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QR decomposition
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==Cases and definitions== ===Square matrix=== Any real [[square matrix]] ''A'' may be decomposed as : <math> A = QR, </math> where ''Q'' is an [[orthogonal matrix]] (its columns are [[orthogonal]] [[unit vector]]s meaning {{nowrap|<math>Q^\textsf{T} = Q^{-1}</math>)}} and ''R'' is an upper [[triangular matrix]] (also called right triangular matrix). If ''A'' is [[invertible matrix|invertible]], then the factorization is unique if we require the diagonal elements of ''R'' to be positive. If instead ''A'' is a complex square matrix, then there is a decomposition ''A'' = ''QR'' where ''Q'' is a [[unitary matrix]] (so the [[conjugate transpose]] {{nowrap|<math>Q^\dagger = Q^{-1}</math>).}} If ''A'' has ''n'' [[linearly independent]] columns, then the first ''n'' columns of ''Q'' form an [[orthonormal basis]] for the [[column space]] of ''A''. More generally, the first ''k'' columns of ''Q'' form an orthonormal basis for the [[linear span|span]] of the first ''k'' columns of ''A'' for any {{nowrap|1 β€ ''k'' β€ ''n''}}.<ref name="Trefethen">{{cite book |last1=Trefethen |first1=Lloyd N. |last2=Bau |first2=David III |author1-link=Nick Trefethen |title=Numerical linear algebra |date=1997 |publisher=[[Society for Industrial and Applied Mathematics]] |location=Philadelphia, PA |isbn=978-0-898713-61-9}}</ref> The fact that any column ''k'' of ''A'' only depends on the first ''k'' columns of ''Q'' corresponds to the triangular form of ''R''.<ref name=Trefethen/> ===Rectangular matrix=== More generally, we can factor a complex ''m''Γ''n'' matrix ''A'', with {{nowrap|''m'' β₯ ''n''}}, as the product of an ''m''Γ''m'' [[unitary matrix]] ''Q'' and an ''m''Γ''n'' upper triangular matrix ''R''. As the bottom (''m''β''n'') rows of an ''m''Γ''n'' upper triangular matrix consist entirely of zeroes, it is often useful to partition ''R'', or both ''R'' and ''Q'': :<math> A = QR = Q \begin{bmatrix} R_1 \\ 0 \end{bmatrix} = \begin{bmatrix} Q_1 & Q_2 \end{bmatrix} \begin{bmatrix} R_1 \\ 0 \end{bmatrix} = Q_1 R_1, </math> where ''R''<sub>1</sub> is an ''n''Γ''n'' upper triangular matrix, 0 is an {{nowrap|(''m'' β ''n'')Γ''n''}} [[zero matrix]], ''Q''<sub>1</sub> is ''m''Γ''n'', ''Q''<sub>2</sub> is {{nowrap|''m''Γ(''m'' β ''n'')}}, and ''Q''<sub>1</sub> and ''Q''<sub>2</sub> both have orthogonal columns. {{harvtxt|Golub|Van Loan|1996|loc=Β§5.2}} call ''Q''<sub>1</sub>''R''<sub>1</sub> the ''thin QR factorization'' of ''A''; Trefethen and Bau call this the ''reduced QR factorization''.<ref name=Trefethen/> If ''A'' is of full [[matrix rank|rank]] ''n'' and we require that the diagonal elements of ''R''<sub>1</sub> are positive then ''R''<sub>1</sub> and ''Q''<sub>1</sub> are unique, but in general ''Q''<sub>2</sub> is not. ''R''<sub>1</sub> is then equal to the upper triangular factor of the [[Cholesky decomposition]] of ''A''{{starred}} ''A'' (= ''A''<sup>T</sup>''A'' if ''A'' is real). ===QL, RQ and LQ decompositions=== Analogously, we can define QL, RQ, and LQ decompositions, with ''L'' being a ''lower'' triangular matrix.
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