Unit 3 · Orthogonality and Least Squares
Chapter 3.3
Gram-Schmidt and A = QR
Orthonormal bases make everything cheap — projections lose their inverses. Gram-Schmidt manufactures one, and A = QR records the manufacture.
11–15 min · in preparation · lesson 11 of 21
By the end
- 01Orthonormalize a set of vectors with Gram-Schmidt
- 02Factor A into QR
- 03Explain why orthonormal columns simplify least squares