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Solution of the Systems of Equations by QR Method


Let us consider the system
 equation4736
where A=QR is a QR factorization of the regular matrix tex2html_wrap_inline7067, while tex2html_wrap_inline9557 is an orthogonal matrix and tex2html_wrap_inline9559 ia on upper triangular matrix. Substituting in (14) the matrix A by its QR factorization, we get
 equation4747
Multiplying the both sides of equality (15) on the left by the matrix QT, we find
 equation4752
System (16) has an upper triangular matrix R. From the regularity of the matrix A it follows the regularity of the matrix R. Hence system (16) is uniquely solvable. For this the substitution given in proposition 1.1.2 will be used backwards.

Example 6.7.1. Let us solve the system
 equation4759
using the QR method.

In example 2.3.2 the QR factorization of the matrix of the system
displaymath9499
was found. We respect system (17) in form (16):
displaymath9500
i.e.,
displaymath9501
We solve the obtained system with the upper triangular matrix using the backwards substitution. The result is tex2html_wrap_inline9575

Let us consider the solving of system (14), where A=QR is a QR factorization of the regular matrix tex2html_wrap_inline7037 tex2html_wrap_inline9583, where tex2html_wrap_inline7425 is an orthogonal matrix and tex2html_wrap_inline9559 is an upper triangular matrix, by the least-squares method. Let
displaymath9502
and
displaymath9503
where tex2html_wrap_inline9589 and tex2html_wrap_inline9591 We find
displaymath9504

displaymath9505
Since the quantity tex2html_wrap_inline9593 is a constant, we can minimize only the quantity
displaymath9506
and the minimal value of it is 0. Really, from the condition tex2html_wrap_inline9597 it follows that the matrix R1 is regular. Hence the system
displaymath9507
where by the symbol tex2html_wrap_inline9601 it is denoted the least-squares solution of system (14), is uniquely solvable.

Example 6.7.2. Let us find the least squares solution of the system
displaymath9508
using the QR method.

Using the software package ``Maple'', we obtain the QR factorization of the matrix of the system
displaymath9509
From this factorization it appears that
displaymath9510
To get the vector tex2html_wrap_inline9607, we find
displaymath9511
Hence
displaymath9512
We det for the concrete form of the system tex2html_wrap_inline9609
displaymath9513
from which it follows that

displaymath9514

Example 6.7.3.* Let us find the least-squares solution of the system
displaymath8095

In example 2.3.3 it was found the QR factorization of the matrix of the system:
displaymath9516
Omitting the last row of zeros in the matrix R, we get
displaymath9517
Now we find
displaymath9518
Taking the first two components of this vector (the matrix R1 has two rows), we obtain
displaymath9519
We get the least-squares solution of the initial system from tex2html_wrap_inline9619 i.e.,

displaymath9520

Problem 6.7.1.* Solve the system of equations
displaymath9521
knowing the QR factorization of the system matrix

displaymath9522

Problem 6.7.2.* Find the least-squares solution of the system
displaymath9523


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