Orthogonal matrix
Template:Short description Script error: No such module "For". Script error: No such module "Unsubst". In linear algebra, an orthogonal matrix or orthonormal matrix Template:Mvar, is a real square matrix whose columns and rows are orthonormal vectors.
One way to express this is where QTScript error: No such module "Check for unknown parameters". is the transpose of Template:Mvar and Template:Mvar is the identity matrix.
This leads to the equivalent characterization: a matrix Template:Mvar is orthogonal if its transpose is equal to its inverse: where Q−1Script error: No such module "Check for unknown parameters". is the inverse of Template:Mvar.
An orthogonal matrix Template:Mvar is necessarily invertible (with inverse Q−1 = QTScript error: No such module "Check for unknown parameters".), unitary (Q−1 = Q∗Script error: No such module "Check for unknown parameters".), where Q∗Script error: No such module "Check for unknown parameters". is the Hermitian adjoint (conjugate transpose) of Template:Mvar, and therefore normal (Q∗Q = QQ∗Script error: No such module "Check for unknown parameters".) over the real numbers. The determinant of any orthogonal matrix is either +1 or −1. As a linear transformation, an orthogonal matrix preserves the inner product of vectors, and therefore acts as an isometry of Euclidean space, such as a rotation, reflection or rotoreflection. In other words, it is a unitary transformation.
The set of n × nScript error: No such module "Check for unknown parameters". orthogonal matrices, under multiplication, forms the group O(n)Script error: No such module "Check for unknown parameters"., known as the orthogonal group. The subgroup SO(n)Script error: No such module "Check for unknown parameters". consisting of orthogonal matrices with determinant +1 is called the special orthogonal group, and each of its elements is a special orthogonal matrix. As a linear transformation, every special orthogonal matrix acts as a rotation.
Overview
An orthogonal matrix is the real specialization of a unitary matrix, and thus always a normal matrix. Although we consider only real matrices here, the definition can be used for matrices with entries from any field. However, orthogonal matrices arise naturally from dot products, and for matrices of complex numbers that leads instead to the unitary requirement. Orthogonal matrices preserve the dot product,[1] so, for vectors uScript error: No such module "Check for unknown parameters". and vScript error: No such module "Check for unknown parameters". in an Template:Mvar-dimensional real Euclidean space where Template:Mvar is an orthogonal matrix. To see the inner product connection, consider a vector vScript error: No such module "Check for unknown parameters". in an Template:Mvar-dimensional real Euclidean space. Written with respect to an orthonormal basis, the squared length of vScript error: No such module "Check for unknown parameters". is vTvScript error: No such module "Check for unknown parameters".. If a linear transformation, in matrix form QvScript error: No such module "Check for unknown parameters"., preserves vector lengths, then
Thus finite-dimensional linear isometries—rotations, reflections, and their combinations—produce orthogonal matrices. The converse is also true: orthogonal matrices imply orthogonal transformations. However, linear algebra includes orthogonal transformations between spaces which may be neither finite-dimensional nor of the same dimension, and these have no orthogonal matrix equivalent.
Orthogonal matrices are important for a number of reasons, both theoretical and practical. The n × nScript error: No such module "Check for unknown parameters". orthogonal matrices form a group under matrix multiplication, the orthogonal group denoted by O(n)Script error: No such module "Check for unknown parameters"., which—with its subgroups—is widely used in mathematics and the physical sciences. For example, the point group of a molecule is a subgroup of O(3). Because floating point versions of orthogonal matrices have advantageous properties, they are key to many algorithms in numerical linear algebra, such as [[QR decomposition|Template:Mvar decomposition]]. As another example, with appropriate normalization the discrete cosine transform (used in MP3 compression) is represented by an orthogonal matrix.
Examples
Below are a few examples of small orthogonal matrices and possible interpretations.
- (identity transformation)
- (rotation about the origin)
- (reflection across x-axis)
- (permutation of coordinate axes)
Elementary constructions
Lower dimensions
The simplest orthogonal matrices are the 1 × 1 matrices [1] and [−1], which we can interpret as the identity and a reflection of the real line across the origin.
