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QR decomposition information


In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of an orthonormal matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least squares (LLS) problem and is the basis for a particular eigenvalue algorithm, the QR algorithm.

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QR decomposition

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algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of an orthonormal...

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QR algorithm

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and, if appropriate, QR decomposition, this forms the DGESVD routine for the computation of the singular value decomposition. The QR algorithm can also...

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Cholesky decomposition

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linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced /ʃəˈlɛski/ shə-LES-kee) is a decomposition of a Hermitian, positive-definite...

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Matrix decomposition

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QR decomposition is numerically stable. Traditionally applicable to: square matrix A, although rectangular matrices can be applicable. Decomposition:...

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Singular value decomposition

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alternate between the QR decomposition and the LQ decomposition to find the real diagonal Hermitian matrices. The QR decomposition gives M ⇒ Q R {\displaystyle...

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QR

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pounds avoirdupois QR decomposition, a decomposition of a matrix QR algorithm, an eigenvalue algorithm to perform QR decomposition Quadratic reciprocity...

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Householder transformation

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complex vector x into a complex multiple of a complex vector e. For the QR decomposition, e will be a unit coordinate vector, say for the kth coordinate. A...

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Complete orthogonal decomposition

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ULV decomposition or URV decomposition, respectively. The UTV decomposition is usually computed by means of a pair of QR decompositions: one QR decomposition...

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LU decomposition

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decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix (see matrix decomposition)...

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Iwasawa decomposition

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a product of an orthogonal matrix and an upper triangular matrix (QR decomposition, a consequence of Gram–Schmidt orthogonalization). It is named after...

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Orthogonal matrix

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important matrix decompositions (Golub & Van Loan 1996) involve orthogonal matrices, including especially: QR decomposition M = QR, Q orthogonal, R upper...

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Schur decomposition

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discipline of linear algebra, the Schur decomposition or Schur triangulation, named after Issai Schur, is a matrix decomposition. It allows one to write an arbitrary...

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Polar decomposition

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axes. The polar decomposition of a square matrix A {\displaystyle A} always exists. If A {\displaystyle A} is invertible, the decomposition is unique, and...

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RRQR factorization

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An RRQR factorization or rank-revealing QR factorization is a matrix decomposition algorithm based on the QR factorization which can be used to determine...

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Numerical methods for linear least squares

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{\beta }}}.} The matrix X is subjected to an orthogonal decomposition, e.g., the QR decomposition as follows. X = Q ( R 0 )   {\displaystyle...

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Anderson acceleration

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which can be solved by standard methods including QR decomposition and singular value decomposition, possibly including regularization techniques to deal...

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Overdetermined system

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numerical accuracy, using the QR factorization of A to solve the least squares problem is preferred. The QR decomposition of a (tall) matrix A {\displaystyle...

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Outline of linear algebra

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Hankel matrix (0,1)-matrix Matrix decomposition Cholesky decomposition LU decomposition QR decomposition Polar decomposition Reducing subspace Spectral theorem...

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Givens rotation

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coefficients. This effect can, for example, be employed for computing the QR decomposition of a matrix. One advantage over Householder transformations is that...

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Dynamic mode decomposition

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overall residual. In particular if we take the QR decomposition of V 1 N − 1 = Q R {\displaystyle V_{1}^{N-1}=QR} , then a = R − 1 Q T v N {\displaystyle a=R^{-1}Q^{T}v_{N}}...

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Numerical linear algebra

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numerical linear algebra include obtaining matrix decompositions like the singular value decomposition, the QR factorization, the LU factorization, or the eigendecomposition...

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Rotation matrix

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numerical linear algebra, we convert M to an orthogonal matrix, Q, using QR decomposition. However, we often prefer a Q closest to M, which this method does...

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Inverse iteration

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orthogonal similarity transforms, somewhat like a two-sided QR decomposition. (For QR decomposition, the Householder rotations are multiplied only on the left...

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Computational complexity of mathematical operations

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Philip A. (May 1995). "Fast rectangular matrix multiplication and QR decomposition". Linear Algebra and its Applications. 221: 69–81. doi:10.1016/0024-3795(93)00230-w...

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Numerical analysis

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matrix decomposition are Gaussian elimination, LU decomposition, Cholesky decomposition for symmetric (or hermitian) and positive-definite matrix, and QR decomposition...

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Eigendecomposition of a matrix

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factorized is a normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem. A (nonzero) vector...

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