Question
Prove that the $Q R$ factorization of a matrix is unique if all the diagonal entries of $R$ are assumed to be positive.
Step 1
e., $Q^TQ = I$) and $R$ is an upper triangular matrix. The goal is to show that this factorization is unique under the condition that all diagonal entries of $R$ are positive. Show more…
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a. Consider the matrix product $Q_{1}=Q_{2} S$, where both $Q_{1}$ and $Q_{2}$ are $n \times m$ matrices with orthonormal columns. Show that $S$ is an orthogonal matrix. Hint: Compute $Q_{1}^{T} Q_{1}=\left(Q_{2} S\right)^{T} Q_{2} S$. Note that $Q_{1}^{T} Q_{1}=Q_{2}^{T} Q_{2}=I_{m}$ b. Show that the $Q R$ factorization of an $n \times m$ matrix $M$ is unique. Hint: If $M=Q_{1} R_{1}=Q_{2} R_{2}$ then $Q_{1}=Q_{2} R_{2} R_{1}^{-1}$. Now use part (a) and Exercise 50a.
Orthogonality and Least Squares
Orthogonal Transformations and Orthogonal Matrices
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