QR decomposition

(1 hours to learn)

Summary

The operations of the Gram-Schmidt procedure can be represented as a factorization of a matrix into an orthogonal matrix Q and an upper triangular matrix R. This is a useful representation for solving linear least squares problems.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

-Free-

MIT Open Courseware: Linear Algebra (2011)
Videos for an introductory linear algebra course focusing on numerical methods.
Author: Gilbert Strang

-Paid-

See also