April 2015
Intermediate to advanced
340 pages
7h 21m
English
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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 ...
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