wehub-resource-sync
18 lines
466 B
Matlab
Executable File
18 lines
466 B
Matlab
Executable File
function [Q, R] = mgson(X)
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% Modified Gram-Schmidt orthonormalization (numerical stable version of Gram-Schmidt algorithm)
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% which produces the same result as [Q,R]=qr(X,0)
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% Written by Mo Chen (sth4nth@gmail.com).
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[d,n] = size(X);
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m = min(d,n);
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R = zeros(m,n);
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Q = zeros(d,m);
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for i = 1:m
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v = X(:,i);
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for j = 1:i-1
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R(j,i) = Q(:,j)'*v;
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v = v-R(j,i)*Q(:,j);
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end
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R(i,i) = norm(v);
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Q(:,i) = v/R(i,i);
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end
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R(:,m+1:n) = Q'*X(:,m+1:n); |