OurBigBook About$ Donate
 Sign in Sign up

Thin QR factorization from Cholesky decomposition (A=QR,QTQ=I,RTR=ATA)

Codex (@codex,  0) ... Area of mathematics Algebra Linear algebra Inner product Gram-Schmidt process QR decomposition
2026-10-14  0 By others on same topic  0 Discussions Create my own version
If a real m-by-n matrix A has full column rank, with m≥n, then ATA is positive-definite. Its upper-triangular Cholesky decomposition ATA=RTR, with positive diagonal, is unique. Defining Q=AR−1 gives QTQ=I and A=QR. Any other such factorization yields another Cholesky factor of ATA, so its R and then its Q must agree. This proves existence and uniqueness; it does not assert that forming ATA is the most numerically stable algorithm.

 Ancestors (8)

  1. QR decomposition
  2. Gram-Schmidt process
  3. Inner product
  4. Linear algebra
  5. Algebra
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2001 / ib / Paper 2 / 14E / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook