iwoodsawyer / hyperbolic

JQR/JRQ/JQL/JLQ factorizations

JQR/JRQ/JQL/JLQ computes a J-orthogonal (or J-unitary, or hyperbolic) QR/RQ/QL/LQ factorization of the matrix A. For example, the JQR factorization decomposes the matrix A = Q*R for a given signature matrix J, where R is an upper triangular matrix with positive values on the diagonal, and Q is a J-orthogonal matrix with Q'JQ = J. The given signature matrix J must be a diagonal matrix with 1 or -1 on the main diagonal and zeros on all the subdiagonals.