QR Factorization

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Homework Statement


Consider an invertible n x n matrix A. Can you write A as A=LQ, where L is a lower triangular matrix and Q is orthogonal? Hint: Consider the QR factorization of #A^T#.


Homework Equations


For QR factorization, Q is orthogonal and R is upper triangular.

The Attempt at a Solution


If we consider the hint, then we can write:
##A^T=S*U## where S is orthogonal matrix and U is some upper triangular matrix.
##(A^T)^T=U^T*S^T##; transpose of upper triangular matrix U is some lower triangular matrix L
##A=L*S^T##

Here is where I get lost. I don't know how to show that S^T=Q. Could someone please give me a hint?
 
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Answers and Replies

  • #2
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Homework Statement


Consider an invertible n x n matrix A. Can you write A as A=LQ, where L is a lower triangular matrix and Q is orthogonal? Hint: Consider the QR factorization of #A^T#.


Homework Equations


For QR factorization, Q is orthogonal and R is upper triangular.

The Attempt at a Solution


If we consider the hint, then we can write:
#A^T+=S*U# where S is orthogonal matrix and U is some upper triangular matrix.
#(A^T)^T=U^T*S^T#; transpose of upper triangular matrix U is some lower triangular matrix L
#A=L*S^T#

Here is where I get lost. I don't know how to show that S^T=Q. Could someone please give me a hint?
Your # symbols are cluttering up your work, making it harder to read than it should be. If you trying to use LaTeX, use two # at the beginning and two more at the end.

Regarding your question, S is orthogonal, right. What about its transpose, ST? Isn't that orthogonal as well?
 
  • #3
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Your # symbols are cluttering up your work, making it harder to read than it should be. If you trying to use LaTeX, use two # at the beginning and two more at the end.

Regarding your question, S is orthogonal, right. What about its transpose, ST? Isn't that orthogonal as well?
Ah yes! I think I overthought this problem.
 

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