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QR Factorization via Gram-Schmidt Method by jax21es is a document available to read on EtoBox.
What is QR Factorization via Gram-Schmidt Method about?
The Gram-Schmidt process takes a set of vectors and produces an orthonormal basis from them. However, when implemented numerically with floating point arithmetic, small errors can accumulate and result in the vectors no longer being orthogonal. The document describes the QR factorization, which provides an alternative way to decompose a matrix into an orthogonal and upper triangular component, and discusses its advantages over other approaches for solving linear systems and least squares problems.
- Author
- jax21es
- Language
- EN