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Consider an n x m matrix A with rank (A) = m. Is it always possible to write A as A = QL where Q is an n x m matrix with orthonormal columns and L is a lower triangular m x m matrix with positive diagonal entries? Explain.

Short Answer

Expert verified

Yes, it is always possible to writeA as QL.

Step by step solution

01

Determine 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

Represent the diagonal entries

Suppose there is an n x m matrix A, where the rank of matrix A is m.

Now, it is given that rank of A is m, so, A contains m linearly independent columns. This implies that for the column space of A, an orthonormal basis made by m columns of Q.

Now, the matrix A becomes A = QL, where the distinction of basis matrix is L and it is lower triangular matrix with positive diagonal matrix.

The representation is distinctive and the entries are given by:

l11=v⇶Ä1,ljj=v⇶Ä2forj=2,...,m,lij=u⇶Äi·v⇶Äjfori>j

So, the linearly independent columns of A are v⇶Ä1,v⇶Ä2,...,v⇶Ämand the orthonormal columns u⇶Ä1,u⇶Ä2,...,u⇶Äm are of Q.

Thus, we can always write A = QL.

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