QR decomposition

Given a matrix A, its QR decomposition refers to a factorisation of A

A = QR,

where Q is an orthogonal matrix (QQ^T = I), and R is an upper triangular matrix.

The QR decomposition is often used to solve the linear least squares problem.

Actual methods to calculate the QR decomposition include Givens rotations, Householder transformations and the Gram-Schmidt decomposition.