we use the following MATLAB code [m, n] = size(A); Q = zeros(m,n); R = zeros(n,n); for k = 1:n R(1:k-1,k) = Q(:,1:k-1)’ * A(:,k); v = A(:,k) - Q(:,1:k-1) * R(1:k-1,k); R(k,k) = norm(v); Q(:,k) = v / R(k,k); end;
url: http://www.seas.ucla.edu/~vandenbe/133A/lectures/qr.pdf