Modified Gram-Schmidt Orthogonalization in Matlab Elliott C. Back http://elliottback.com/wp/modified-gram-schmidt-orthogonalization-in-...

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Modified Gram-Schmidt Orthogonalization in

Matlab
Posted in Code, Matlab by Elliott Back on October 16th, 2004.

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Without any ado at all, I present Matlab 6.5 code to do Modified Gram-Schmidt Orthogonalization,
otherwise known as QR Factorization. You can use a QR factorization to compute a number of things, the
least of which is the least squares solution, which can be computed in the following manner:

1. Start with Ax ~= b, where A is mxn, m > n (overdetermined system)

2. Compute A = Q * [R O]^T^, where Q is an orthogonal mxn matrix and R is an nxn upper triangular
matrix
3. Multiply Q^T^ * b to find new right hand side [c1 ... cn]^T^
4. Use back-substitution to solve R * x = [c1 ... cn]^T^ for x

Great!! Now you can find your own best fit lines. Heres the QR factorization algorithm:

function [q, r] = QR(A)

[m, n] = size(A);

q = zeros(m, n);
r = zeros(n, n);

for k = 1:n
r(k,k) = norm(A(1:m, k));

if r(k,k) == 0
break;
end

q(1:m, k) = A(1:m, k) / r(k,k);

for j = k+1:n
r(k, j) = dot(q(1:m, k), A(1:m, j));
A(1:m, j) = A(1:m, j) r(k, j) * q(1:m, k);
end
end

1 of 5 27-12-2011 11:49
Modified Gram-Schmidt Orthogonalization in Matlab Elliott C. Back http://elliottback.com/wp/modified-gram-schmidt-orthogonalization-in-...

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This entry was posted on Saturday, October 16th, 2004 at 5:50 pm and is tagged with nbsp
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6 Responses to Modified Gram-Schmidt Orthogonalization in Matlab

1. Shmuel says:
10/13/2010 at 6:52 am

Hi, well it nice and it works,

Do I need to run this function several time on the last result in order to improve the result?

Shmuel

Reply
2. Elliott Back says:
1/21/2008 at 10:09 am

Yes, but it wont give anything useful to you; youll end up with output like an identity matrix.

Reply
3. shriks says:
1/21/2008 at 6:10 am

Can this Modified Gram-Schmidt Orthogonalization be applicable to linearly dependent vectors ?

Reply
touseef says:
10/20/2010 at 1:50 am

no dear
we can not aplly this method for linearly dependent vector .

Reply
4. Anonymous says:
7/3/2005 at 6:41 am

function Q = mgs(A)

n = size(A,2);

2 of 5 27-12-2011 11:49
Modified Gram-Schmidt Orthogonalization in Matlab Elliott C. Back http://elliottback.com/wp/modified-gram-schmidt-orthogonalization-in-...

Q = A;

for k = 1:n-1,
Q(:,k) = A(:,k) ./ norm(A(:,k));
A(:,k+1:n) = A(:,k+1:n) Q(:,k) * (Q(:,k) * A(:,k+1:n));
end;
Q(:,n) = A(:,n) ./ norm(A(:,n));

Reply
5. Nemo says:
5/9/2005 at 4:35 pm

??? Index exceeds matrix dimensions.

Reply

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