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Consider an invertible upper triangular n x n, matrix A. What does the QR factorization of A look like?

Short Answer

Expert verified

If aii>0, then we haveqii=1 and for anyj=1,2,...,n we have rij=aij. If aii<0, then we haveqii=-1 and for anyj=1,2,...,n we have rij=-aij.

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 Q is an orthonormal matrix and R is an upper triangular matrix.

02

Describe how QR factorization looks like

Let A be an invertible n x n upper triangular matrix.

Suppose, A=a11a12a13……0a22a23……00a33……⋮⋮⋱⋯⋯00⋯⋯ann

Here, A is an invertible matrix, so, aii≠0.

Now, for first case all the diagonal entry of the matrix A are positive, aii>0, then the matrix Q is the identity matrix such that Q=a110⋯00a22⋮0⋮⋮a33⋮00…a33and the upper triangular matrix R will be R = A.

In the second case, let the diagonal entries of the matrix is less than zero, aii < 0, then the matrix Q will have entries qii=-1and the upper triangular matrix R has matrix rij=-aij.

Thus, if aii>0, then we haveqii=1 and for anyj=1,2,...,n we have rij=aij. If aii<0, then we haveqii=-1 and for anyj=1,2,...,n we have rij=-aij.

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