Calculating the QR decomposition of a matrix

Similar to the LU decomposition, QR decomposition is the decomposition of an original matrix into its constituent parts.

In this particular case, the matrix A = QR, where Q is an orthogonal matrix and R is an upper triangular matrix.

Before getting into further details, let us look into the properties of an orthogonal matrix:

  • It is a square matrix
  • Multiplying Q with its transpose results in an identity matrix 
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