Computes the complete orthogonal decomposition (COD) of the matrix a:
a = q*r*z'
Let a be an M-by-N matrix, and let K = min(M, N).
Then q is M-by-M orthogonal, z is N-by-N orthogonal,
and r is M-by-N such that r(:,1:K) is upper
trapezoidal and r(:,K+1:N) is zero.
The additional p output argument specifies that pivoting should be used in
the first step (QR decomposition). In this case,
a*p = q*r*z'
If a second argument of ’0’ is given, an economy-sized factorization is returned so that r is K-by-K.
NOTE: This is currently implemented by double QR factorization plus some tricky manipulations, and is not as efficient as using xRZTZF from LAPACK.
See also: qr.
Package: linear-algebra