QR (QL, RQ, LQ) Decomposition／Factorization

QR decomposition - QR factorization - QU factorization

• is a type of matrix decomposition such that 𝐴 = 𝑄𝑅

where:

• 𝑄 - orthogonal matrix
• 𝑅 - upper triangular matrix

QR Decomposition - Computation

There are several methods computing the 𝑄𝑅 decomposition each with their advantages and disadvantages:

• Gram–Schmidt process
• Householder transformations
• Givens rotations