ization of Apply modified Gram-Schmidt orthogonalization to find the full QR factor- [48 1 A 0 2 -2 36 7 H

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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**Title: QR Factorization Using Modified Gram-Schmidt Orthogonalization**

**Objective:**
To find the full QR factorization of a given matrix using the modified Gram-Schmidt orthogonalization process.

**Problem Statement:**
Apply modified Gram-Schmidt orthogonalization to find the full QR factorization of the matrix:

\[ 
A = \begin{bmatrix} 
4 & 8 & 1 \\ 
0 & 2 & -2 \\ 
3 & 6 & 7 
\end{bmatrix} 
\]

**Explanation:**
In the modified Gram-Schmidt process, the matrix \( A \) is decomposed into two matrices: \( Q \) and \( R \). Here, \( Q \) is an orthogonal matrix, and \( R \) is an upper triangular matrix. This method iteratively orthogonalizes the columns of \( A \) and ensures numerical stability compared to the classical Gram-Schmidt process.

**Procedure:**
1. **Initialization:** Start with the first column of \( A \).
2. **Orthogonalization:** Iteratively project each successive column against the previously computed orthogonal vectors.
3. **Normalization:** Divide each orthogonal vector by its norm to form the columns of \( Q \).
4. **Construction of \( R \):** The elements of \( R \) are determined during the orthogonalization process.

The process ensures that each column of \( Q \) maintains orthogonality with respect to the others, thus preserving the orthogonal invariants, while the matrix \( R \) captures the coefficients required to reconstruct \( A \) as \( A = QR \).

This approach is particularly useful in numerical linear algebra for solving linear systems, eigenvalue problems, and more, where maintaining numerical accuracy and stability is crucial.
Transcribed Image Text:**Title: QR Factorization Using Modified Gram-Schmidt Orthogonalization** **Objective:** To find the full QR factorization of a given matrix using the modified Gram-Schmidt orthogonalization process. **Problem Statement:** Apply modified Gram-Schmidt orthogonalization to find the full QR factorization of the matrix: \[ A = \begin{bmatrix} 4 & 8 & 1 \\ 0 & 2 & -2 \\ 3 & 6 & 7 \end{bmatrix} \] **Explanation:** In the modified Gram-Schmidt process, the matrix \( A \) is decomposed into two matrices: \( Q \) and \( R \). Here, \( Q \) is an orthogonal matrix, and \( R \) is an upper triangular matrix. This method iteratively orthogonalizes the columns of \( A \) and ensures numerical stability compared to the classical Gram-Schmidt process. **Procedure:** 1. **Initialization:** Start with the first column of \( A \). 2. **Orthogonalization:** Iteratively project each successive column against the previously computed orthogonal vectors. 3. **Normalization:** Divide each orthogonal vector by its norm to form the columns of \( Q \). 4. **Construction of \( R \):** The elements of \( R \) are determined during the orthogonalization process. The process ensures that each column of \( Q \) maintains orthogonality with respect to the others, thus preserving the orthogonal invariants, while the matrix \( R \) captures the coefficients required to reconstruct \( A \) as \( A = QR \). This approach is particularly useful in numerical linear algebra for solving linear systems, eigenvalue problems, and more, where maintaining numerical accuracy and stability is crucial.
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