orth function

Orthonormalization of a matrix

Returns an orthonormal basis for the range of A.

orth(A)

Arguments

• A: Matrix to be orthogonalized

Returns

• Q: Orthonormal basis for the range of A

Note

The columns of Q span the same space as the columns of A with t(Q)Q=I.

The number of columns of Q is the rank of A.

Author(s)

Maria Antonietta Del Ferraro mariaantonietta.delferraro@yahoo.it

Henk A.L. Kiers h.a.l.kiers@rug.nl

Paolo Giordani paolo.giordani@uniroma1.it

Examples

X <- matrix(rnorm(6*3),ncol=3)
Y <- orth(X)