QR decomposition
Factors a matrix into the product of an orthogonal matrix and an upper triangular matrix. It is used to solve least squares problems and to compute eigenvalues numerically.
A = QRWhat the symbols mean
| the matrix being factored (square, or more generally m×n) | |
| an orthogonal matrix, with Q^T Q = I | |
| an upper triangular matrix |
About this formula
- FieldMathematics
- TopicMatrix decompositions
- LevelUniversity
- Also calledQR factorization, decomposition of a matrix into orthogonal and upper triangular factors, A equals QR, matrix factorization QR, Gram-Schmidt QR decomposition, orthogonal triangular decomposition
- SourceWikidata Q653242
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