qr factorization

QR decomposition - Wikipedia, the free encyclopediaIn linear algebra, a QR decomposition (also called a QR factorization) of a matrix is a decomposition of a matrix A into a product A = QR of an orthogonal matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least ...

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QR Factorization - The Netlibwhere R 1 is upper triangular and R 2 is rectangular. The routine xGEQRF computes the QR factorization. The matrix Q is not formed explicitly, but is represented as a product of elementary reflectors, as described in section 5.4. Users need not be aware o...

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QR Factorization | Real Statistics Using ExcelTutorial on QR Factorization (also called QR Decomposition) and how to carry it out in Excel. Includes discussion of the Householder process. ... Definition 1: A QR factorization (or QR decomposition) of a square matrix A consists of an orthogonal matrix ...

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QR Factorization and Singular Value DecompositionAlternative Orthogonalization Methods • Givens: – Don’t reflect; rotate instead – Introduces zeroes into A one at a time – More complicated implementation than Householder – Useful when matrix is sparse • Gram-Schmidt – Iteratively express each new column...

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