Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: math
See also: plotgt givenrot

Quantlet: orthonormal
Description: Computes a orthonormal system of column vectors using the Gram-Schmidt procedure.

Link:
Usage: out = orthonormal (in)
Input:
in p x p matrix
Output:
out p x p matrix

Example:

; loads the library math

library ("math")

; generate some vectors

x = normal(6,4)

; orthonormalize x 

o = orthonormal(x)

; check it

o'*o

Result:

gives the appropriate (4x4) identity matrix 


Library: math
See also: plotgt givenrot

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sigbert Klinke, 971110
(C) MD*TECH Method and Data Technologies, 21.9.2000