RQ decomposition
David Doria
Thanks,
Dave
John D'Errico
> Is there an easy way to get an RQ decomposition from the included qr() function? This seems like a useful thing to include for the next release! Its very helpful in camera calibration, because to get the intrinsic parameters from a camera projection matrix, you can simply use the RQ factorization of the projection matrix.
Have you looked on the internet?
Google easily found matlab code for an
RQ decomposition.
So then I looked on the file exchange.
An RQ decomposition is on the FEX. It
is mex code, but still useful.
John
Bruno Luong
function [R Q]=rq(A)
% function [R Q]=rq(A)
% A [m x n] with m<=n
% return R [m x n] triangular and
% Q [n x n] unitary (i.e., Q'*Q=I)
% such that A=R*Q
% Author: Bruno Luong
% Last Update: 04/Oct/2008
[m n]=size(A);
if m>n
error('RQ: Number of rows must be smaller than column');
end
[Q R]=qr(flipud(A).');
R=flipud(R.');
R(:,1:m)=R(:,m:-1:1);
Q=Q.';
Q(1:m,:)=Q(m:-1:1,:);
end
% Bruno
David Doria
Could you explain in a couple of sentences what that is doing in a little bit "mathy" terms? ie. I've never seen a "flip upside down" step in a linear algebra kind of definition- can you explain why that is done?
Thanks,
Dave
Bruno Luong
> Bruno,
>
> Could you explain in a couple of sentences what that is doing in a little bit "mathy" terms? ie. I've never seen a "flip upside down" step in a linear algebra kind of definition- can you explain why that is done?
>
Hi,
Flipping upside down is multiplying a permutation matrix on the left side. Flipping rows (also in the above but only m rows, not n), is multiplying a permutation matrix on the right side.
I use permutation matrices for the purpose to transform a lower triangular matrix to upper one.
Bruno
Bruno Luong
function [R Q]=rq(A, varargin)
% function [R Q]=rq(A)
%
% Perform RQ factorization
% A [m x n]
% returns R [m x n] triangular superior and
% Q [n x n] unitary (i.e., Q'*Q=I)
% such that A = R*Q
%
% Note: Standard RQ requires m<=n.
%
% For n ~=m, default output R has non-zero elements populate
% at the m-first rows
% Use [R Q] = rq(A, 'last') to populate non-sero R-rows at other end.
%
% For "non standard" RQ, i.e. for A with m > n, zero are padded in the
% outputs R and Q. However Q is no longer unitary. More precisely
% Q'*Q = eye(n) but Q*Q' is
% diag([zeros(1,m-n) ones(1,n)]) without 'last' option, and
% diag([ones(1,n) zeros(1,m-n)]) with 'last' and R becomes triangular.
%
% Author: Bruno Luong
% last Update: 05/Oct/2008
[m n]=size(A);
[Q R]=qr(flipud(A).');
R=flipud(R.'); % m x n
Q=Q.'; % n x n
if m>n
warning('RQ:DimensionBizarre',...
'RQ: number of rows is larger the number of columns');
% Padding zeros
R(end,m)=0; % m x m
Q(m,end)=0; % m x n
end
R(:,1:m)=R(:,m:-1:1);
Q(1:m,:)=Q(m:-1:1,:);
last=strcmpi(getoption('',varargin{:}),'last');
% Populate R at last rows
if xor(m>n,last)
R=circshift(R,[0 n-m]);
Q=circshift(Q,[n-m 0]);
end
end
% Get option if provided
function res=getoption(default, option)
if nargin<2 || isempty(option)
res=default;
else
res=option;
end
end
% Bruno
David Doria
Q and R in the QR decomposition of A are the same Q and R in the RQ decomposition of which matrix?
For square 3x3 matices, I got it down to this:
ReverseRows = [0 0 1; 0 1 0 ; 1 0 0]; %right multiply by ReverseRows reverses columns
[Q R] = qr((ReverseRows * A)');
R = ReverseRows * R' * ReverseRows;
Q = ReverseRows * Q';
but I don't know how to put the last two lines INSIDE the rq operator? I guess I'm completely missing the intuition?
Dave
Bruno Luong
QR is Gram-Schmidt orthoganilization of columns of A, started from the first.
RQ is Gram-Schmidt orthoganilization of rows of A, started from the last.
Bruno
David Doria
Dave
André Bittencourt
A^T = qr, and A=(qr)^T=r^Tq^T.
so R=r^T and Q=q^T.
The following code serves your purpose
function [R,Q] = rq(A)
[q,r]=qr(A^T);
R=r';Q=q':
end
"David Doria" <david...@gmail.com> wrote in message <gc82pk$e87$1...@fred.mathworks.com>...