Is there an easy to use c++ library for “thin” QR decomposition of a rectangular matrix?
Eigen seems to only support full Q matrices. I can take a full Q and discard some columns, but would it be more efficient to not compute them to begin with?
Is there an easy to use c++ library for thin QR decomposition of a
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Newmat does exactly what you want.
To decompose A into QR, you can do:
If A is a 3×5 matrix, R will be 3×3 and Q will be 3×5 as well.