QR-Factorization

A=QRA = QR

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

R=QTAR = Q^T A.

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

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