QR Decomposition:
Where Q is orthogonal and R is upper triangular, computed using Householder reflections.
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QR decomposition factors a matrix A into a product of an orthogonal matrix Q and an upper triangular matrix R. This decomposition is fundamental in numerical linear algebra and has applications in solving linear systems, least squares problems, and eigenvalue computations.
The Householder method uses a series of orthogonal transformations (reflectors) to zero out subdiagonal elements:
Where:
Explanation: Householder transformations are numerically stable and more accurate for ill-conditioned matrices than Gram-Schmidt.
Details: QR decomposition is essential for solving least squares problems, computing eigenvalues (via QR algorithm), and is more numerically stable than Gaussian elimination for ill-conditioned matrices.
Tips: Enter matrix elements separated by commas for columns and semicolons for rows. The matrix must be rectangular (all rows same length) with numeric values.
Q1: Why use Householder instead of Gram-Schmidt?
A: Householder is numerically stable and preserves orthogonality better than classical Gram-Schmidt.
Q2: What matrices can be QR decomposed?
A: Any real or complex square or rectangular matrix has a QR decomposition.
Q3: Is the decomposition unique?
A: The decomposition is unique if A is full rank and we require positive diagonal elements in R.
Q4: What's the computational complexity?
A: For an m×n matrix, Householder QR requires O(2mn² - 2n³/3) floating point operations.
Q5: How is this different from LU decomposition?
A: QR uses orthogonal transformations (stable for any matrix), while LU uses Gaussian elimination (can be unstable for ill-conditioned matrices).