The 2 × 2 matrices have the form which orthogonality demands satisfy the three equations
In consideration of the first equation, without loss of generality let p = cos θScript error: No such module "Check for unknown parameters"., q = sin θScript error: No such module "Check for unknown parameters".; then either t = −qScript error: No such module "Check for unknown parameters"., u = pScript error: No such module "Check for unknown parameters". or t = qScript error: No such module "Check for unknown parameters"., u = −pScript error: No such module "Check for unknown parameters".. We can interpret the first case as a rotation by Template:Mvar (where θ = 0Script error: No such module "Check for unknown parameters". is the identity), and the second as a reflection across a line at an angle of Template:SfracScript error: No such module "Check for unknown parameters"..
The special case of the reflection matrix with θ = 90°Script error: No such module "Check for unknown parameters". generates a reflection about the line at 45° given by y = xScript error: No such module "Check for unknown parameters". and therefore exchanges Template:Mvar and Template:Mvar; it is a permutation matrix, with a single 1 in each column and row (and otherwise 0):
The identity is also a permutation matrix.
A reflection is its own inverse, which implies that a reflection matrix is symmetric (equal to its transpose) as well as orthogonal. The product of two rotation matrices is a rotation matrix, and the product of two reflection matrices is also a rotation matrix.
Higher dimensions
Regardless of the dimension, it is always possible to classify orthogonal matrices as purely rotational or not, but for 3 × 3 matrices and larger the non-rotational matrices can be more complicated than reflections. For example,
represent an inversion through the origin and a rotoinversion, respectively, about the zScript error: No such module "Check for unknown parameters".-axis.
Rotations become more complicated in higher dimensions; they can no longer be completely characterized by one angle, and may affect more than one planar subspace. It is common to describe a 3 × 3 rotation matrix in terms of an axis and angle, but this only works in three dimensions. Above three dimensions two or more angles are needed, each associated with a plane of rotation.
However, we have elementary building blocks for permutations, reflections, and rotations that apply in general.
Primitives
The most elementary permutation is a transposition, obtained from the identity matrix by exchanging two rows. Any n × nScript error: No such module "Check for unknown parameters". permutation matrix can be constructed as a product of no more than n − 1Script error: No such module "Check for unknown parameters". transpositions.
A Householder reflection is constructed from a non-null vector vScript error: No such module "Check for unknown parameters". as
Here the numerator is a symmetric matrix while the denominator is a number, the squared magnitude of vScript error: No such module "Check for unknown parameters".. This is a reflection in the hyperplane perpendicular to vScript error: No such module "Check for unknown parameters". (negating any vector component parallel to vScript error: No such module "Check for unknown parameters".). If vScript error: No such module "Check for unknown parameters". is a unit vector, then Q = I − 2vvTScript error: No such module "Check for unknown parameters". suffices. A Householder reflection is typically used to simultaneously zero the lower part of a column. Any orthogonal matrix of size n × n can be constructed as a product of at most Template:Mvar such reflections.
A Givens rotation acts on a two-dimensional (planar) subspace spanned by two coordinate axes, rotating by a chosen angle. It is typically used to zero a single subdiagonal entry. Any rotation matrix of size n × nScript error: No such module "Check for unknown parameters". can be constructed as a product of at most Template:SfracScript error: No such module "Check for unknown parameters". such rotations. In the case of 3 × 3 matrices, three such rotations suffice; and by fixing the sequence we can thus describe all 3 × 3 rotation matrices (though not uniquely) in terms of the three angles used, often called Euler angles.
A Jacobi rotation has the same form as a Givens rotation, but is used to zero both off-diagonal entries of a 2 × 2 symmetric submatrix.
Properties
Matrix properties
A real square matrix is orthogonal if and only if its columns form an orthonormal basis of the Euclidean space RnScript error: No such module "Check for unknown parameters". with the ordinary Euclidean dot product, which is the case if and only if its rows form an orthonormal basis of RnScript error: No such module "Check for unknown parameters".. It might be tempting to suppose a matrix with orthogonal (not orthonormal) columns would be called an orthogonal matrix, but such matrices have no special interest and no special name; they only satisfy MTM = DScript error: No such module "Check for unknown parameters"., with Template:Mvar a diagonal matrix.
The determinant of any orthogonal matrix is +1 or −1. This follows from basic facts about determinants, as follows:
The converse is not true; having a determinant of ±1 is no guarantee of orthogonality, even with orthogonal columns, as shown by the following counterexample.
