|
|
Home > Matrix & Vector calculators > QR Decomposition (Householder Method) example
|
|
14. QR Decomposition (Householder Method) example
( Enter your problem )
|
- Example `[[1,-1,4],[1,4,-2],[1,4,2],[1,-1,0]]`
- Example `[[2,-2,18],[2,1,0],[1,2,0]]`
- Example `[[1,-4],[2,3],[2,2]]`
- Example `[[1,2,4],[0,0,5],[0,3,6]]`
|
Other related methods
- Transforming matrix to Row Echelon Form
- Transforming matrix to Reduced Row Echelon Form
- Rank of matrix
- Characteristic polynomial of matrix
- Eigenvalues
- Eigenvectors (Eigenspace)
- Triangular Matrix
- LU decomposition using Gauss Elimination method of matrix
- LU decomposition using Doolittle's method of matrix
- LU decomposition using Crout's method of matrix
- Diagonal Matrix
- Cholesky Decomposition
- QR Decomposition (Gram Schmidt Method)
- QR Decomposition (Householder Method)
- LQ Decomposition
- Pivots
- Singular Value Decomposition (SVD)
- Moore-Penrose Pseudoinverse
- Power Method for dominant eigenvalue
- determinants using Sarrus Rule
- determinants using properties of determinants
- Row Space
- Column Space
- Null Space
|
|
2. Example `[[2,-2,18],[2,1,0],[1,2,0]]` (Previous example) | 4. Example `[[1,2,4],[0,0,5],[0,3,6]]` (Next example) |
3. Example `[[1,-4],[2,3],[2,2]]`
Find QR Decomposition (Householder Method) ... `[[1,-4],[2,3],[2,2]]`
Solution:
`||a_1||=sqrt(1^2+2^2+2^2)=sqrt(9)=3`
`v_1=a_1+sign(a_(11))||a_1||e_1` | = | | + | 3 | `xx` | | = | |
`H_1=I-2*(v_1*v_1^T)/(v_1^T*v_1)` | = | | `-` | `2/24` | `*` | | `*` | | = | | `-1/3` | `-2/3` | `-2/3` | | | `-2/3` | `2/3` | `-1/3` | | | `-2/3` | `-1/3` | `2/3` | |
|
`H_1 * A_1` | = | | `-1/3` | `-2/3` | `-2/3` | | | `-2/3` | `2/3` | `-1/3` | | | `-2/3` | `-1/3` | `2/3` | |
| `xx` | | = | |
Now removing 1st row and 1st column, we get
`||a_2||=sqrt(4^2+3^2)=sqrt(25)=5`
`v_2=a_2+sign(a_(11))||a_2||e_1` | = | | + | 5 | `xx` | | = | |
`H_2=I-2*(v_2*v_2^T)/(v_2^T*v_2)` | = | | `-` | `2/90` | `*` | | `*` | | = | |
Since, `H_2H_1A=R`
`H_2H_1A=` | | `1` | `0` | `0` | | | `0` | `-4/5` | `-3/5` | | | `0` | `-3/5` | `4/5` | |
| `xx` | | `-1/3` | `-2/3` | `-2/3` | | | `-2/3` | `2/3` | `-1/3` | | | `-2/3` | `-1/3` | `2/3` | |
| `xx` | | = | | = R |
Also `A=H_1H_2R` and `A=QR`, `:.Q=H_1H_2`
`Q=H_1H_2`= | | `-1/3` | `-2/3` | `-2/3` | | | `-2/3` | `2/3` | `-1/3` | | | `-2/3` | `-1/3` | `2/3` | |
| `xx` | | `1` | `0` | `0` | | | `0` | `-4/5` | `-3/5` | | | `0` | `-3/5` | `4/5` | |
| = | | `-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. Any bug, improvement, feedback then
2. Example `[[2,-2,18],[2,1,0],[1,2,0]]` (Previous example) | 4. Example `[[1,2,4],[0,0,5],[0,3,6]]` (Next example) |
|
|
|
|
Share this solution or page with your friends.
|
|
|
|