modified Gram-Schmidt (reduced QR factorization). A is a m-by-n matrix(m>=n)

修正格拉姆-施密特正交化的matlab源程序-Modified Gram- Schmidt orthogonalization matlab source

Modified Gram-Schmidt (MGS)正交化法是利用已有正交基计算新的正交基。既能选择相关特征，又能排出已选特征对后续特征选择的影响。-Modified Gram-Schmidt (MGS)orthogonalization gives new orthogonal basis through original orthogonal basis. It can do the feature selection and eliminate the impact on choosin