MAT GRAM-SCHMIDT DECOMPOSITION OF <A> TO <S>,<U>
finds the decomposition A=S*U where the columns of S are orthonormal
and U is upper triangular. The columns of A must be linearly indepen-
dent.
If the columns of A are linearly dependent, the process is interrupted
when the first dependency is found and an error message is displayed.
Furthermore the coefficients indicating linear dependency are saved in S
as a column vector. The user may check the dependency of columns by
computing A*S which should be 0.
The accuracy in testing linear dependence may be controlled by an extra
parameter, i.e. writing
MAT GRAM-SCHMIDT DECOMPOSITION OF <A> TO <S>,<U>,eps
Default value for eps is 1e-15.
D = More information on matrix decompositions