7 lines
164 B
Matlab
Executable File
7 lines
164 B
Matlab
Executable File
function [U, D] = ud(X)
|
|
% UD factorization U'*D*U=X'*X;
|
|
% Written by Mo Chen (sth4nth@gmail.com).
|
|
[~,R] = qr(X,0);
|
|
d = diag(R);
|
|
D = d.^2;
|
|
U = bsxfun(@times,R,1./d); |