orth

Purpose

Computes an orthonormal basis for the column space of a matrix.

Format

y = orth(x)

Parameters:

x (NxK matrix) – data

Returns:

y (NxL matrix) – such that \(y'y = eye(L)\) and whose columns span the same space as the columns of x; L is the rank of x.

Global Input

_orthol:

(scalar), the tolerance for testing if diagonal elements are approaching zero. The default is 1.0e-14.

Examples

x = { 6 5 4,
      2 7 5 };

y = orth(x);

After the code above:

y = -0.58123819      -0.81373347    y'y = 1  0
    -0.81373347       0.58123819          0  1

Source

qqr.src

See also

Functions qqr(), olsqr()