Paper 2, Section II, B

Numerical Analysis
Part IB, 2011

What is the QRQ R-decomposition of a matrix A? Explain how to construct the matrices QQ and RR by the Gram-Schmidt procedure, and show how the decomposition can be used to solve the matrix equation Ax=bA \mathbf{x}=\mathbf{b} when AA is a square matrix.

Why is this procedure not useful for numerical decomposition of large matrices? Give a brief description of an alternative procedure using Givens rotations.

Find a QRQ R-decomposition for the matrix

A=[3471368812347110257]\mathrm{A}=\left[\begin{array}{rrrr} 3 & 4 & 7 & 13 \\ -6 & -8 & -8 & -12 \\ 3 & 4 & 7 & 11 \\ 0 & 2 & 5 & 7 \end{array}\right]

Is your decomposition unique? Use the decomposition you have found to solve the equation

Ax=[4629]A x=\left[\begin{array}{c} 4 \\ 6 \\ 2 \\ 9 \end{array}\right]