How statement and proof provenance work
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Full, reduced, and column-pivoted computational QR factorisations
Definition
Let with or and .
A full QR factorisation of is a factorisation
where is orthogonal or unitary and is upper trapezoidal. A reduced QR factorisation is a factorisationwhere has orthonormal columns () and is upper triangular. A column-pivoted QR factorisation is a factorisation
where is a permutation matrix acting on columns, has orthonormal columns, and is upper trapezoidal or upper triangular according to whether the full or reduced form is used. Computationally, one obtains these factorisations by successive Householder reflectors or Givens transformations that zero entries below the diagonal, with the pivoted version choosing the next column after a permutation.
Depends on
- Every invertible real or complex square matrix has a unique factorisation $A=QR$ with $Q$ orthogonal or unitary and $R$ upper triangular with positive real diagonal
- Permutation matrices, partial pivoting, and the pivot-growth factor
- Householder reflectors in real or complex inner-product spaces
- Real Givens rotations and complex Givens transformations
Used by
- Exact column-pivoted QR of a real or complex rank-r matrix has an invertible leading triangular block and zero trailing block Theorem
- Reduced QR over the reals solves full-column-rank least squares without squaring the condition number Theorem
- Successive Householder or Givens transformations produce full and reduced QR factorisations with the standard dense operation counts Theorem
Dependency tree · two levels
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Sources
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation, Sections 3.3 and 3.4 (standard reference, not scraped)
- David Bindel, CS 4220: Numerical Analysis, Least squares and QR (standard reference, not scraped)