Every full-rank m×n matrix (m ≥ n) factors as an orthonormal Q (m×n) times upper-triangular R (n×n). Classical Gram-Schmidt is numerically unstable; modified Gram-Schmidt or Householder reflections give backward-stable algorithms used for…
Every full-rank m×n matrix (m ≥ n) factors as an orthonormal Q (m×n) times upper-triangular R (n×n). Classical Gram-Schmidt is numerically unstable; modified Gram-Schmidt or Householder reflections give backward-stable algorithms used for…