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Find a \(QR\) factorization of the matrix in Exercise 11.

Short Answer

Expert verified

The factorization of the matrix is,\(A = \left( {\begin{aligned}{{}{r}}{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{{ - 1}}{{\sqrt 5 }}}&0&0\\{\frac{{ - 1}}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{{ - 1}}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{{ - 1}}{2}}\end{aligned}} \right)\left( {\begin{aligned}{{}{}}{\sqrt 5 }&{ - \sqrt 5 }&{4\sqrt 5 }\\0&6&{ - 2}\\0&0&4\end{aligned}} \right)\).

Step by step solution

01

\(QR\) factorization of a Matrix

A matrix with order \(m \times n\) can be written as the multiplication of an upper triangularmatrix \(R\) and a matrix \(Q\) which is formed by applying Gram–Schmidt orthogonalizationprocess to the \({\rm{col}}\left( A \right)\).

The matrix \(R\) can be found by the formula \({Q^T}A = R\).

02

Finding the matrix \(R\)

From exercise 11 we have,

\(A = \left( {\begin{aligned}{{}{r}}1&2&5\\{ - 1}&1&{ - 4}\\{ - 1}&4&{ - 3}\\1&{ - 4}&7\\1&2&1\end{aligned}} \right)\)

Again, with help of exercise 11 where we have calculated the orthogonal basisfor columnsof \(A\) we have,

\(\left\{ {\left( {\begin{aligned}{{}{r}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}2\\0\\2\\2\\{ - 2}\end{aligned}} \right)} \right\}\)

Now normalizing them we get

\(\begin{aligned}{}\left\{ {\frac{{{v_1}}}{{\left\| {{v_1}} \right\|}},\frac{{{v_2}}}{{\left\| {{v_2}} \right\|}},\frac{{{v_3}}}{{\left\| {{v_3}} \right\|}}} \right\} & = \left\{ {\frac{{\left( {\begin{aligned}{{}{r}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)}}{{\sqrt 5 }},\frac{{\left( {\begin{aligned}{{}{r}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right)}}{{\sqrt {4 \cdot 9} }},\frac{{\left( {\begin{aligned}{{}{r}}2\\0\\2\\2\\{ - 2}\end{aligned}} \right)}}{{\sqrt {16} }}} \right\}\\\left\{ {\frac{{{v_1}}}{{\left\| {{v_1}} \right\|}},\frac{{{v_2}}}{{\left\| {{v_2}} \right\|}},\frac{{{v_3}}}{{\left\| {{v_3}} \right\|}}} \right\} & = \left\{ {\left( {\begin{aligned}{{}{r}}{\frac{1}{{\sqrt 5 }}}\\{\frac{{ - 1}}{{\sqrt 5 }}}\\{\frac{{ - 1}}{{\sqrt 5 }}}\\{\frac{1}{{\sqrt 5 }}}\\{\frac{1}{{\sqrt 5 }}}\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}{\frac{1}{2}}\\0\\{\frac{1}{2}}\\{ - \frac{1}{2}}\\{\frac{1}{2}}\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}{\frac{1}{2}}\\0\\{\frac{1}{2}}\\{\frac{1}{2}}\\{ - \frac{1}{2}}\end{aligned}} \right)} \right\}\end{aligned}\)

Hence, the matrix \(Q\) will be:

\(Q = \left( {\begin{aligned}{{}{r}}{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{{ - 1}}{{\sqrt 5 }}}&0&0\\{\frac{{ - 1}}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{{ - 1}}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{{ - 1}}{2}}\end{aligned}} \right)\)

Now, calculate \({Q^T}A = R\) by using \(A\) and \(Q\).

\(\begin{aligned}{}R & = {Q^T}A\\ & = \left( {\begin{aligned}{{}{r}}{\frac{1}{{\sqrt 5 }}}&{\frac{1}{{\sqrt 5 }}}&{\frac{1}{{\sqrt 5 }}}&{\frac{1}{{\sqrt 5 }}}&{\frac{1}{{\sqrt 5 }}}\\{\frac{1}{2}}&0&{\frac{1}{2}}&{\frac{{ - 1}}{2}}&{\frac{1}{2}}\\{\frac{1}{2}}&0&{\frac{1}{2}}&{\frac{1}{2}}&{\frac{{ - 1}}{2}}\end{aligned}} \right)\left( {\begin{aligned}{{}{r}}1&2&5\\{ - 1}&1&{ - 4}\\{ - 1}&4&{ - 3}\\1&{ - 4}&7\\1&2&1\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{r}}{\sqrt 5 }&{ - \sqrt 5 }&{4\sqrt 5 }\\0&6&{ - 2}\\0&0&4\end{aligned}} \right)\end{aligned}\)

Hence, the required factorization is,\(A = \left( {\begin{aligned}{{}{r}}{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{{ - 1}}{{\sqrt 5 }}}&0&0\\{\frac{{ - 1}}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{{ - 1}}{2}}&{\frac{1}{2}}\\{\frac{1}{{\sqrt 5 }}}&{\frac{1}{2}}&{\frac{{ - 1}}{2}}\end{aligned}} \right)\left( {\begin{aligned}{{}{}}{\sqrt 5 }&{ - \sqrt 5 }&{4\sqrt 5 }\\0&6&{ - 2}\\0&0&4\end{aligned}} \right)\).

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Most popular questions from this chapter

In Exercises 5 and 6, describe all least squares solutions of the equation \(A{\bf{x}} = {\bf{b}}\).

5. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{\bf{1}}&{\bf{0}}\\{\bf{1}}&{\bf{1}}&{\bf{0}}\\{\bf{1}}&{\bf{0}}&{\bf{1}}\\{\bf{1}}&{\bf{0}}&{\bf{1}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{1}}\\{\bf{3}}\\{\bf{8}}\\{\bf{2}}\end{aligned}} \right)\)

In Exercises 1-6, the given set is a basis for a subspace W. Use the Gram-Schmidt process to produce an orthogonal basis for W.

5. \(\left( {\begin{aligned}{{}{}}1\\{ - 4}\\0\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{}}7\\{ - 7}\\{ - 4}\\1\end{aligned}} \right)\)

In Exercises 1-4, find a least-sqaures solution of \(A{\bf{x}} = {\bf{b}}\) by (a) constructing a normal equations for \({\bf{\hat x}}\) and (b) solving for \({\bf{\hat x}}\).

1. \(A = \left[ {\begin{aligned}{{}{}}{ - {\bf{1}}}&{\bf{2}}\\{\bf{2}}&{ - {\bf{3}}}\\{ - {\bf{1}}}&{\bf{3}}\end{aligned}} \right]\), \({\bf{b}} = \left[ {\begin{aligned}{{}{}}{\bf{4}}\\{\bf{1}}\\{\bf{2}}\end{aligned}} \right]\)

Find an orthonormal basis of the subspace spanned by the vectors in Exercise 3.

Let \(\overline x = \frac{1}{n}\left( {{x_1} + \cdots + {x_n}} \right)\), and \(\overline y = \frac{1}{n}\left( {{y_1} + \cdots + {y_n}} \right)\). Show that the least-squares line for the data \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\) must pass through \(\left( {\overline x ,\overline y } \right)\). That is, show that \(\overline x \) and \(\overline y \) satisfies the linear equation \(\overline y = {\hat \beta _0} + {\hat \beta _1}\overline x \). (Hint: Derive this equation from the vector equation \({\bf{y}} = X{\bf{\hat \beta }} + \in \). Denote the first column of \(X\) by 1. Use the fact that the residual vector \( \in \) is orthogonal to the column space of \(X\) and hence is orthogonal to 1.)

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