scipy.linalg.qr

scipy.linalg.qr(a, overwrite_a=False, lwork=None, mode='full', pivoting=False, check_finite=True)

Compute QR decomposition of a matrix.

Calculate the decomposition A = Q R where Q is unitary/orthogonal and R upper triangular.

Parameters

a(M, N) array_like

Matrix to be decomposed

overwrite_abool, optional

Whether data in a is overwritten (may improve performance)

lworkint, optional

Work array size, lwork >= a.shape[1]. If None or -1, an optimal size is computed.

mode{‘full’, ‘r’, ‘economic’, ‘raw’}, optional

Determines what information is to be returned: either both Q and R (‘full’, default), only R (‘r’) or both Q and R but computed in economy-size (‘economic’, see Notes). The final option ‘raw’ (added in SciPy 0.11) makes the function return two matrices (Q, TAU) in the internal format used by LAPACK.

pivotingbool, optional

Whether or not factorization should include pivoting for rank-revealing qr decomposition. If pivoting, compute the decomposition A P = Q R as above, but where P is chosen such that the diagonal of R is non-increasing.

check_finitebool, optional

Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.

Returns

Qfloat or complex ndarray

Of shape (M, M), or (M, K) for mode='economic'. Not returned if mode='r'.

Rfloat or complex ndarray

Of shape (M, N), or (K, N) for mode='economic'. K = min(M, N).

Pint ndarray

Of shape (N,) for pivoting=True. Not returned if pivoting=False.

Raises

LinAlgError

Raised if decomposition fails

Notes

This is an interface to the LAPACK routines dgeqrf, zgeqrf, dorgqr, zungqr, dgeqp3, and zgeqp3.

If mode=economic, the shapes of Q and R are (M, K) and (K, N) instead of (M,M) and (M,N), with K=min(M,N).

Examples

>>> from scipy import random, linalg, dot, diag, all, allclose
>>> a = random.randn(9, 6)

>>> q, r = linalg.qr(a)
>>> allclose(a, np.dot(q, r))
True
>>> q.shape, r.shape
((9, 9), (9, 6))

>>> r2 = linalg.qr(a, mode='r')
>>> allclose(r, r2)
True

>>> q3, r3 = linalg.qr(a, mode='economic')
>>> q3.shape, r3.shape
((9, 6), (6, 6))

>>> q4, r4, p4 = linalg.qr(a, pivoting=True)
>>> d = abs(diag(r4))
>>> all(d[1:] <= d[:-1])
True
>>> allclose(a[:, p4], dot(q4, r4))
True
>>> q4.shape, r4.shape, p4.shape
((9, 9), (9, 6), (6,))

>>> q5, r5, p5 = linalg.qr(a, mode='economic', pivoting=True)
>>> q5.shape, r5.shape, p5.shape
((9, 6), (6, 6), (6,))