| Library: | math |
| See also: | plotgt givenrot |
| Macro: | orthonormal | |
| Description: | Computes a orthonormal system of column vectors using the Gram-Schmidt procedure. |
| Usage: | out = orthonormal (in) | |
| Input: | ||
| in | p x p matrix | |
| Output: | ||
| out | p x p matrix | |
; loads the library math
library ("math")
; generate some vectors
x = normal(6,4)
; orthonormalize x
o = orthonormal(x)
; check it
o'*o
gives the appropriate (4x4) identity matrix
| Library: | math |
| See also: | plotgt givenrot |