Updated 7 Apr 2021
Currently RQ, QL, and LQ factorizations are not included in Matlab, although these factorizations can also be done by QR function and additional matrix manipulations if matrix is square. Therefore I wrote these mex files, which uses the internal LAPACK routines of Matlab. QR1 is added to complete the set. They can also handle empty matrices. Enforcing positive elements on diagonal R matrix or column pivoting is supported by the QR1 factorization only.
Ivo Houtzager (2023). QR/RQ/QL/LQ factorizations (https://github.com/iwoodsawyer/factor/releases/tag/v220.127.116.11), GitHub. Retrieved .
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- MATLAB > Mathematics > Linear Algebra >
Inspired: Total Least Squares with mixed and/or weighted disturbances
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See release notes for this release on GitHub: https://github.com/iwoodsawyer/factor/releases/tag/v18.104.22.168
See release notes for this release on GitHub: https://github.com/iwoodsawyer/factor/releases/tag/v22.214.171.124
Fix copy issue in the interleaved complex LQ
Fix compiler warnings
Support for new Interleaved Complex API
Update make_factor script for mingw64 compiler to link correct blas/lapack libraries to prevent access violation error.
Add option for QR to enforce positive elements on diagonal R matrix
Added pivoting to the QR1 function using the *GEQP3 Lapack routines.
Fix crash in QL/RQ for non-sqaure matrices
Fixes for new integer data types in newer Matlab versions.
Included the updates as in the comments.
Updated for new Matlab 64 bit versions
new mex-files for R2008a