A.3.8 QR Decomposition
This subsection introduces one more matrix decomposition. Let be the matrix with full column rank, which means its columns are linearly independent. The decomposition of the matrix is defined as follows:
where the matrix is orthonormal and the matrix is upper triangular. Two main applications of this decomposition [also called factorization because (A.3.105) expresses as a product of two matrix factors] are
- Calculation of the Cholesky decomposition of matrix ...