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Orthogonal Triangular Decomposition

Why

Well, least squares, for instance.1

Definition

An orthogonal triangular decomposition (or orthogonal triangular factorization) of a $A \in \C ^{m \times n}$ with $m \geq n$ is an ordered pair of matrices $(Q, R)$ where $Q$ is orthogonal and $R$ is upper triangular and

\[ A = QR. \]

This is universally known as a QR factorization or QR decomposition.


  1. Future editions will expand this description. ↩︎
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