[ Home ] | Numerical Methods. Note « 4 » |
consider a matrix A which consists of n columns (a1,a2,...,an). create a matrix Q = (q1,q2,...,qn) in the following way: cycle over all columns of the matrix A : do i=1,n take column qi as normalised ai : qi = ai/Ri,i ; Ri,i=√(ai·ai) make the remaining columns orthogonal to qi : do j=i+1,n Ri,j = qi·aj aj = aj - qiRi,j end do end do now, apparently, QTA = R, or, A = QR