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If A=QRis a QRfactorization, what is the relationship between ATA and RTR?

Short Answer

Expert verified

ATA=RTR

Step by step solution

01

QR factorization

Consider an n×mmatrix Mwith linearly independent column v⊥1,....,v⊥m.Then there exists an n×mmatrix Qwhose columns u11,....,u1mare orthonormal and an upper triangular matrix Rwith positive diagonal entries such that.

M=QR

To find the relation between ATAandRTRconsider.

Since, the column of the matrix Q is orthonormal and therefore it has QQT=l=QTQ. Thus, it is find as

AAA=QRTQR=RTQTQR=RTQTQR=RTIR=RTR

Hence, the relation between ATAand RTRis ATA=RTR.

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