Accumulated QR factorization identity Created 2026-09-24 Updated 2026-09-24
LetThenThus is a QR decomposition of the matrix power . In particular, the first columns of span the same subspace as the first columns of whenever those columns are independent.
For a full-column-rank matrix , extend the thin QR decomposition to an orthogonal matrix . Thenso maps the column space of onto the first coordinate directions. Successive Householder transformations construct the same reduction without first forming a full orthogonal basis.
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Each plane rotation satisfies . Hence is an orthogonal matrix and is an upper triangular matrix. Multiplication by gives the QR decompositionThe zero-pair cases already handled make this construction valid for every real matrix, including rank-deficient matrices. Orthogonality follows from the product identity, not from any invertibility assumption on .
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For a full-column-rank matrix, a thin QR decomposition has , where and is nonsingular upper triangular. Extend to an orthogonal matrix . Orthogonality givesThus the unique least-squares solution satisfies , with residual norm . In a rank-deficient problem is singular and uniqueness needs separate treatment.
A Givens rotation is the identity except for the rows/columns , whose block is with . Its transpose times itself has that block equal to the identity, so it is orthogonal. Choose in rows two and three. ThenBack substitution in the first three rows givesThe fourth row of the rotated residual is the unavoidable value , while the other three rows vanish. Thus this rotation also directly exhibits the least-squares optimality.
Past exam of the mathematics course of the University of Cambridge 2016 ib Paper 2 19D b Solution Created 2026-09-24 Updated 2026-10-06
A QR decomposition of an matrix, , is , where is an orthogonal matrix and is and upper trapezoidal: for . In particular its bottom rows vanish.
Successive left Givens rotations annihilate the entries below the diagonal, column by column. When working on column , rotate rows and ; their earlier columns are already zero, so the earlier eliminations persist. If , thenA product of orthogonal matrices is orthogonal. The construction remains valid for a rank-deficient matrix, although uniqueness is not asserted. This is QR decomposition by Givens rotations.
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First rotate rows with , . The second column pair becomes and the corresponding third column pair becomes . Next rotate rows with , , sending the third column pair to . Thus and . One exact QR decomposition isThe construction proves , and direct multiplication checks .
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The linear least-squares problem is to minimize over , allowing an overdetermined system to have a nonzero residual. For a full QR decomposition, is orthogonal and is with an upper-triangular top block. Orthogonal transformations preserve the Euclidean norm, soIf has full column rank, the top triangular block is nonsingular; setting its residual to zero gives the unique minimizer, while the remaining residual is independent of . Without full column rank, minimizers still exist but need not be unique.
For the specified matrix, one Householder reflection already produces an upper-triangular matrix. Take , the difference between the first column and , and setThe formula gives , . Direct multiplication yields the Householder QR decompositionAll subdiagonal entries in the remaining columns are already zero, so no further reflection is needed. For the supplied right-hand side, . Back substitution gives , , , henceThe residual is orthogonal to every column of , independently confirming the normal equations .
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Let . Since the two columns are linearly independent, the leading block inis invertible. Hence . The hypothesis that is an invariant subspace of implies that this coordinate plane is invariant under . Consequently the first two columns of have no entries below row two, andwhere is the top-left block and is the bottom-right block. Eigenvalue deflation by an invariant subspace now givessoagain counting algebraic multiplicities.
For the required orthogonal reduction, take a thin QR decomposition , extend the two orthonormal columns of to an orthogonal matrix , and set . ThenEquivalently, apply one Householder transformation to annihilate entries of , followed by a second Householder transformation acting only on coordinates to annihilate entries of the transformed .
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The linear least-squares problem is to choose minimizing the Euclidean norm of the residual:For a QR decomposition , orthogonality of gives . If has full column rank and is in standard form with invertible upper-triangular , the minimizer solves .
Applying the Gram-Schmidt process to the columns of the given matrix yieldsIndeed, is an orthogonal matrix and . Moreover,Back substitution in the leading triangular system givesso the unique least-squares solution isThe unused final transformed residual component is , so the minimum residual norm is .
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Each QR decomposition givesInduction therefore yields the first Accumulated QR factorization identity:
We next prove the corresponding factorization of a matrix power. The case is just . Ifthen the similarity formula above impliesConsequently,The product is orthogonal, and the product is upper triangular. Henceis a QR decomposition.
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Let the columns of be . The Gram-Schmidt process givesNext,soFor the final column,andThus and . The reduced QR decomposition isThe columns of are orthonormal, and direct multiplication gives .