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a.Consider the matrix product Q1=Q2S, where both Q1and Q2 are n×mmatrices with orthonormal columns. Show that Sis an orthogonal matrix. Hint: Computelocalid="1659499054761" Q1T=Q1=(Q2S)TQ2S. Note that

Q1T=Q=Q2T=Q2=Im

b.Show that the QRfactorization of an n×mmatrix Mis unique. Hint: IfQ1R1=Q2R2, thenQ1=Q2R2R1-1 . Now use part (a) and Exercise 50a.

Short Answer

Expert verified
  1. Matrix S is orthogonal.
  2. QR factorization of any matrix is unique.

Step by step solution

01

S is orthogonal.

(a)

Observe the following terms

Q1=Q2S⇒S=Q2TQ1

In order to show that S is orthogonal, we need to show that STS=lm.Consider

STS=Q2TQ1TQ2TQ1=Q1TQ2TTQ2TQ1=Q1TQ2Q2TQ1=Q1InQ1=Im

Thus, S is orthogonal.

02

Consider for part (b).

b)

Let M an n× mmatrix and let M=Q1R1=Q2R be QR factorization of M.

Also, recall that the diagonals entries of the matricesR1andR2are strictly positive. Now, it is written as,

Q1R1=Q2R2=Q1=Q2R2-1

From part of this series, R1R1-1is an orthogonal matrix. So, it is found as,

R2R1-1=I⇒R1=R2

And it gives Q1=Q2.

Hence,

  1. Matrix S is orthogonal matrix.
  2. QR factorization of any matrix is unique.

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