Added an example QR decomposition function in python

This commit is contained in:
Quinn Henthorne
2024-12-16 09:18:43 -05:00
parent a8c6e8360e
commit 6c47a491ea
2 changed files with 48 additions and 1 deletions

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.gitignore vendored
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build/
build/
venv/

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qr-decom.py Normal file
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import numpy as np
def householder_reflection(A):
"""
Perform QR decomposition using Householder reflection.
Arguments:
A -- A matrix to be decomposed (m x n).
Returns:
Q -- Orthogonal matrix (m x m).
R -- Upper triangular matrix (m x n).
"""
A = A.astype(float) # Ensure the matrix is of type float
m, n = A.shape
Q = np.eye(m) # Initialize Q as an identity matrix
R = A.copy() # R starts as a copy of A
# Apply Householder reflections for each column
for k in range(n):
# Step 1: Compute the Householder vector
x = R[k:m, k]
e1 = np.zeros_like(x)
e1[0] = np.linalg.norm(x) if x[0] >= 0 else -np.linalg.norm(x)
v = x + e1
v = v / np.linalg.norm(v) # Normalize v
# Step 2: Apply the reflection to the matrix
R[k:m, k:n] = R[k:m, k:n] - 2 * np.outer(v, v.T @ R[k:m, k:n])
# Step 3: Apply the reflection to Q
Q[:, k:m] = Q[:, k:m] - 2 * np.outer(Q[:, k:m] @ v, v)
# The resulting Q and R are the QR decomposition
return Q, R
# Example usage
A = np.array([[12, -51, 4],
[6, 167, -68],
[-4, 24, -41]])
Q, R = householder_reflection(A)
print("Q matrix:")
print(Q)
print("\nR matrix:")
print(R)