A reduced QR decomposition of a real matrix
with
is a matrix decomposition
of the form
where
is an
upper triangular matrix and the columns of
the
matrix
form an orthonormal set,
so
Here
is the transpose of
and
is the identity matrix.
In a full QR decomposition,
is an
orthogonal matrix
and
is
and upper trapezoidal. For complex matrices, conjugate transpose replaces transpose,
and the full factor is a unitary matrix. A QR decomposition
can be used to solve linear systems of equations
and least squares fitting problems.
QR decomposition is implemented in the Wolfram Language as QRDecomposition[m].