QR Factorization

Learn how QR factorization of matrices works, using R, Rcpp, Armadillo, and Eigen.

QR decomposition

QR decomposition, or factorization, is a decomposition of a matrix 𝐴𝐴 into the product of an orthogonal matrix 𝑄𝑄 and an upper triangular matrix 𝑅𝑅:


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