# -*- coding: utf-8 -*- """ Created on Sat Nov 7 13:26:09 2020 Höhere Mathematik 1, Serie 8, Gerüst für Aufgabe 2 Description: calculates the QR factorization of A so that A = QR Input Parameters: A: array, n*n matrix Output Parameters: Q : n*n orthogonal matrix R : n*n upper right triangular matrix Remarks: none Example: A = np.array([[1,2,-1],[4,-2,6],[3,1,0]]) [Q,R]=Serie8_Aufg2(A) @author: knaa """ import numpy as np def Serie8_Aufg2(A): unknown = 0 A = np.copy(A) #necessary to prevent changes in the original matrix A_in A = A.astype('float64') #change to float n = np.shape(A)[0] if n != np.shape(A)[1]: raise Exception('Matrix is not square') Q = np.eye(n) R = A for j in np.arange(0,n-1): # erzeuge Nullen in R in der j-ten Spalte unterhalb der Diagonalen: #a = (Q @ A)[j:,j:][:,0] a = np.copy((Q @ A)[j:,j:][:,0]).reshape(n-j,1) e = np.eye(n-j)[:,0].reshape(n-j,1) length_a = np.linalg.norm(a) if a[0] >= 0: sig = 1 else: sig = -1 v = a + sig * length_a * e # vj := aj + sign(a1j) · |aj| · ej u = 1 / np.linalg.norm(v) * v # uj := 1/|vj|*vj ut = u.T ua = u @ ut ub = 2 * ua x = np.eye(n) H = np.eye(n-j) - (2 * (u @ u.T)) # Hj := In − 2u1u1T bestimme die (n − j + 1) × (n − j + 1) Householder-Matrix Hj Qj = np.eye(n) Qj[j:,j:] = H # erweitere Hi durch einen Ii−1 Block links oben zur n × n Matrix Qi R = Qj @ R # R := Qj · R Q = Q @ Qj.T # Q := Q · QjT return(Q,R) if __name__ == '__main__': A = np.array([[1, 2, -1], [4, -2, 6], [3, 1, 0]]) # Example from Task 1 # A = np.array([ # [1, -2, 3], # [-5, 4, 1], # [2, -1, 3] # ]) # b = np.array([ # [1], # [9], # [5] # ]) [Q,R]=Serie8_Aufg2(A) print("\nQ:\n", Q) print("\nR:\n", R)