With permutation matrices the determinant matches the signature, being +1 or −1 as the parity of the permutation is even or odd, for the determinant is an alternating function of the rows.
Stronger than the determinant restriction is the fact that an orthogonal matrix can always be diagonalized over the complex numbers to exhibit a full set of eigenvalues, all of which must have (complex) modulus 1.
Group properties
The inverse of every orthogonal matrix is again orthogonal, as is the matrix product of two orthogonal matrices. In fact, the set of all n × nScript error: No such module "Check for unknown parameters". orthogonal matrices satisfies all the axioms of a group. It is a compact Lie group of dimension Template:SfracScript error: No such module "Check for unknown parameters"., called the orthogonal group and denoted by O(n)Script error: No such module "Check for unknown parameters"..
The orthogonal matrices whose determinant is +1 form a path-connected normal subgroup of O(n)Script error: No such module "Check for unknown parameters". of index 2, the special orthogonal group SO(n)Script error: No such module "Check for unknown parameters". of rotations. The quotient group O(n)/SO(n)Script error: No such module "Check for unknown parameters". is isomorphic to O(1)Script error: No such module "Check for unknown parameters"., with the projection map choosing [+1] or [−1] according to the determinant. Orthogonal matrices with determinant −1 do not include the identity, and so do not form a subgroup but only a coset; it is also (separately) connected. Thus each orthogonal group falls into two pieces; and because the projection map splits, O(n)Script error: No such module "Check for unknown parameters". is a semidirect product of SO(n)Script error: No such module "Check for unknown parameters". by O(1)Script error: No such module "Check for unknown parameters".. In practical terms, a comparable statement is that any orthogonal matrix can be produced by taking a rotation matrix and possibly negating one of its columns, as we saw with 2 × 2 matrices. If Template:Mvar is odd, then the semidirect product is in fact a direct product, and any orthogonal matrix can be produced by taking a rotation matrix and possibly negating all of its columns. This follows from the property of determinants that negating a column negates the determinant, and thus negating an odd (but not even) number of columns negates the determinant.
Now consider (n + 1) × (n + 1)Script error: No such module "Check for unknown parameters". orthogonal matrices with bottom right entry equal to 1. The remainder of the last column (and last row) must be zeros, and the product of any two such matrices has the same form. The rest of the matrix is an n × nScript error: No such module "Check for unknown parameters". orthogonal matrix; thus O(n)Script error: No such module "Check for unknown parameters". is a subgroup of O(n + 1)Script error: No such module "Check for unknown parameters". (and of all higher groups).
Since an elementary reflection in the form of a Householder matrix can reduce any orthogonal matrix to this constrained form, a series of such reflections can bring any orthogonal matrix to the identity; thus an orthogonal group is a reflection group. The last column can be fixed to any unit vector, and each choice gives a different copy of O(n)Script error: No such module "Check for unknown parameters". in O(n + 1)Script error: No such module "Check for unknown parameters".; in this way O(n + 1)Script error: No such module "Check for unknown parameters". is a bundle over the unit sphere SnScript error: No such module "Check for unknown parameters". with fiber O(n)Script error: No such module "Check for unknown parameters"..
Similarly, SO(n)Script error: No such module "Check for unknown parameters". is a subgroup of SO(n + 1)Script error: No such module "Check for unknown parameters".; and any special orthogonal matrix can be generated by Givens plane rotations using an analogous procedure. The bundle structure persists: . A single rotation can produce a zero in the first row of the last column, and series of n − 1Script error: No such module "Check for unknown parameters". rotations will zero all but the last row of the last column of an n × nScript error: No such module "Check for unknown parameters". rotation matrix. Since the planes are fixed, each rotation has only one degree of freedom, its angle. By induction, SO(n)Script error: No such module "Check for unknown parameters". therefore has degrees of freedom, and so does O(n)Script error: No such module "Check for unknown parameters"..
Permutation matrices are simpler still; they form, not a Lie group, but only a finite group, the order n!Script error: No such module "Check for unknown parameters". symmetric group SnScript error: No such module "Check for unknown parameters".. By the same kind of argument, SnScript error: No such module "Check for unknown parameters". is a subgroup of Sn + 1Script error: No such module "Check for unknown parameters".. The even permutations produce the subgroup of permutation matrices of determinant +1, the order Template:SfracScript error: No such module "Check for unknown parameters". alternating group.
