Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/ib/paper-2/14e/b/solution

Full column rank makes positive definite: for nonzero , . Let be its unique upper-triangular Cholesky decomposition with positive diagonal. Defining gives
Thus the skinny QR decomposition exists. If is another such decomposition, orthonormality gives . Cholesky uniqueness forces , and then . Therefore the skinny factorization with positive diagonal is unique. This is the thin QR factorization from Cholesky decomposition; no inverse of the rectangular is assumed.

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