Summary
QR factorization
is an invertible upper triangular matrix with positive diagonal entries, due to Gram-Schmidt
Concept
QR factorization
isolating a rotation matrix
R is triangular
- due to Gram-Schmidt
Properties of R
Non-square matrices can have a left inverse
pre-multiplication with transpose is symmetric
Extra
Octave
octave
# QR factorization
[Q, R] = qr(A)