Canonical form
More broadly, the effect of any orthogonal matrix separates into independent actions on orthogonal two-dimensional subspaces. That is, if Template:Mvar is special orthogonal then one can always find an orthogonal matrix Template:Mvar, a (rotational) change of basis, that brings Template:Mvar into block diagonal form:
where the matrices R1, ..., RkScript error: No such module "Check for unknown parameters". are 2 × 2 rotation matrices, and with the remaining entries zero. Exceptionally, a rotation block may be diagonal, ±IScript error: No such module "Check for unknown parameters".. Thus, negating one column if necessary, and noting that a 2 × 2 reflection diagonalizes to a +1 and −1, any orthogonal matrix can be brought to the form [2] [3]
The matrices R1, ..., RkScript error: No such module "Check for unknown parameters". give conjugate pairs of eigenvalues lying on the unit circle in the complex plane; so this decomposition confirms that all eigenvalues have absolute value 1. If Template:Mvar is odd, there is at least one real eigenvalue, +1 or −1; for a 3 × 3 rotation, the eigenvector associated with +1 is the rotation axis.
Lie algebra
Suppose the entries of Template:Mvar are differentiable functions of Template:Mvar, and that t = 0Script error: No such module "Check for unknown parameters". gives Q = IScript error: No such module "Check for unknown parameters".. Differentiating the orthogonality condition yields
Evaluation at t = 0Script error: No such module "Check for unknown parameters". (Q = IScript error: No such module "Check for unknown parameters".) then implies
In Lie group terms, this means that the Lie algebra of an orthogonal matrix group consists of skew-symmetric matrices. Going the other direction, the matrix exponential of any skew-symmetric matrix is an orthogonal matrix (in fact, special orthogonal).
For example, the three-dimensional object physics calls angular velocity is a differential rotation, thus a vector in the Lie algebra tangent to SO(3)Script error: No such module "Check for unknown parameters".. Given ω = (xθ, yθ, zθ)Script error: No such module "Check for unknown parameters"., with v = (x, y, z)Script error: No such module "Check for unknown parameters". being a unit vector, the correct skew-symmetric matrix form of Template:Mvar is
The exponential of this is the orthogonal matrix for rotation around axis vScript error: No such module "Check for unknown parameters". by angle Template:Mvar; setting c = cos Template:SfracScript error: No such module "Check for unknown parameters"., s = sin Template:SfracScript error: No such module "Check for unknown parameters".,
Numerical linear algebra
Benefits
Numerical analysis takes advantage of many of the properties of orthogonal matrices for numerical linear algebra, and they arise naturally. For example, it is often desirable to compute an orthonormal basis for a space, or an orthogonal change of bases; both take the form of orthogonal matrices. Having determinant ±1 and all eigenvalues of magnitude 1 is of great benefit for numeric stability. One implication is that the condition number is 1 (which is the minimum), so errors are not magnified when multiplying with an orthogonal matrix. Many algorithms use orthogonal matrices like Householder reflections and Givens rotations for this reason. It is also helpful that, not only is an orthogonal matrix invertible, but its inverse is available essentially free, by exchanging indices.
Permutations are essential to the success of many algorithms, including the workhorse Gaussian elimination with partial pivoting (where permutations do the pivoting). However, they rarely appear explicitly as matrices; their special form allows more efficient representation, such as a list of Template:Mvar indices.
Likewise, algorithms using Householder and Givens matrices typically use specialized methods of multiplication and storage. For example, a Givens rotation affects only two rows of a matrix it multiplies, changing a full multiplication of order n3Script error: No such module "Check for unknown parameters". to a much more efficient order Template:Mvar. When uses of these reflections and rotations introduce zeros in a matrix, the space vacated is enough to store sufficient data to reproduce the transform, and to do so robustly. (Following Script error: No such module "Footnotes"., we do not store a rotation angle, which is both expensive and badly behaved.)
