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  2. QR decomposition - Wikipedia

    en.wikipedia.org/wiki/QR_decomposition

    The solution can then be expressed as ^ = (), where is an matrix containing the first columns of the full orthonormal basis and where is as before. Equivalent to the underdetermined case, back substitution can be used to quickly and accurately find this x ^ {\displaystyle {\hat {\mathbf {x} }}} without explicitly inverting R 1 {\displaystyle R ...

  3. Orthonormal basis - Wikipedia

    en.wikipedia.org/wiki/Orthonormal_basis

    Given a pre-Hilbert space , an orthonormal basis for is an orthonormal set of vectors with the property that every vector in can be written as an infinite linear combination of the vectors in the basis. In this case, the orthonormal basis is sometimes called a Hilbert basis for . Note that an orthonormal basis in this sense is not generally a ...

  4. Schur decomposition - Wikipedia

    en.wikipedia.org/wiki/Schur_decomposition

    There is also a real Schur decomposition. If A is an n × n square matrix with real entries, then A can be expressed as [4] = where Q is an orthogonal matrix and H is either upper or lower quasi-triangular. A quasi-triangular matrix is a matrix that when expressed as a block matrix of 2 × 2 and 1 × 1 blocks is

  5. Orthogonal matrix - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_matrix

    In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors. One way to express this is Q T Q = Q Q T = I , {\displaystyle Q^{\mathrm {T} }Q=QQ^{\mathrm {T} }=I,} where Q T is the transpose of Q and I is the identity matrix .

  6. Arnoldi iteration - Wikipedia

    en.wikipedia.org/wiki/Arnoldi_iteration

    In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method.Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices.

  7. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    The geometric content of the SVD theorem can thus be summarized as follows: for every linear map ⁠: ⁠ one can find orthonormal bases of ⁠ ⁠ and ⁠ ⁠ such that ⁠ ⁠ maps the ⁠ ⁠-th basis vector of ⁠ ⁠ to a non-negative multiple of the ⁠ ⁠-th basis vector of ⁠, ⁠ and sends the leftover basis vectors to zero.

  8. Haar wavelet - Wikipedia

    en.wikipedia.org/wiki/Haar_wavelet

    The Haar wavelet. In mathematics, the Haar wavelet is a sequence of rescaled "square-shaped" functions which together form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it allows a target function over an interval to be represented in terms of an orthonormal basis.

  9. Gram–Schmidt process - Wikipedia

    en.wikipedia.org/wiki/Gram–Schmidt_process

    The first two steps of the Gram–Schmidt process. In mathematics, particularly linear algebra and numerical analysis, the Gram–Schmidt process or Gram-Schmidt algorithm is a way of finding a set of two or more vectors that are perpendicular to each other.