Definition:QR Factorization

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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