Decompositions
A number of important matrix decompositions Script error: No such module "Footnotes". involve orthogonal matrices, including especially:
- [[QR decomposition|Template:Mvar decomposition]]
- M = QRScript error: No such module "Check for unknown parameters"., Template:Mvar orthogonal, Template:Mvar upper triangular
- Singular value decomposition
- M = UΣVTScript error: No such module "Check for unknown parameters"., Template:Mvar and Template:Mvar orthogonal, ΣScript error: No such module "Check for unknown parameters". diagonal matrix
- Eigendecomposition of a symmetric matrix (decomposition according to the spectral theorem)
- S = QΛQTScript error: No such module "Check for unknown parameters"., Template:Mvar symmetric, Template:Mvar orthogonal, ΛScript error: No such module "Check for unknown parameters". diagonal
- Polar decomposition
- M = QSScript error: No such module "Check for unknown parameters"., Template:Mvar orthogonal, Template:Mvar symmetric positive-semidefinite
Examples
Consider an overdetermined system of linear equations, as might occur with repeated measurements of a physical phenomenon to compensate for experimental errors. Write Ax = bScript error: No such module "Check for unknown parameters"., where Template:Mvar is m × nScript error: No such module "Check for unknown parameters"., m > nScript error: No such module "Check for unknown parameters".. A Template:Mvar decomposition reduces Template:Mvar to upper triangular Template:Mvar. For example, if Template:Mvar is 5 × 3 then Template:Mvar has the form
The linear least squares problem is to find the xScript error: No such module "Check for unknown parameters". that minimizes Template:NormScript error: No such module "Check for unknown parameters"., which is equivalent to projecting bScript error: No such module "Check for unknown parameters". to the subspace spanned by the columns of Template:Mvar. Assuming the columns of Template:Mvar (and hence Template:Mvar) are independent, the projection solution is found from ATAx = ATbScript error: No such module "Check for unknown parameters".. Now ATAScript error: No such module "Check for unknown parameters". is square (n × nScript error: No such module "Check for unknown parameters".) and invertible, and also equal to RTRScript error: No such module "Check for unknown parameters".. But the lower rows of zeros in Template:Mvar are superfluous in the product, which is thus already in lower-triangular upper-triangular factored form, as in Gaussian elimination (Cholesky decomposition). Here orthogonality is important not only for reducing ATA = (RTQT)QRScript error: No such module "Check for unknown parameters". to RTRScript error: No such module "Check for unknown parameters"., but also for allowing solution without magnifying numerical problems.
In the case of a linear system which is underdetermined, or an otherwise non-invertible matrix, singular value decomposition (SVD) is equally useful. With Template:Mvar factored as UΣVTScript error: No such module "Check for unknown parameters"., a satisfactory solution uses the Moore-Penrose pseudoinverse, VΣ+UTScript error: No such module "Check for unknown parameters"., where Σ+Script error: No such module "Check for unknown parameters". merely replaces each non-zero diagonal entry with its reciprocal. Set xScript error: No such module "Check for unknown parameters". to VΣ+UTbScript error: No such module "Check for unknown parameters"..
The case of a square invertible matrix also holds interest. Suppose, for example, that Template:Mvar is a 3 × 3 rotation matrix which has been computed as the composition of numerous twists and turns. Floating point does not match the mathematical ideal of real numbers, so Template:Mvar has gradually lost its true orthogonality. A Gram–Schmidt process could orthogonalize the columns, but it is not the most reliable, nor the most efficient, nor the most invariant method. The polar decomposition factors a matrix into a pair, one of which is the unique closest orthogonal matrix to the given matrix, or one of the closest if the given matrix is singular. (Closeness can be measured by any matrix norm invariant under an orthogonal change of basis, such as the spectral norm or the Frobenius norm.) For a near-orthogonal matrix, rapid convergence to the orthogonal factor can be achieved by a "Newton's method" approach due to Script error: No such module "Footnotes". (1990), repeatedly averaging the matrix with its inverse transpose. Script error: No such module "Footnotes". has published an accelerated method with a convenient convergence test.
For example, consider a non-orthogonal matrix for which the simple averaging algorithm takes seven steps and which acceleration trims to two steps (with Template:Mvar = 0.353553, 0.565685).
Gram-Schmidt yields an inferior solution, shown by a Frobenius distance of 8.28659 instead of the minimum 8.12404.
