QR decomposition

QR Decomposition or Factorization (Householder Reflections Approach)

In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization is a decomposition of a matrix A into a product A = QR of an orthogonal matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least squares problem and is the basis for a particular eigenvalue algorithm, the QR algorithm.

Reference:
Applied Numerical Methods Using MATLAB®
Author(s): Won Young Yang, Wenwu Cao, Tae‐Sang Chung, John Morris
First published:14 January 2005
Print ISBN:9780471698333 |Online ISBN:9780471705192 |DOI:10.1002/0471705195
Copyright © 2005 John Wiley & Sons, Inc.