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.