% File src/library/base/man/qraux.Rd % Part of the R package, http://www.R-project.org % Copyright 1995-2011 R Core Team % Copyright 2002-2012 The R Foundation % Distributed under GPL 2 or later \name{QR.Auxiliaries} \title{Reconstruct the Q, R, or X Matrices from a QR Object} \usage{ qr.X(qr, complete = FALSE, ncol =) qr.Q(qr, complete = FALSE, Dvec =) qr.R(qr, complete = FALSE, \dots) } \alias{qr.X} \alias{qr.Q} \alias{qr.R} \arguments{ \item{qr}{object representing a QR decomposition. This will typically have come from a previous call to \code{\link{qr}} or \code{\link{lsfit}}.} \item{complete}{logical expression of length 1. Indicates whether an arbitrary orthogonal completion of the \eqn{\bold{Q}} or \eqn{\bold{X}} matrices is to be made, or whether the \eqn{\bold{R}} matrix is to be completed by binding zero-value rows beneath the square upper triangle.} \item{ncol}{integer in the range \code{1:nrow(qr$qr)}. The number of columns to be in the reconstructed \eqn{\bold{X}}. The default when \code{complete} is \code{FALSE} is the first \code{min(ncol(X), nrow(X))} columns of the original \eqn{\bold{X}} from which the qr object was constructed. The default when \code{complete} is \code{TRUE} is a square matrix with the original \eqn{\bold{X}} in the first \code{ncol(X)} columns and an arbitrary orthogonal completion (unitary completion in the complex case) in the remaining columns.} \item{Dvec}{vector (not matrix) of diagonal values. Each column of the returned \eqn{\bold{Q}} will be multiplied by the corresponding diagonal value. Defaults to all \code{1}s.} \item{\dots}{potentially further arguments, passed potentially to non-default methods.} } \description{ Returns the original matrix from which the object was constructed or the components of the decomposition. } \value{ \code{qr.X} returns \eqn{\bold{X}}, the original matrix from which the qr object was constructed, provided \code{ncol(X) <= nrow(X)}. If \code{complete} is \code{TRUE} or the argument \code{ncol} is greater than \code{ncol(X)}, additional columns from an arbitrary orthogonal (unitary) completion of \code{X} are returned. \code{qr.Q} returns part or all of \bold{Q}, the order-nrow(X) orthogonal (unitary) transformation represented by \code{qr}. If \code{complete} is \code{TRUE}, \bold{Q} has \code{nrow(X)} columns. If \code{complete} is \code{FALSE}, \bold{Q} has \code{ncol(X)} columns. When \code{Dvec} is specified, each column of \bold{Q} is multiplied by the corresponding value in \code{Dvec}. Note that \code{qr.Q(qr, *)} is a special case of \code{\link{qr.qy}(qr, y)} (with a \dQuote{diagonal} \code{y}), and \code{qr.X(qr, *)} is basically \code{\link{qr.qy}(qr, R)} (apart from pivoting and \code{dimnames} setting). \code{qr.R} returns \bold{R}. This may be pivoted, e.g., if \code{a <- qr(x)} then \code{x[, a$pivot]} = \bold{QR}. The number of rows of \bold{R} is either \code{nrow(X)} or \code{ncol(X)} (and may depend on whether \code{complete} is \code{TRUE} or \code{FALSE}). } \seealso{ \code{\link{qr}}, \code{\link{qr.qy}}. } \examples{ p <- ncol(x <- LifeCycleSavings[, -1]) # not the 'sr' qrstr <- qr(x) # dim(x) == c(n,p) qrstr $ rank # = 4 = p Q <- qr.Q(qrstr) # dim(Q) == dim(x) R <- qr.R(qrstr) # dim(R) == ncol(x) X <- qr.X(qrstr) # X == x range(X - as.matrix(x)) # ~ < 6e-12 ## X == Q \%*\% R if there has been no pivoting, as here: all.equal(unname(X), unname(Q \%*\% R)) # example of pivoting x <- cbind(int = 1, b1 = rep(1:0, each = 3), b2 = rep(0:1, each = 3), c1 = rep(c(1,0,0), 2), c2 = rep(c(0,1,0), 2), c3 = rep(c(0,0,1),2)) x # is singular, columns "b2" and "c3" are "extra" a <- qr(x) zapsmall(qr.R(a)) # columns are int b1 c1 c2 b2 c3 a$pivot pivI <- sort.list(a$pivot) # the inverse permutation all.equal (x, qr.Q(a) \%*\% qr.R(a)) # no, no stopifnot( all.equal(x[, a$pivot], qr.Q(a) \%*\% qr.R(a)), # TRUE all.equal(x , qr.Q(a) \%*\% qr.R(a)[, pivI])) # TRUE too! } \keyword{algebra} \keyword{array}