How to solve the system of simultaneous linear equation using QR decomposition?

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Parth 2017-1-16

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评论： Parth 2017-1-18

I was playing with the polyfit() function in the surface fitting toolbox to fit a surface to my data, which states that its solves the linear equations using QR decomposition(using Matlab backslash(\) operator).

Is there any mathematical formulation of how these equations are solved using this technique on paper? I am curious to know "top to bottom" theoretical formulation of this method. I just want to understand the maths behind this approach.

Thanks!!

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Answer 1

Torsten 2017-1-17

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http://www.math.utah.edu/~pa/6610/20130927.pdf

Best wishes

Torsten.

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Parth 2017-1-18

I really appreciate your answer. In literature I found 3 different methods of QR decomposition and they might have their own benefits. which one is implemented in Matlab qr() function?

Using Houholder Reflection s? Using Gram-Schmidt Process or its modified version? Here in document you suggested 2 different methods are explained.

Thanks

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