Definition:QR Factorization
Jump to navigation
Jump to search
Definition
Let $\mathbf A$ be a matrix of order $m \times n$ such that $m \ge n$.
A QR factorization of $\mathbf A$ is a factorization of $\mathbf A$:
- $\mathbf A = \mathbf Q \mathbf R$
where:
- $\mathbf Q$ consists of column vectors which are orthonormal
- $\mathbf R$ is an upper triangular matrix.
Also see
- Results about QR factorizations can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): QR factorization
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): QR factorization