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
1. QRDECOMPOSITION([[2,6],[10,-15]])
-0.19611613513818393 -0.9805806756909202 |
-0.9805806756909202 0.19611613513818393 |
-10.19803902718557 13.5320133245347 |
-1.1102230246251565e-15 -8.825226081218279 |