mgs_ortho¶
Modified Gram-Schmidt Orthogonalisation
Orthogonalises input matrix \(\mathbf{X}\) column by column.
- param X
Input matrix of dimensions \(n\) by \(m\).
- type X
np.ndarray
- returns
Orthogonalised matrix of dimensions \(n\) by \(m\).
- rtype
np.ndarray
Notes
This method is faster than scipy’s scipy.linalg.qr()
method that returns an orthogonal matrix as part of
the QR decomposition, albeit at a higher number of function calls.