function [Q,R]=cgs(X) % % function [Q,R]=cgs(X) % Classical Gram-Scmmidt Algorithm for Q--R factorization. % [m,n]=size(X); R= norm(X(:,1)); p=min(m,n); Q=X(:,1)/R; for k=2:p v=Q'*X(:,k); y=X(:,k)-Q*v; rkk=norm(y); Q=[Q y/rkk ]; R=[R v ; zeros(1,k-1) rkk ]; end;