allclose(a, np.dot(Q, R)) # a does equal QR True >>> R2 = np.linalg.qr(a, mode='r') >>> np.allclose(R, R2) # mode='r' returns the same R as mode='full' True >>> a = np.random.normal(size=(3, 2, 2)) # Stack of 2 x 2 matrices as input >>> Q, R = np.linalg.qr(a) >>> Q.shape (3, 2, 2) >>> R.shape (3, 2, 2) >>> np.allclose(a, np.matmul(Q, R)) True Example illustrating a common use of `qr`: solving of least squares problems What are the least-squares-best `m` and `y0` in ``y = y0 + mx`` for the following data: {(0,1), (1,0), (1,2), (2,1)}. (Graph the points and you'll see that it should be y0 = 0, m = 1.) The answer is provided by solving the over-determined matrix equation ``Ax = b``, where:: A = array([[0, 1], [1, 1], [1, 1], [2, 1]]) x = array([[y0], [m]]) b = array([[1], [0], [2], [1]]) If A = QR such that Q is orthonormal (which is always possible via Gram-Schmidt), then ``x = inv(R) * (Q.T) * b``. (In numpy practice, however, we simply use `lstsq`.) >>> A = np.array([[0, 1], [1, 1], [1, 1], [2, 1]]) >>> A array([[0, 1], [1, 1], [1, 1], [2, 1]]) >>> b = np.array([1, 2, 2, 3]) >>> Q, R = np.linalg.qr(A) >>> p = np.dot(Q.T, b) >>> np.dot(np.linalg.inv(R), p) array([ 1., 1.]) )