The QR decomposition
The QR decomposition, also known as the QR factorization, is another method of solving linear systems of equations using matrices, very much like the LU decomposition. The equation to solve is in the form of 
, where matrix 
. Except in this case, A is a product of an orthogonal matrix Q and upper triangular matrix R. The QR algorithm is commonly used to solve the linear least squares problem.
An orthogonal matrix exhibits the following properties:
- It is a square matrix
- Multiplying an orthogonal matrix by its transpose returns the ...
Get Mastering Python for Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
