Orthogonal matrices play a very important role in linear algebra. Inner products are preserved under an orthogonal transform: , and also the Euclidean norm . An example of where this is useful is solving the least squares problem by solving the equivalent problem .
An orthogonal matrix has .
This entry is based on content from The Data Analysis Briefbook (http://rkb.home.cern.ch/rkb/titleA.htmlhttp://rkb.home.cern.ch/rkb/titleA.html)
- 1 Friedberg, Insell, Spence. Linear Algebra. Prentice-Hall Inc., 1997.
|Date of creation||2013-03-22 12:05:19|
|Last modified on||2013-03-22 12:05:19|
|Last modified by||akrowne (2)|