I’d like to compute QR factorisation
Q, R = qr(A) followed by the operation
Matrix(Q)' * Y. As far as I can tell,
Matrix(Q) allocates another matrix the same size as
A which I’d like to avoid.
Is there a way to perform
Matrix(Q)' * Y that doesn’t allocate the matrix
Matrix(Q)? I can of course do
(Q' * Y)[1:Ncols] where
Ncols = size(A,2), but if
Ncols << Nrows then I would prefer to avoid this if possible.