Statistica Visual Basic Library of Matrix Functions - MatrixGramSchmidtOrt (Matrix, MatrixResult)




name of source data matrix (see Arrays in functions)


name of destination data matrix of results (see Arrays in functions)

The MatrixGramSchmidtOrt function will transform successive columns of the specified source Matrix (see also Arrays in functions) so that each column vector in the destination matrix MatrixResult will have a length of 1 (i.e., the sum of the squared column elements will be equal to 1) and will be orthogonal to all other columns (i.e., the vector product of all column vectors Vi' * Vj will be equal to 0). To increase precision, a modified Gram-Schmidt algorithm is used (see Bock, 1975).

Related topics. MatrixSingularValuesDecomp. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.