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QR decomposition by Householder transformation. QR decomposition ... is upper triangular. In Householder triangularization, a series of elementary orthogonal. f50e787ee1 marecal
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However, no stability proof for this algorithm exists so far. In another work, the Householder transformation is employed to derive a block-type RLS algorithm that .... LEMMA 3.1 Let U be a Householder transformation. Then UT = U, UTU = I (U is orthogonal) and U2 = I (U is involutory). PROOF Clearly UT = U. Then UTU = U2 .... HOUSEHOLDER TRANSFORMATION PROOF. where is the projection of onto the unit vector , and is the Householder matrix that converts to its reflection .Given​ ...
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