continuate.qr

continuate.qr.mgs(vectors, eps=1e-09)

modified Gram-Schmit algorithm

Parameters:vectors : iterator of np.arrays

Examples

>>> from numpy.random import random
>>> vecs = [random(5) for _ in range(10)]
>>> qr = [np.dot(Q, r) for Q, r in mgs(vecs)]
>>> np.testing.assert_allclose(qr, vecs)