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QR decomposition
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====Example==== Let us calculate the decomposition of : <math>A = \begin{bmatrix} 12 & -51 & 4 \\ 6 & 167 & -68 \\ -4 & 24 & -41 \end{bmatrix}.</math> First, we need to find a reflection that transforms the first column of matrix ''A'', vector {{nowrap|<math>\mathbf{a}_1 = \begin{bmatrix} 12 & 6 & -4 \end{bmatrix}^\textsf{T}</math>,}} into {{nowrap|<math>\left\|\mathbf{a}_1\right\| \mathbf{e}_1 = \begin{bmatrix} \alpha & 0 & 0\end{bmatrix}^\textsf{T}</math>.}} Now, : <math>\mathbf{u} = \mathbf{x} - \alpha\mathbf{e}_1,</math> and : <math>\mathbf{v} = \frac{\mathbf{u}}{\|\mathbf{u}\|}.</math> Here, : <math>\alpha = 14</math> and <math>\mathbf{x} = \mathbf{a}_1 = \begin{bmatrix} 12 & 6 & -4 \end{bmatrix}^\textsf{T}</math> Therefore : <math>\mathbf{u} = \begin{bmatrix} -2 & 6 & -4 \end{bmatrix}^\textsf{T} = 2 \begin{bmatrix} -1 & 3 & -2 \end{bmatrix}^\textsf{T}</math> and {{nowrap|<math>\mathbf{v} = \frac{1}{\sqrt{14}}\begin{bmatrix} -1 & 3 & -2 \end{bmatrix}^\textsf{T}</math>,}} and then : <math>\begin{align} Q_1 ={} &I - \frac{2}{\sqrt{14}\sqrt{14}} \begin{bmatrix} -1 \\ 3 \\ -2 \end{bmatrix} \begin{bmatrix} -1 & 3 & -2 \end{bmatrix} \\ ={} &I - \frac{1}{7}\begin{bmatrix} 1 & -3 & 2 \\ -3 & 9 & -6 \\ 2 & -6 & 4 \end{bmatrix} \\ ={} &\begin{bmatrix} 6/7 & 3/7 & -2/7 \\ 3/7 & -2/7 & 6/7 \\ -2/7 & 6/7 & 3/7 \\ \end{bmatrix}. \end{align}</math> Now observe: :<math>Q_1A = \begin{bmatrix} 14 & 21 & -14 \\ 0 & -49 & -14 \\ 0 & 168 & -77 \end{bmatrix},</math> so we already have almost a triangular matrix. We only need to zero the (3, 2) entry. Take the (1, 1) [[minor (linear algebra)|minor]], and then apply the process again to :<math>A' = M_{11} = \begin{bmatrix} -49 & -14 \\ 168 & -77 \end{bmatrix}.</math> By the same method as above, we obtain the matrix of the Householder transformation :<math>Q_2 = \begin{bmatrix} 1 & 0 & 0 \\ 0 & -7/25 & 24/25 \\ 0 & 24/25 & 7/25 \end{bmatrix}</math> after performing a direct sum with 1 to make sure the next step in the process works properly. Now, we find :<math>Q = Q_1^\textsf{T} Q_2^\textsf{T} = \begin{bmatrix} 6/7 & -69/175 & 58/175 \\ 3/7 & 158/175 & -6/175 \\ -2/7 & 6/35 & 33/35 \end{bmatrix}. </math> Or, to four decimal digits, :<math>\begin{align} Q &= Q_1^\textsf{T} Q_2^\textsf{T} = \begin{bmatrix} 0.8571 & -0.3943 & 0.3314 \\ 0.4286 & 0.9029 & -0.0343 \\ -0.2857 & 0.1714 & 0.9429 \end{bmatrix} \\ R &= Q_2 Q_1 A = Q^\textsf{T} A = \begin{bmatrix} 14 & 21 & -14 \\ 0 & 175 & -70 \\ 0 & 0 & -35 \end{bmatrix}. \end{align}</math> The matrix ''Q'' is orthogonal and ''R'' is upper triangular, so {{nowrap|1=''A'' = ''QR''}} is the required QR decomposition.
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