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I have a matrix which is "almost" like an upper triangular just that the last row has non zero elements. And I want to perform the QR decomposition on that matrix.

Does anyone know the "name" of such a matrix? And also since I don't want to use the built in matlab QR function for such a matrix, can anyone suggest a better algorithm for me to use?

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  • $\begingroup$ Have you considered the Cholesky decomposition, please? Or LU decomposition? I use R rather than Matlab, but I believe that those may be effective for your problem. Would you happen to have a small numeric example, by any chance? $\endgroup$ – user1544953 Sep 28 '15 at 3:06
  • $\begingroup$ The main idea is to observe the sensitivity of the diagonal elements. The original matrix was a full matrix where I used the built in matlab function QR to decompose it. But now I have purturbed (R+E) the R upper triangular matrix of the decomposition with E( E is an NxN matrix with its elements all zeros except at the last row where it has non zero elements) The shape of (R+E) is almost like the Upper triangular matrix R since it has zeros below its diagonal except it's last row. $\endgroup$ – user1144656 Sep 28 '15 at 10:58
  • $\begingroup$ I am expected to take the QR decomposition of this new matrix (R+E) in other to observe how sensitive the diagonal elements of R with respect to (E) is. I no longer want to use the matlab QR built function since this new matrix is (almost upper triangular except at the last row where you have non zero elements). I do have numeric examples but since I'm new here, I don't know how to type in matrices. $\endgroup$ – user1144656 Sep 28 '15 at 10:58
  • $\begingroup$ This does not provide an answer to the question. To critique or request clarification from an author, leave a comment below their post - you can always comment on your own posts, and once you have sufficient reputation you will be able to comment on any post. $\endgroup$ – nicoguaro Sep 28 '15 at 19:59
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    $\begingroup$ @user1544953 Cholesky only works for SPD matrices. I doubt that the matrix here is symmetric. $\endgroup$ – Federico Poloni Nov 20 '15 at 2:56
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Look at section 5 of http://web.stanford.edu/group/SOL/papers/ggms74.pdf to see how to update QR decomposition when a row is added to the matrix you wish to factorize. You may find it not so easy to fully digest.

I think algorithm 6.16 of Chapter 6 of Scientific Computing - An Introduction using Maple and MATLAB will do the trick for you, allowing you to update in MATLAB an existing QR factorization when you add a row to the matrix you wish to factorize. Here are the MATLAB m files http://www.cs.cornell.edu/cv/GVL4/M-Files/Chapter%206/Chap6.htm .

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If the matrix is almost triangular, you can just update the QR to get rid of the unwanted non-zeros. You can do that by using Givens rotations (see Golub and Van-Loan, "Matrix Computations" 4th edition, Chapter 6.5).

You can also use MATLAB's "qrinsert" and add the additional row to the QR factorization.

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