QR Matrix Decomposition in R (Example) | Factorization with qr() Function

 

In this article, I’ll show how to perform a QR matrix decomposition (also called QR factorization or QU factorization) using the qr() function in R programming.

Table of contents:

Here’s the step-by-step process…

 

Creation of Exemplifying Data

I use the following data matrix as basement for this tutorial:

set.seed(9823633)                # Create random example matrix
my_mat <- matrix(runif(12), nrow = 4)
my_mat                           # Print example matrix

 

table 1 matrix matrix decomposition qr function

 

As you can see based on Table 1, our example data is a matrix composed of four rows and three variables.

For this tutorial, we also have to create a vector:

my_vec <- 1:4                    # Create vector
my_vec                           # Print vector
# [1] 1 2 3 4

The previous output shows our vector in the RStudio console. It consists of four integer elements ranging from 1 to 4.

 

Example: QR Decomposition of Matrix Using qr() & solve() Functions

The following code explains how to use conduct a QR decomposition in R.

For this task, we have to apply the solve and qr functions as shown below:

solve(qr(my_mat), my_vec)        # Apply qr() & solve()
# [1] 3.0006847 0.6967126 5.2930560

The previous output shows our result, i.e. a vector containing three numeric values.

 

Video, Further Resources & Summary

In case you need more info on the topics of this post, you could have a look at the following video on the Statistics Globe YouTube channel. In the video, I’m illustrating the content of this page:

 

The YouTube video will be added soon.

 

Furthermore, you might have a look at some of the related tutorials on this website.

 

At this point you should have learned how to apply the qr() function in R programming. If you have further questions or comments, please let me know in the comments section below. Furthermore, please subscribe to my email newsletter in order to receive updates on new tutorials.

 

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