A.3.8 QR Decomposition

This subsection introduces one more matrix decomposition. Let bapp01-math-0458 be the bapp01-math-0459 matrix with full column rank, which means its columns bapp01-math-0460 are linearly independent. The bapp01-math-0461 decomposition of the matrix bapp01-math-0462 is defined as follows:

where the bapp01-math-0464 matrix bapp01-math-0465 is orthonormal and the bapp01-math-0466 matrix bapp01-math-0467 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

  1. Calculation of the Cholesky decomposition of matrix ...

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