Orthogonal-triangular Decomposition

Description:

• Given a matrix $A$, we can decompose it to $A=QR$
  • Where $Q$ is orthornormal matrix
  • $R$ is upper triangle matrix

With Gram-Schmidt process:

1. Convert all column vector of $A$ to orthonormal vectors of $Q$ using Gram-Schmidt Algorithm
2. Find $R$ by $Q^{⊺}A=Q^{⊺}QR=R$