Randomization
Some numerical applications, such as Monte Carlo methods and exploration of high-dimensional data spaces, require generation of uniformly distributed random orthogonal matrices. In this context, "uniform" is defined in terms of Haar measure, which essentially requires that the distribution not change if multiplied by any freely chosen orthogonal matrix. Orthogonalizing matrices with independent uniformly distributed random entries does not result in uniformly distributed orthogonal matricesScript error: No such module "Unsubst"., but the [[QR decomposition|Template:Mvar decomposition]] of independent normally distributed random entries does, as long as the diagonal of Template:Mvar contains only positive entries Script error: No such module "Footnotes".. Script error: No such module "Footnotes". replaced this with a more efficient idea that Script error: No such module "Footnotes". later generalized as the "subgroup algorithm" (in which form it works just as well for permutations and rotations). To generate an (n + 1) × (n + 1)Script error: No such module "Check for unknown parameters". orthogonal matrix, take an n × nScript error: No such module "Check for unknown parameters". one and a uniformly distributed unit vector of dimension n + 1. Construct a Householder reflection from the vector, then apply it to the smaller matrix (embedded in the larger size with a 1 at the bottom right corner).
Nearest orthogonal matrix
The problem of finding the orthogonal matrix Template:Mvar nearest a given matrix Template:Mvar is related to the Orthogonal Procrustes problem. There are several different ways to get the unique solution, the simplest of which is taking the singular value decomposition of Template:Mvar and replacing the singular values with ones. Another method expresses the Template:Mvar explicitly but requires the use of a matrix square root:[4]
This may be combined with the Babylonian method for extracting the square root of a matrix to give a recurrence which converges to an orthogonal matrix quadratically: where Q0 = MScript error: No such module "Check for unknown parameters"..
These iterations are stable provided the condition number of Template:Mvar is less than three.[5]
Using a first-order approximation of the inverse and the same initialization results in the modified iteration:
Spin and pin
A subtle technical problem afflicts some uses of orthogonal matrices. Not only are the group components with determinant +1 and −1 not connected to each other, even the +1 component, SO(n)Script error: No such module "Check for unknown parameters"., is not simply connected (except for SO(1), which is trivial). Thus it is sometimes advantageous, or even necessary, to work with a covering group of SO(n), the spin group, Spin(n)Script error: No such module "Check for unknown parameters".. Likewise, O(n)Script error: No such module "Check for unknown parameters". has covering groups, the pin groups, Pin(n). For n > 2Script error: No such module "Check for unknown parameters"., Spin(n)Script error: No such module "Check for unknown parameters". is simply connected and thus the universal covering group for SO(n)Script error: No such module "Check for unknown parameters".. By far the most famous example of a spin group is Spin(3)Script error: No such module "Check for unknown parameters"., which is nothing but SU(2)Script error: No such module "Check for unknown parameters"., or the group of unit quaternions.
The Pin and Spin groups are found within Clifford algebras, which themselves can be built from orthogonal matrices.
Rectangular matrices
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If Template:Mvar is not a square matrix, then the conditions QTQ = IScript error: No such module "Check for unknown parameters". and QQT = IScript error: No such module "Check for unknown parameters". are not equivalent. The condition QTQ = IScript error: No such module "Check for unknown parameters". says that the columns of Template:Mvar are orthonormal. This can only happen if Template:Mvar is an m × nScript error: No such module "Check for unknown parameters". matrix with n ≤ mScript error: No such module "Check for unknown parameters". (due to linear dependence). Similarly, QQT = IScript error: No such module "Check for unknown parameters". says that the rows of Template:Mvar are orthonormal, which requires n ≥ mScript error: No such module "Check for unknown parameters"..
There is no standard terminology for these matrices. They are variously called "semi-orthogonal matrices", "orthonormal matrices", "orthogonal matrices", and sometimes simply "matrices with orthonormal rows/columns".
For the case n ≤ mScript error: No such module "Check for unknown parameters"., matrices with orthonormal columns may be referred to as orthogonal k-frames and they are elements of the Stiefel manifold.
See also
Notes
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- ↑ "Paul's online math notes"Script error: No such module "Unsubst"., Paul Dawkins, Lamar University, 2008. Theorem 3(c)
- ↑ F. Gantmacher, Theory of matrices, vol. 1, Chelsea, 1959, p. 285.
- ↑ Serge Lang, Linear Algebra, 3rd ed., Springer, 1987, p. 230.
- ↑ "Finding the Nearest Orthonormal Matrix", Berthold K.P. Horn, MIT.
- ↑ "Newton's Method for the Matrix Square Root" Template:Webarchive, Nicholas J. Higham, Mathematics of Computation, Volume 46, Number 174, 1986.
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References
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