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  1. Linear Algebra

QR-Factorization

PreviousThe Gram-Schmidt ProcessNextOrthogonal Diagonalization

Last updated 6 years ago

A=QRA = QRA=QR

Here, AAA is an m×nm \times nm×n matrix with linearly independent columns and m>nm > nm>n. Applying the Gram-Schmidt Process to the columns of AAA and then normalizing these vectors yields QQQ. Then:

R=QTAR = Q^T AR=QTA.

A=QRA = QRA=QR effectively expresses matrix AAA as a linear combination of the orthonormal column vectors of QQQ with the scalar components found in RRR, which is an upper triangular matrix.