QR Decomposition:
Where:
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QR decomposition is a matrix factorization technique that decomposes a matrix A into a product A = QR of an orthogonal matrix Q and an upper triangular matrix R. It's widely used in linear algebra for solving linear systems, least squares problems, and eigenvalue computations.
The decomposition is typically computed using:
Where:
Methods: Common algorithms include Gram-Schmidt process, Householder reflections, and Givens rotations.
Details: QR decomposition is fundamental in numerical linear algebra, used for solving least squares problems, computing eigenvalues (QR algorithm), and matrix inversion.
Tips: Enter your matrix as space or comma separated values, with rows separated by spaces. For example, "1,2,3 4,5,6" represents a 2×3 matrix.
Q1: What makes Q orthogonal?
A: Q is orthogonal if its columns are orthonormal vectors (mutually perpendicular unit vectors).
Q2: Is QR decomposition unique?
A: The decomposition is unique if A is invertible and we require positive diagonal elements in R.
Q3: How is this different from LU decomposition?
A: QR works for any matrix (even rectangular), while LU requires square matrices and works with lower/upper triangular matrices.
Q4: What's the computational complexity?
A: For an n×n matrix, it's O(n³) operations, similar to other decomposition methods.
Q5: When does QR decomposition fail?
A: It doesn't fail for any matrix, but numerical stability can be an issue for ill-conditioned matrices.