Find QR Decomposition (Householder Method) ...
[1-42322]Solution:||a1||=√12+22+22=√9=3v1=a1+sign(a11)||a1||e1 | = | | + | 3 | × | | = | |
H1=I-2⋅v1⋅vT1vT1⋅v1 | = | | - | 224 | ⋅ | | ⋅ | | = | | -13 | -23 | -23 | | | -23 | 23 | -13 | | | -23 | -13 | 23 | |
|
H1⋅A1 | = | | -13 | -23 | -23 | | | -23 | 23 | -13 | | | -23 | -13 | 23 | |
| × | | = | |
Now removing 1st row and 1st column, we get
||a2||=√42+32=√25=5v2=a2+sign(a11)||a2||e1 | = | | + | 5 | × | | = | |
H2=I-2⋅v2⋅vT2vT2⋅v2 | = | | - | 290 | ⋅ | | ⋅ | | = | |
Since,
H2H1A=RH2H1A= | | × | | -13 | -23 | -23 | | | -23 | 23 | -13 | | | -23 | -13 | 23 | |
| × | | = | | = R |
Also
A=H1H2R and
A=QR,
∴Q=H1H2Q=H_1H_2= | | -1/3 | -2/3 | -2/3 | | | -2/3 | 2/3 | -1/3 | | | -2/3 | -1/3 | 2/3 | |
| xx | | = | | -1/3 | 14/15 | -2/15 | | | -2/3 | -1/3 | -2/3 | | | -2/3 | -2/15 | 11/15 | |
|
checking
Q xx R = A?Q xx R | = | | -1/3 | 14/15 | -2/15 | | | -2/3 | -1/3 | -2/3 | | | -2/3 | -2/15 | 11/15 | |
| xx | | = | |
This material is intended as a summary. Use your textbook for detail explanation.
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