I think QR performs better on square matrices:
A=rand(500,500);
t=time;[Q,R]=qr(A);time-t
ans = 0.18440
t=time;O=grsm(A);time-t
ans = 0.60662
A=rand(500,10);
t=time;[Q,R]=qr(A);time-t
ans = 0.020872
t=time;O=grsm(A);time-t
ans = 0.0041921
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03 Feb 2010
Gram-Schmidt
Gram-Schmidt algorithm to orthonormalize a set of vectors.
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