March 2015
Beginner to intermediate
840 pages
25h 12m
English
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
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