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Householder Elimination


A B C D E F G H I J K L M N O P Q R S T U V W X Y Z overview

For a non-singular matrix $ A$, the matrix equation

$\displaystyle AX=B
$

can be solved with the aid of the QR factorization

$\displaystyle A(:,I)=QR \,.
$

We have

$\displaystyle QR X(I,:)=B \quad \Longleftrightarrow \quad R \underbrace{X(I,:)}_Y =Q^t B \,.
$

Hence, $ Y=X(I,:)$ can be determined via backward substitution.
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  automatically generated 7/ 2/2007