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Home > Matrix & Vector calculators > QR Decomposition (Householder Method) example
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14. QR Decomposition (Householder Method) example
( Enter your problem )
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- 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]]`
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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
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4. Example `[[1,2,4],[0,0,5],[0,3,6]]`
Find QR Decomposition (Householder Method) ... `[[1,2,4],[0,0,5],[0,3,6]]`
Solution:
Here `A` | = | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
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`A_1` | = | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
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`||a_1||=sqrt(1^2+0^2+0^2)=sqrt(1)=1`
`v_1=a_1+sign(a_(11))||a_1||e_1` | = | | + | 1 | `xx` | | = | |
`H_1=I-2*(v_1*v_1^T)/(v_1^T*v_1)` | = | | `-` | `2/4` | `*` | | `*` | | = | | `-1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `1` | |
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`H_1 * A_1` | = | | `-1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `1` | |
| `xx` | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
| = | | `-1` | `-2` | `-4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
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Now removing 1st row and 1st column, we get
`||a_2||=sqrt(0^2+3^2)=sqrt(9)=3`
`v_2=a_2+sign(a_(11))||a_2||e_1` | = | | + | 3 | `xx` | | = | |
`H_2=I-2*(v_2*v_2^T)/(v_2^T*v_2)` | = | | `-` | `2/18` | `*` | | `*` | | = | |
Now removing 1st row and 1st column, we get
`||a_3||=sqrt((-5)^2)=sqrt(25)=5`
`v_3=a_3+sign(a_(11))||a_3||e_1` | = | | - | 5 | `xx` | | = | |
`H_3=I-2*(v_3*v_3^T)/(v_3^T*v_3)` | = | | `-` | `2/100` | `*` | | `*` | | = | |
Since, `H_3H_2H_1A=R`
`H_3H_2H_1A=` | | `1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `-1` | |
| `xx` | | `1` | `0` | `0` | | | `0` | `0` | `-1` | | | `0` | `-1` | `0` | |
| `xx` | | `-1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `1` | |
| `xx` | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
| = | | `-1` | `-2` | `-4` | | | `0` | `-3` | `-6` | | | `0` | `0` | `5` | |
| = R |
Also `A=H_1H_2H_3R` and `A=QR`, `:.Q=H_1H_2H_3`
`Q=H_1H_2H_3`= | | `-1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `1` | |
| `xx` | | `1` | `0` | `0` | | | `0` | `0` | `-1` | | | `0` | `-1` | `0` | |
| `xx` | | `1` | `0` | `0` | | | `0` | `1` | `0` | | | `0` | `0` | `-1` | |
| = | | `-1` | `0` | `0` | | | `0` | `0` | `1` | | | `0` | `-1` | `0` | |
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checking `Q xx R = A?`
`Q xx R` | = | | `-1` | `0` | `0` | | | `0` | `0` | `1` | | | `0` | `-1` | `0` | |
| `xx` | | `-1` | `-2` | `-4` | | | `0` | `-3` | `-6` | | | `0` | `0` | `5` | |
| = | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
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and `A` | = | | `1` | `2` | `4` | | | `0` | `0` | `5` | | | `0` | `3` | `6` | |
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This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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