QR Decomposition Calculator

QR Decomposition Calculator - Calcoflare

QR Decomposition Calculator

What is QR Decomposition?

QR Decomposition (or QR factorization) of a matrix \(A\) is a decomposition into a product \(A = QR\).

  • \(Q\) is an orthogonal matrix, meaning its columns are orthonormal vectors and \(Q^T Q = I\).
  • \(R\) is an upper triangular matrix.

The Process (using Gram-Schmidt):

  1. The columns of matrix \(A\) are treated as a set of vectors \(\{a_1, a_2, ..., a_n\}\).
  2. The Gram-Schmidt process is applied to this set to produce an orthonormal set of vectors \(\{q_1, q_2, ..., q_n\}\). These vectors become the columns of matrix \(Q\).
  3. The matrix \(R\) is then calculated using the formula \(R = Q^T A\).
Disclaimer: This calculator requires the columns of the input matrix to be linearly independent.
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Decomposes a matrix A into an orthogonal matrix Q and an upper triangular matrix R.

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