Alphabeta Math
TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedprecheck passaudited 2026-08-30
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Exact column-pivoted QR of a real or complex rank-r matrix has an invertible leading triangular block and zero trailing block

Statement

Let F=R or C, let AMm×n(F) have rank r, and let

AΠ=QR be an exact column-pivoted QR factorisation in which, at each step, the next column is chosen with maximal residual 2-norm among the remaining columns. Then R=(R11R1200),

where R11Mr(F) is upper triangular with nonzero diagonal and hence is invertible.

Facts & Assumptions

Given: A matrix AMm×n(F) over F=R or C, of rank r, and an exact column-pivoted QR factorisation AΠ=QR built by greedy residual-norm pivot selection.

[L1]

Column-pivoted QR means a QR factorisation after a column permutation (Full, reduced, and column-pivoted computational QR factorisations).

[L2]

Successive orthogonal or unitary transformations produce the QR factorisation while zeroing entries below the diagonal (Successive Householder or Givens transformations produce full and reduced QR factorisations with the standard dense operation counts).

[L3]

A square matrix is invertible exactly when it has a two-sided inverse (Invertible matrices and the general linear group GLn(F)).

[L4]

Rank is the dimension of the image, hence also the maximal number of linearly independent columns (Rank and nullity of a linear map with finite-dimensional domain).

Proof

technique · compare the greedy residuals with the rank
1.1

After k pivot steps, the first k pivoted columns span the same subspace as the first k columns of QR, and the next pivot diagonal entry rkk is the norm of the residual of the chosen column after projection onto that span. Hence rkk0 exactly when some remaining column still has a nonzero residual, that is, still lies outside the span of the first k chosen columns.

L1L2algebra
2.1

For k<r, the chosen columns cannot already span every column of A, because then all columns would lie in a k-dimensional span and [L4] would give rank at most k<r. Therefore some remaining column has nonzero residual, and by the greedy rule step 1.1 gives rkk0. Thus the first r diagonal entries of R are nonzero.

step 1.1L4algebra
3.1

After r pivot columns have been chosen, [L4] says no further independent column exists. Hence every remaining column lies in the span of the first r chosen columns, so every remaining residual is zero. Step 1.1 then forces every entry below and on the diagonal in the trailing block to be zero, giving R=(R11R1200). The block R11 is upper triangular with nonzero diagonal by step 2.1, so it is invertible.

step 1.1step 2.1L3L4algebra
4.1

Steps 2.1 and 3.1 prove the claim.

step 2.1step 3.1

Depends on

Used by

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Sources