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Consider an invertible n x n matrix A whose columns are orthogonal, but not necessarily orthonormal. What does the QR factorization of A look like?

Short Answer

Expert verified

The matrixQ=v⇶Ä1v⇶Ä1....v⇶Änv⇶Än and R=v⇶Ä1…0⋮⋱⋮0…v⇶Än.

Step by step solution

01

QR factorization of matrix

In QR factorization of a matrix A, the matrix is decomposed into a product A = QR, where is an orthonormal matrix and R is an upper triangular matrix.

02

Describe how QR factorization looks like

Let the matrix A has the columns v⇶Ä1,v⇶Ä2,v⇶Ä3,...,v⇶Än,, where the columns are linearly independent.

Then an orthogonal matrix Q, in the factorization of QR is given below:

role="math" localid="1660308888953" Q=v⇶Ä1v⇶Ä1....v⇶Änv⇶Än

The upper triangular matrix R in the QR factorization is given by:

role="math" localid="1660308922734" R=v⇶Ä1…0⋮⋱⋮0…v⇶Än

Thus, the QR factorization of columns A looks like role="math" localid="1660308963377" QR=v⇶Ä1v⇶Ä1....v⇶Änv⇶Änv⇶Ä1…0⋮⋱⋮0…v⇶Än.

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