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【答案】应助回帖
我提供一个Fortran版本的代码:
======================Fortran源码=============================
subroutine qr_matrix_decomp(m,n,A, Q,R)
! 采用Gram-Schmit正交化方法进行QR分解
implicit real*8 (a-h,o-z)
integer ::m,n
real*8 :: A(m,n),Q(m,m),R(m,n),vec_tmp(m)
R(1,1) = dsqrt(dot_product(A(:,1),A(:,1)))
Q(:,1) = A(:,1)/R(1,1)
do k=2,n
do j=1,k-1
R(j,k) = dot_product(Q(:,j),A(:,k))
end do
vec_tmp = A(:,k)
do j=1,k-1
vec_tmp = vec_tmp - Q(:,j)*R(j,k)
end do
R(k,k) = dsqrt(dot_product(vec_tmp,vec_tmp))
Q(:,k) = vec_tmp/R(k,k)
end do
return
end subroutine
program qr_main
implicit real*8 (a-h,o-z)
integer :: i
real*8 :: A(4,4),Q(4,4),R(4,4)
A = reshape( (/1.0, 2.0,-1.0, 1.0, &
2.0, 5.0, 0.0, 3.0, &
1.0, 7.0, 9.0, 2.0, &
8.0,-1.0,-2.0, 1.0 /),(/4,4/))
call qr_matrix_decomp(4,4,A, Q,R)
print*, 'Q='
do i = 1,4
print '(4(f14.8,x))',Q(i,
end do
print*, 'R='
do i = 1,4
print '(4(f14.8,x))',R(i,
end do
stop
end program
============================================================
编译后运行,结果为
Q=
0.37796447 -0.05902813 0.14256649 0.91287093
0.75592895 0.29514067 0.45621276 -0.36514837
-0.37796447 0.88542200 0.19959308 0.18257419
0.37796447 0.35416880 -0.85539892 0.00000000
R=
2.64575131 5.66946710 3.02371578 3.40168026
0.00000000 2.42015348 10.68409218 -2.18404094
0.00000000 0.00000000 3.42159569 -0.57026595
0.00000000 0.00000000 0.00000000 7.30296743
Matlab的结果为:
>> A
A =
1 2 -1 1
2 5 0 3
1 7 9 2
8 -1 -2 1
>> [Q,R]=qr(A')
Q =
0.3780 -0.0590 0.1426 0.9129
0.7559 0.2951 0.4562 -0.3651
-0.3780 0.8854 0.1996 0.1826
0.3780 0.3542 -0.8554 0.0000
R =
2.6458 5.6695 3.0237 3.4017
0.0000 2.4202 10.6841 -2.1840
0.0000 0.0000 3.4216 -0.5703
0.0000 0.0000 0.0000 7.3030
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