QR decomposition

Orthogonal-triangular matrix split

QR decomposition is a method of factoring a matrix into two components: Q, an orthogonal matrix, and R, an upper triangular matrix.

The technique is fundamental in numerical linear algebra for solving systems of equations, computing eigenvalues, and performing least-squares regression.

The algorithm uses QR decomposition to find the best-fit line.

computation

Householder

A family name

numerical · MATLAB · iteration · stability · pivoting · floating-point · complexity · parallelization · sparse · dense

matrices

triangular

Three-cornered in form

reduced · economy · rank · determinant · invertible · transpose

applications

least squares

Error-minimizing statistical method

curve fitting · signal processing · optimization · residual · conditioning · ill-conditioned

geometry

orthonormal

Perpendicular and unit-length

subspace · normalization · span · rotation · reflection · angle · coordinate system

Categories
Opposites
matrix factorization type

QR decompositionLU decomposition

Matrix split into triangular factors

Family

decomposition, orthogonal

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