Using QR decomposition to find a nontrivial solution to Ax=0

In summary, QR decomposition is a matrix decomposition method used in linear algebra to solve systems of equations. It breaks down a matrix into an orthogonal matrix and an upper triangular matrix, making it useful for working with large or ill-conditioned matrices. By decomposing the matrix, we can easily find nontrivial solutions to equations and it can be used for any type of matrix, although it is most commonly used for symmetric and positive definite matrices.
  • #1
Random Variable
116
0

Homework Statement



Supposedly the process to solve Ax=0 is to solve Transpose(R).Ry=z (where z is a random vector) and then x=y/(norm-2 of y).


Homework Equations





The Attempt at a Solution



Ay=b for some random vector b

Transpose(A).Ay= Transpose(A).b

Transpose(QR).QRy=Transpose(A).b

Transpose(R).Transpose(Q).QRy = z where z is Transpose(A).b

Transpose(R).Ry=z since Q is orthogonal

Then x (the solution to the homogeneous system) is y/(norm-2 y)? But why?
 
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it is important to approach problems with a critical and analytical mindset. While the provided solution may work in some cases, it is important to understand the reasoning behind it and not simply accept it as the correct method without further investigation.

Firstly, it is important to clarify that the given solution assumes that A is a square matrix with full rank (i.e. it has linearly independent columns). In this case, the solution to Ax=0 is indeed given by x=y/(norm-2 of y).

To understand why this is the case, let's break down the steps in the solution provided. The first step is to convert the original problem, Ax=0, into the equivalent problem, Ay=b, where b is a random vector. This is achieved by multiplying both sides of the equation by A transpose, as shown in the second line of the solution.

Then, the next step is to use the QR decomposition of A to rewrite the equation as Transpose(QR).QRy=Transpose(A).b. This step utilizes the fact that the transpose of an orthogonal matrix (Q) is also orthogonal, and the transpose of a triangular matrix (R) is also triangular.

The third step involves simplifying the equation by multiplying both sides by the transpose of Q, which is still orthogonal. This results in Transpose(R).Ry=z, where z is a new random vector (Transpose(A).b).

Finally, since R is an upper triangular matrix, the solution to this system can be easily obtained by back substitution. This results in y/(norm-2 of y) as the solution to the original problem, Ax=0.

In summary, the given solution utilizes the properties of orthogonal and triangular matrices to simplify the original problem and obtain the solution. However, it is important to note that this solution may not work for all cases, especially when A is not square or does not have full rank. it is important to always question and understand the methods and assumptions used in solving a problem.
 

1. What is QR decomposition?

QR decomposition is a matrix decomposition method that breaks down a matrix A into the product of an orthogonal matrix Q and an upper triangular matrix R. It is commonly used in linear algebra to solve systems of equations and is particularly useful when working with large matrices.

2. How does QR decomposition help find a nontrivial solution to Ax=0?

By decomposing the matrix A into Q and R, we can rewrite the equation Ax=0 as QRx=0. This can then be further simplified to Rx=Q-10, which is equivalent to Rx=0. Since R is an upper triangular matrix, we can easily solve for x by setting the bottom row of R to 0 and working backwards to find the values for x.

3. What is a nontrivial solution?

A nontrivial solution to Ax=0 is any solution that is not simply a vector of zeros. In other words, it is a solution where at least one of the variables in the equation has a non-zero value. This is important because it allows us to find solutions to systems of equations that would otherwise have no solutions.

4. When is QR decomposition most useful for finding nontrivial solutions?

QR decomposition is most useful when working with large matrices that are difficult to solve using traditional methods. It is also helpful when the matrix A is ill-conditioned, meaning it has very small or very large values that can cause numerical errors. QR decomposition helps to reduce these errors and make the solution process more accurate.

5. Can QR decomposition be used to find nontrivial solutions for any type of matrix?

Yes, QR decomposition can be used for any type of matrix as long as it is square and full rank. However, it is most commonly used for symmetric and positive definite matrices, as well as for matrices with large or complex numbers. For other types of matrices, there may be more efficient methods for finding nontrivial solutions.

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