Décomposition QR

Définition

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QR-Decomposition QR decomposition, also known as QR factorization, is a method used when converting a matrix into the form A = QR. In the formula, A represents the starting matrix, Q represents an orthogonal matrix, and

R represents an upper triangle matrix. An upper triangle matrix is a special kind of square matrix in which all of the entries below the main diagonal are zero. Often, QR decomposition is used in solving the linear least squares problem.

Source : DeepAI.org