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Main Theorem of QR Factorization


Proposition 2.5.1. If tex2html_wrap_inline7575 with linearly independent column vectors tex2html_wrap_inline7577 (tex2html_wrap_inline7259=1:n) can be factored into A=QR, where tex2html_wrap_inline7587 and tex2html_wrap_inline7589 then
 equation1735
In particular, if
displaymath7567
then
 equation1748

 equation1754
and
 
equation1761

Proof. If A=QR, then
displaymath7568
or
displaymath7569
Thus, tex2html_wrap_inline7593 and tex2html_wrap_inline7595 Since rank(A)=n, then tex2html_wrap_inline7599 and relation (3) holds. Relation (3) for k=n yields relation (4), and this yields (5). From
displaymath7570
it results assertion (6).


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