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QR factorization leads to many useful stuff : Eigenvalues/vectors, SVD (singular value decomposition), PCA (principal component analysis)
by signaru 4y ago
QR factorization leads to many useful stuff : Eigenvalues/vectors, SVD (singular value decomposition), PCA (principal component analysis)
- the_svd_doctor 4y agoQR iteration (which uses QR decomposition) truly is a remarkable and beautiful algorithm. It was even coined one of the top 10 algorithm of the 20th century https://archive.siam.org/pdf/news/637.pdf https://archive.siam.org/pdf/news/637.pdf