Constructing orthogonal vectors in SAS

One of the great algorithms of linear algebra is the Gram-Schmidt orthogonalization process, which enables you to construct an orthogonal basis for a linear subspace from any set of linearly independent vectors that span the subspace. The Gram-Schmidt process is the basis for the QR decomposition in numerical linear algebra, […] The post Constructing orthogonal vectors in SAS appeared first on SAS Blogs .