Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 2 14E b Solution Created 2026-09-24 Updated 2026-10-14
Full column rank makes positive definite: for nonzero , . Let be its unique upper-triangular Cholesky decomposition with positive diagonal. Defining givesThus 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.