Parameter |
Description |

Matrix |
name of source data matrix (see Arrays in functions) |

MatrixResult |
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.