Show that every square matrix A can be factored as A = RQ, where R is symmetric, positive semidefinite and Q is orthogonal.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Show that every square matrix A can be factored as A = RQ, where R is symmetric, positive semidefinite and Q is orthogonal.

Expert Solution
Step 1

Given: Square matrix, A
We need to show that every square matrix, A can be factored as A=RQ where - R=symmetric+positive semidefinite; Q=Orthogonal

Step 2

Let's write the single value decomposition of some n×n matrix A.
Since U is orthogonal matrix i.e. UUT=I, we get-
A=UVT   =UIVT   =UUTUVT   =UUTUVT
Here, UUT is orthogonally diagonalizable because U is an orthogonal and  is a diagonal matrix.
If a matrix is orthogonally diagonalizable, then it is symmetric.
UUT is symmetric.

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