Monday, 11 May 2020

Matrix Utilities: QR factorisation using Householder reflections for Real Matrix

This blog post implements the QR factorisation of a square matrix, using Householder reflections.

For the (square) matrix entry, comma separated (the separation can also be a single whitespace) numbers need to be entered into the Input box, with no newline after the last line. A comma at the end of each line can be added optionally for comma separated numbers. Alternatively, you can load a CSV file into the Input box, by clicking on the Choose File button.

The precision of the results in decimal places can be specified in the text box headed "Precision (decimal places)". To perform the calculation, simply press the button labelled "Perform QR factorisation" further down this page. Two matrices will be printed in coloured textareas: the Q matrix which is orthogonal, and the upper-triangular R matrix. In addition, intermediate values of the Q and R matrices will be displayed at the bottom.

Precision (decimal places)


Q Matrix

R Matrix

Householder intermediates...