Task: QR decomposition

C: #include <stdio.h>
#include <stdlib.h>
#include <math.h>

typedef struct {
	int m, n;
	double ** v;
} mat_t, *mat;

mat matrix_new(int m, int n)
{
	mat x = malloc(sizeof(mat_t));
	x->v = malloc(sizeof(double*) * m);
	x->v[0] = calloc(sizeof(double), m * n);
	for (int i = 0; i < m; i++)
		x->v[i] = x->v[0] + n * i;
	x->m = m;
	x->n = n;
	return x;
}

void matrix_delete(mat m)
{
	free(m->v[0]);
	free(m->v);
	free(m);
}

void matrix_transpose(mat m)
{
	for (int i = 0; i < m->m; i++) {
		for (int j = 0; j < i; j++) {
			double t = m->v[i][j];
			m->v[i][j] = m->v[j][i];
			m->v[j][i] = t;
		}
	}
}

mat matrix_copy(int n, double a[][n], int m)
{
	mat x = matrix_new(m, n);
	for (int i = 0; i < m; i++)
		for (int j = 0; j < n; j++)
			x->v[i][j] = a[i][j];
	return x;
}

mat matrix_mul(mat x, mat y)
{
	if (x->n != y->m) return 0;
	mat r = matrix_new(x->m, y->n);
	for (int i = 0; i < x->m; i++)
		for (int j = 0; j < y->n; j++)
			for (int k = 0; k < x->n; k++)
				r->v[i][j] += x->v[i][k] * y->v[k][j];
	return r;
}

mat matrix_minor(mat x, int d)
{
	mat m = matrix_new(x->m, x->n);
	for (int i = 0; i < d; i++)
		m->v[i][i] = 1;
	for (int i = d; i < x->m; i++)
		for (int j = d; j < x->n; j++)
			m->v[i][j] = x->v[i][j];
	return m;
}


double *vmadd(double a[], double b[], double s, double c[], int n)
{
	for (int i = 0; i < n; i++)
		c[i] = a[i] + s * b[i];
	return c;
}


mat vmul(double v[], int n)
{
	mat x = matrix_new(n, n);
	for (int i = 0; i < n; i++)
		for (int j = 0; j < n; j++)
			x->v[i][j] = -2 *  v[i] * v[j];
	for (int i = 0; i < n; i++)
		x->v[i][i] += 1;

	return x;
}


double vnorm(double x[], int n)
{
	double sum = 0;
	for (int i = 0; i < n; i++) sum += x[i] * x[i];
	return sqrt(sum);
}


double* vdiv(double x[], double d, double y[], int n)
{
	for (int i = 0; i < n; i++) y[i] = x[i] / d;
	return y;
}


double* mcol(mat m, double *v, int c)
{
	for (int i = 0; i < m->m; i++)
		v[i] = m->v[i][c];
	return v;
}

void matrix_show(mat m)
{
	for(int i = 0; i < m->m; i++) {
		for (int j = 0; j < m->n; j++) {
			printf(" %8.3f", m->v[i][j]);
		}
		printf("\n");
	}
	printf("\n");
}

void householder(mat m, mat *R, mat *Q)
{
	mat q[m->m];
	mat z = m, z1;
	for (int k = 0; k < m->n && k < m->m - 1; k++) {
		double e[m->m], x[m->m], a;
		z1 = matrix_minor(z, k);
		if (z != m) matrix_delete(z);
		z = z1;

		mcol(z, x, k);
		a = vnorm(x, m->m);
		if (m->v[k][k] > 0) a = -a;

		for (int i = 0; i < m->m; i++)
			e[i] = (i == k) ? 1 : 0;

		vmadd(x, e, a, e, m->m);
		vdiv(e, vnorm(e, m->m), e, m->m);
		q[k] = vmul(e, m->m);
		z1 = matrix_mul(q[k], z);
		if (z != m) matrix_delete(z);
		z = z1;
	}
	matrix_delete(z);
	*Q = q[0];
	*R = matrix_mul(q[0], m);
	for (int i = 1; i < m->n && i < m->m - 1; i++) {
		z1 = matrix_mul(q[i], *Q);
		if (i > 1) matrix_delete(*Q);
		*Q = z1;
		matrix_delete(q[i]);
	}
	matrix_delete(q[0]);
	z = matrix_mul(*Q, m);
	matrix_delete(*R);
	*R = z;
	matrix_transpose(*Q);
}

double in[][3] = {
	{ 12, -51,   4},
	{  6, 167, -68},
	{ -4,  24, -41},
	{ -1, 1, 0},
	{ 2, 0, 3},
};

int main()
{
	mat R, Q;
	mat x = matrix_copy(3, in, 5);
	householder(x, &R, &Q);

	puts("Q"); matrix_show(Q);
	puts("R"); matrix_show(R);

	
	mat m = matrix_mul(Q, R);
	puts("Q * R"); matrix_show(m);

	matrix_delete(x);
	matrix_delete(R);
	matrix_delete(Q);
	matrix_delete(m);
	return 0;
}







Python: 

import numpy as np

def qr(A):
    m, n = A.shape
    Q = np.eye(m)
    for i in range(n - (m == n)):
        H = np.eye(m)
        H[i:, i:] = make_householder(A[i:, i])
        Q = np.dot(Q, H)
        A = np.dot(H, A)
    return Q, A

def make_householder(a):
    v = a / (a[0] + np.copysign(np.linalg.norm(a), a[0]))
    v[0] = 1
    H = np.eye(a.shape[0])
    H -= (2 / np.dot(v, v)) * np.dot(v[:, None], v[None, :])
    return H


a = np.array(((
    (12, -51,   4),
    ( 6, 167, -68),
    (-4,  24, -41),
)))

q, r = qr(a)
print('q:\n', q.round(6))
print('r:\n', r.round(6))


def polyfit(x, y, n):
    return lsqr(x[:, None]**np.arange(n + 1), y.T)

def lsqr(a, b):
    q, r = qr(a)
    _, n = r.shape
    return np.linalg.solve(r[:n, :], np.dot(q.T, b)[:n])

x = np.array((0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10))
y = np.array((1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321))

print('\npolyfit:\n', polyfit(x, y, 2))