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 = QR

What 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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