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QR decomposition
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====Example==== Let us calculate the decomposition of : <math>A = \begin{bmatrix} 12 & -51 & 4 \\ 6 & 167 & -68 \\ -4 & 24 & -41 \end{bmatrix}.</math> First, we need to form a [[rotation matrix]] that will zero the lowermost left element, {{nowrap|1=<math>a_{31} = -4</math>.}} We form this matrix using the Givens rotation method, and call the matrix <math>G_1</math>. We will first rotate the vector {{nowrap|<math>\begin{bmatrix} 12 & -4 \end{bmatrix}</math>,}} to point along the ''X'' axis. This vector has an angle {{nowrap|<math display="inline">\theta = \arctan\left(\frac{-(-4)}{12}\right)</math>.}} We create the orthogonal Givens rotation matrix, <math>G_1</math>: :<math>\begin{align} G_1 &= \begin{bmatrix} \cos(\theta) & 0 & -\sin(\theta) \\ 0 & 1 & 0 \\ \sin(\theta) & 0 & \cos(\theta) \end{bmatrix} \\ &\approx \begin{bmatrix} 0.94868 & 0 & -0.31622 \\ 0 & 1 & 0 \\ 0.31622 & 0 & 0.94868 \end{bmatrix} \end{align}</math> And the result of <math>G_1A</math> now has a zero in the <math>a_{31}</math> element. :<math>G_1A \approx \begin{bmatrix} 12.64911 & -55.97231 & 16.76007 \\ 6 & 167 & -68 \\ 0 & 6.64078 & -37.6311 \end{bmatrix}</math> We can similarly form Givens matrices <math>G_2</math> and {{nowrap|<math>G_3</math>,}} which will zero the sub-diagonal elements <math>a_{21}</math> and {{nowrap|<math>a_{32}</math>,}} forming a triangular matrix {{nowrap|<math>R</math>.}} The orthogonal matrix <math>Q^\textsf{T}</math> is formed from the product of all the Givens matrices {{nowrap|<math>Q^\textsf{T} = G_3 G_2 G_1</math>.}} Thus, we have {{nowrap|<math>G_3 G_2 G_1 A = Q^\textsf{T} A = R</math>,}} and the ''QR'' decomposition is {{nowrap|<math>A = QR</math>.}}
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