Hi All:

On Jun 23, 2008, at 9:53 AM, Berend Hasselman wrote:

Jeffrey Spies wrote:

Hi all,

Is there an LR decomposition function in R and, if not, how can we get the
non-compact representation of Q from QR decomposition?

Thanks,

Jeff.


I assume you mean a QR decomposition (I don't know what an LR decomposition
is).
You can get  the answers to your questions by typing

?qr

and taking it from there (click on qr.Q).
Search the R help first.

Berend


LR is the transpose of QR and is used in some system identification routines (see for example some of the papers by Picci). I don't know if any of the R routines for system identification have an LR, but you can do a QR decomposition on the transpose of the matrix.

-Roy M


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