LQ decomposition 2026-10-31
An LQ decomposition factors a real matrix into a lower trapezoidal matrix and an orthogonal matrix . Transposing a QR decomposition of proves existence. Equivalently, right Householder transformations clear the part of each row beyond its diagonal while preserving earlier zeros. This factorization is useful for underdetermined systems, complementing the role of QR decomposition in overdetermined systems.
If , choose , with for this choice, and put . This nonzero vector satisfies
Thus the Householder matrix gives . Symmetry gives . If , any Householder matrix works with .
For an LQ decomposition, process rows . At step , postmultiply by an orthogonal block matrix that zeros entries to the right of the diagonal in the current row. If its row tail is already suitable, use the identity. Earlier processed rows have zero entries throughout this trailing block, so their zeros are preserved. Consequently has for . Setting gives . The argument handles both rectangular shapes; is lower trapezoidal when it is not square.