Generalized orthogonalization
Orthonormal basis of a set vectors with respect to a non-euclidian scalar product
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Input:
A: (m x n) matrix
B: (m x m) matrix, symmetric positive-definite
Output:
Q : (m x k), where k is the rank of A
span<Q> = span<A> the columns of Q span the same space as the
columns of A, and the number of columns of Q is the rank of A.
Q satisfies: Q'*B*Q = I,
Cite As
Bruno Luong (2026). Generalized orthogonalization (https://www.mathworks.com/matlabcentral/fileexchange/24002-generalized-orthogonalization), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.2.0.0 (2.33 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
