Module « scipy.linalg »

Fonction qr - module scipy.linalg

Signature de la fonction qr

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

Description

qr.__doc__

    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_a : bool, optional
        Whether data in `a` is overwritten (may improve performance if
        `overwrite_a` is set to True by reusing the existing input data
        structure rather than creating a new one.)
    lwork : int, 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.
    pivoting : bool, 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_finite : bool, 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
    -------
    Q : float or complex ndarray
        Of shape (M, M), or (M, K) for ``mode='economic'``. Not returned
        if ``mode='r'``.
    R : float or complex ndarray
        Of shape (M, N), or (K, N) for ``mode='economic'``. ``K = min(M, N)``.
    P : int 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 linalg
    >>> rng = np.random.default_rng()
    >>> a = rng.standard_normal((9, 6))

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

    >>> r2 = linalg.qr(a, mode='r')
    >>> np.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 = np.abs(np.diag(r4))
    >>> np.all(d[1:] <= d[:-1])
    True
    >>> np.allclose(a[:, p4], np.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,))