clgs.m

麻省理工ComputationalMethod

function [Q,R]=clgs(A)

[m,n]=size(A);
Q=zeros(m,n);
R=zeros(n,n);
for j=1:n
  v=A(:,j);
  for i=1:j-1
    R(i,j)=Q(:,i)'*A(:,j);
    v=v-R(i,j)*Q(:,i);
  end
  R(j,j)=norm(v);
  Q(:,j)=v/R(j,j);
end