Given a matrix A (not neccessarily square) with independent columns, I was able to apply Gram-Schmidt iteration and produce an orthonormal basis for its columnspace (in the form of an orthogonal matrix Q) using Matlab's function qr
A=[1,1;1,0;1,2]
[Q,R] = qr(A)
and then
>> Q(:,1:size(A,2))
ans =
-0.577350269189626 -0.000000000000000
-0.577350269189626 -0.707106781186547
-0.577350269189626 0.707106781186547
You can verify that the columns are orthonormal
Q(:,1)'*Q(:,2) equals zero and
norm(Q(:,1)) equals norm(Q(:,2)) equals 1
Given a matrix that has independent columns (like A), is there a function in R that produces the (Gram-Schmidt) orthogonal matrix Q ?. R's qr
function doesn't produce an orthogonal Q.
qr
works, but it uses a unique convention and produces a qr
object that you further operate on with qr.Q
and qr.R
:
> A
[,1] [,2]
[1,] 1 1
[2,] 1 0
[3,] 1 2
> A.qr <- qr(A)
> qr.Q(A.qr)
[,1] [,2]
[1,] -0.5773503 -5.551115e-17
[2,] -0.5773503 -7.071068e-01
[3,] -0.5773503 7.071068e-01
> qr.R(A.qr)
[,1] [,2]
[1,] -1.732051 -1.732051
[2,] 0.000000 1.414214
Is this the output you wanted?
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