Manuals/calci/QRDECOMPOSITION
QRDECOMPOSITION (Matrix)
- is the set of values.
Description
- This function gives the value of QR Decomposition.
- In , is any matrix.
- QR Decomposition is also called QR Factorization.
- QR Decomposition is defined by the product of Orthogonal matrix and Upper Triangular matrix.
- Consider any square matrix A may be decomposed as , where stands for orthogonal matrix and stands for Upper Triangular matrix.
- An orthogonal matrix should satisfy , where is identity or Unitary matrix.
- is the transpose matrix of Q.
- If the given matrix A is non-singular, then this factorization is unique.
- Gram-Schmidt process is one of the process of computing decomposition in QR Decomposition method.
Examples
A | B | |
---|---|---|
1 | 2 | 6 |
2 | 10 | -15 |
=QRDECOMPOSITION(A1:B2)
-0.19611613513818393 -0.9805806756909202 |
-0.9805806756909202 0.19611613513818393 |
-10.19803902718557 13.5320133245347 |
-1.1102230246251565e-15 -8.825226081218279 |
A | B | C | |
---|---|---|---|
1 | 3 | 8 | -5 |
2 | 4 | -6.3 | 9 |
3 | 2 | 5 | -1 |
=QRDECOMPOSITION(A1:B3)
-0.5570860145311556 0.631547425332445 -0.5392615524675877 |
-0.7427813527082074 -0.669329688618384 -0.01654176541311622 | -0.3713906763541037 0.3913382392381005 0.841975859527614 |
-5.385164807134504 -1.634118975958056 -3.528211425363985 |
-2.1551618871879059e-16 11.22584763714588 -9.573042563465782 |
5.3446973501217775e-17 0 1.7054560140922779 |
See Also