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6.49.4  LQ decomposition (HP compatible): LQ

The LQ decomposition of a matrix A is A=LQP, where L is lower triangular the same size as A (if A is not square, then ℓi,j=0 for i>j), Q is an orthogonal matrix, and P is a permutation matrix. The LQ command finds the LQ decomposition of a matrix.


Examples.


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