qrinsert
Insert column or row into QR factorization
Syntax
[Q1,R1] = qrinsert(Q,R,j,x)
[Q1,R1] = qrinsert(Q,R,j,x,"col")
[Q1,R1] = qrinsert(Q,R,j,x,"row")
Description
[Q1,R1] = qrinsert(Q,R,j,x) returns the QR
factorization of the matrix A1, where A1 is
A = Q*R with the column x inserted before
A(:,j). If A has n columns
and j = n+1, then x is inserted after the last
column of A. If A and x have
different data types, then Q1 and R1 have the same
data type as A.
[Q1,R1] = qrinsert(Q,R,j,x,"col") is equivalent to
[Q1,R1] = qrinsert(Q,R,j,x).
[Q1,R1] = qrinsert(Q,R,j,x,"row") returns the QR
factorization of the matrix A1, where A1 is
A = Q*R with an extra row, x, inserted before
A(j,:).
Examples
Given the QR factorization of a 5-by-5 matrix, return the QR
factorization of that matrix with a row inserted into it, using one function call to
qrinsert.
A = magic(5);
[Q,R] = qr(A);
j = 3;
x = 1:5;
[Q1,R1] = qrinsert(Q,R,j,x,"row")
Q1 =
0.5231 0.5039 -0.6750 0.1205 0.0411 0.0225
0.7078 -0.6966 0.0190 -0.0788 0.0833 -0.0150
0.0308 0.0592 0.0656 0.1169 0.1527 -0.9769
0.1231 0.1363 0.3542 0.6222 0.6398 0.2104
0.3077 0.1902 0.4100 0.4161 -0.7264 -0.0150
0.3385 0.4500 0.4961 -0.6366 0.1761 0.0225
R1 =
32.4962 26.6801 21.4795 23.8182 26.0031
0 19.9292 12.4403 2.1340 4.3271
0 0 24.4514 11.8132 3.9931
0 0 0 20.2382 10.3392
0 0 0 0 16.1948
0 0 0 0 0The qrinsert function returns a valid QR factorization. However, the
factorization results may vary if you explicitly insert the row into the original matrix
and then calculate its QR factorization using a function call to
qr.
A2 = [A(1:j-1,:); x; A(j:end,:)];
[Q2,R2] = qr(A2)
Q2 =
-0.5231 0.5039 0.6750 -0.1205 0.0411 0.0225
-0.7078 -0.6966 -0.0190 0.0788 0.0833 -0.0150
-0.0308 0.0592 -0.0656 -0.1169 0.1527 -0.9769
-0.1231 0.1363 -0.3542 -0.6222 0.6398 0.2104
-0.3077 0.1902 -0.4100 -0.4161 -0.7264 -0.0150
-0.3385 0.4500 -0.4961 0.6366 0.1761 0.0225
R2 =
-32.4962 -26.6801 -21.4795 -23.8182 -26.0031
0 19.9292 12.4403 2.1340 4.3271
0 0 -24.4514 -11.8132 -3.9931
0 0 0 -20.2382 -10.3392
0 0 0 0 16.1948
0 0 0 0 0Algorithms
The qrinsert function inserts the values of x into the
jth column (or row) of R. It then uses a
series of Givens rotations to change the nonzero elements of R on and
below the diagonal in the jth column (or row) to zero. [1]
References
[1] Golub, Gene H., and Charles F. Van Loan. Matrix Computations. 4th ed. Baltimore, MD: Johns Hopkins University Press, 2013, Sections 6.5.2–6.5.3, pp. 335–338.
Extended Capabilities
Version History
Introduced before R2006a