Hello Julia users,
Matlab has a variant of the QR decomposition invoked like this:
[Q,R,P] = qr(A)
This variant of qr() returns matrix R where the diagonal elements are
sorted from largest to smallest magnitude as you go from upper left to
lower right. The matrix P is the permutation matrix which permutes
the rows/cols of A to give this ordering of the diagonal elements of
R. That is, Q*R = A*P.
I tried doing the naive, analogous thing in Julia, but get an error:
julia> A = rand(3,3)
3x3 Array{Float64,2}:
0.243071 0.454947 0.89657
0.112843 0.802457 0.375417
0.154241 0.0182734 0.992542
julia> Q,R,P = qr(A)
ERROR: BoundsError: attempt to access (
3x3 Array{Float64,2}:
-0.786117 0.0985642 -0.610168
-0.364946 -0.870763 0.329523
-0.498833 0.481723 0.720492,
3x3 Array{Float64,2}:
-0.309204 -0.659611 -1.33693
0.0 -0.645106 0.2396
0.0 0.0 0.29177)
at index [3]
in indexed_next at tuple.jl:21
My question: What's the best way to get the equivalent of Matlab's
[Q,R,P] = qr(A) in Julia? Should I write my own qr() (not too
difficult)? Or just do some row/col permutation of the output of
regular qr()?
Thanks for any advice,
Stuart
p.s. I am using Version 0.4.3-pre+6 (2015-12-11 00:38 UTC)
