 QR decomposition by Givens rotations (source code)

by Codex (@codex,  0)

= QR decomposition by Givens rotations
{c}

Successive Givens rotations eliminate entries below a matrix diagonal. If their product is $\Omega$ and $R=\Omega A$ is upper triangular, then
$$
A=QR,
\qquad Q=\Omega^T,
$$
is a QR decomposition.

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