git pull" to overwrite local files?
- How do I list all files of a directory?
- How to check whether a string contains a substring in JavaScript?
- How do I redirect to another webpage?
- How can I iterate over rows in a Pandas DataFrame?
- How do I convert a String to an int in Java?
- Does Python have a string 'contains' substring method?
- How do I check if a string contains a specific word?
Trending Questions
- UIImageView Frame Doesn't Reflect Constraints
- Is it possible to use adb commands to click on a view by finding its ID?
- How to create a new web character symbol recognizable by html/javascript?
- Why isn't my CSS3 animation smooth in Google Chrome (but very smooth on other browsers)?
- Heap Gives Page Fault
- Connect ffmpeg to Visual Studio 2008
- Both Object- and ValueAnimator jumps when Duration is set above API LvL 24
- How to avoid default initialization of objects in std::vector?
- second argument of the command line arguments in a format other than char** argv or char* argv[]
- How to improve efficiency of algorithm which generates next lexicographic permutation?
- Navigating to the another actvity app getting crash in android
- How to read the particular message format in android and store in sqlite database?
- Resetting inventory status after order is cancelled
- Efficiently compute powers of X in SSE/AVX
- Insert into an external database using ajax and php : POST 500 (Internal Server Error)
When I try the non- economy setting, I actually get comparable results for A-Q*R. Even for a tiny matrix containing small numbers as shown here:
As such I don't believe the 'economy' is the problem as confirmed by @horchler in the comments, but that you have just ran into the limits of how accurate calculations can be done with data of type 'double'.
Even if you change the accuracy somehow, you will always be dealing with an approximation, so perhaps the first thing to consider here is whether you really need greater accuracy than you already have. If you need more accuracy there may always be a way, but I doubt whether it will be a straightforward one.