In Julia, the function qr(A) will perform a QR decomposition on a given matrix A. However, is there any function/way in Julia to do a "pivoted" QR decomposition on a given matrix?
1 Answer
Just pass in the magic option:
julia> A = 10*log.(1 .- rand(4,3));
julia> qr(A, ColumnNorm())
QRPivoted{Float64, Matrix{Float64}}
Q factor:
4×4 LinearAlgebra.QRPackedQ{Float64, Matrix{Float64}}:
-0.0101543 -0.218633 0.804736 -0.551812
-0.118832 -0.376628 0.446673 0.802816
-0.118236 -0.88692 -0.390704 -0.216204
-0.985797 0.154029 -0.0152722 -0.0651594
R factor:
3×3 Matrix{Float64}:
26.4193 4.80784 8.92215
0.0 18.7537 15.1792
0.0 0.0 -9.77702
permutation:
3-element Vector{Int64}:
2
3
1
Note that the docs are a little off.