If the source matrix is a covariance matrix, then using Cholesky decomposition is efficient. The implementation of QR-Householder matrix inverse presented in this article emphasizes simplicity and ...

A new orthogonalization technique is presented for computing the $QR$ factorization of a general $n \times p$ matrix of full rank $p (n \geqslant p)$. The method is based on the use of projections to ...

Matrix factorization in numerical linear algebra (NLA) typically serves the purpose of restating some given problem in such a way that it can be solved more readily; for example, one major application ...