3.II.19B
Let denote the matrix . Suppose that is a uppertriangular real matrix with strictly positive diagonal entries and that is orthogonal. Verify that .
Prove that any real invertible matrix has a decomposition , where is an orthogonal matrix and is an upper-triangular matrix with strictly positive diagonal entries.
Let now denote a real matrix, and be the decomposition of the previous paragraph. Let denote the matrix with copies of on the diagonal, and zeros elsewhere, and suppose that . Prove that is orthogonal. From this, deduce that the entries of are zero, apart from orthogonal blocks along the diagonal. Show that each has the form , for some upper-triangular matrix with strictly positive diagonal entries. Deduce that and .
[Hint: The invertible matrices with blocks along the diagonal, but with all other entries below the diagonal zero, form a group under matrix multiplication.]