Exercise "QR-decomposition"
Objective: solve a system of linear equations by QR-decomposition and
back-substitution; calculate the absolute value of the determinant of a
matrix; calculate the matrix inverse.
- Implement a function which, given a matrix A, calculates its
QR-decomposition by modified Gram-Schmidt
orthogonalization.
- Implement a function which, given the matrices Q and R from the
QR-decomposition and the vector b of the right-hand-sides, solves the
system of linear equations Ax=b by back-substitution.
- Implement a function which, given the matrices Q and R
from the QR-decomposition, calculates the (absolute value of the)
determinant of matrix A.
- Implement a function which, given the matrices Q and R from
the QR-decomposition of a matrix A, calculates its inverse.