Complete Orthogonal Decomposition
A complete orthogonal decomposition augments the QR decomposition from
QR Decomposition and Complete Orthogonal Decomposition with an orthogonal matrix
Z, as shown in the following equation:
where Z’ is the transpose of Z. The matrix Z is used to zero out the last few columns of R in the event that R is upper-trapezoidal rather than upper-triangular. A complete orthogonal decomposition object can be created from either a rectangular matrix or a QR decomposition. Once the object is constructed, you can use various member functions to extract its components and to use it for computation.