For every real nx n matriz A, there is a s either a Householder matrix or the identity, R=H₂H₂H₁A.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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Theorem 13.4. For every real n x n matrix A, there is a sequence H₁,..., Hn of matrices,
where each H, is either a Householder matrix or the identity, and an upper triangular matrix
R such that
R = H₂H₂H₁A.
As a corollary, there is a pair of matrices Q, R, where Q is orthogonal and R is upper
triangular, such that A = QR (a QR-decomposition of A). Furthermore, R can be chosen
so that its diagonal entries are nonnegative.
Transcribed Image Text:Theorem 13.4. For every real n x n matrix A, there is a sequence H₁,..., Hn of matrices, where each H, is either a Householder matrix or the identity, and an upper triangular matrix R such that R = H₂H₂H₁A. As a corollary, there is a pair of matrices Q, R, where Q is orthogonal and R is upper triangular, such that A = QR (a QR-decomposition of A). Furthermore, R can be chosen so that its diagonal entries are nonnegative.
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