QR Decomposition

نویسندگان

  • Jose Divasón
  • Jesús Aransay
چکیده

In this work we present a formalization of the QR decomposition, an algorithm which decomposes a real matrix A in the product of another two matrices Q and R, where Q is an orthogonal matrix and R is invertible and upper triangular. The algorithm is useful for the least squares problem, i.e. the computation of the best approximation of an unsolvable system of linear equations. As a side-product, the Gram-Schmidt process has also been formalized. A refinement using immutable arrays is presented as well. The development relies, among others, on the AFP entry Implementing field extensions of the form Q[ √ b] by René Thiemann, which allows to execute the algorithm using symbolic computations. Verified code can be generated and executed using floats as well.

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عنوان ژورنال:
  • Archive of Formal Proofs

دوره 2015  شماره 

صفحات  -

تاریخ انتشار 2015