QR Decomposition
Given a matrix
, its
-decomposition
is a matrix decomposition of
the form
where
is an upper
triangular matrix and
is an orthogonal
matrix, i.e., one satisfying
where
is the transpose
of
and
is the identity
matrix. This matrix decomposition can be used to solve linear systems of equations.
QR decomposition is implemented in the Wolfram Language as QRDecomposition[m].
qr decomposition

