Let B be an n x m real matrix with n > m, and let M be the symmetric matrix M = BTB. Note that M is m x m. %3D Show that for any x € R™, x* Mr = ||Bx||3. Show that if B is full-rank, then M is positive definite. Here we assume n=m and that M is positive definite. The matrix B has a QR factorization B = QR, where R is an m x m upper triangular matrir with positive diagonal entries and Q is an orthogonal matrix. Suppose we know M, but we do not know B. What method could we use to get R? (Hint: first figure out the relationship between R and M.)

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter5: Orthogonality
Section5.5: Applications
Problem 30EQ
icon
Related questions
icon
Concept explainers
Topic Video
Question

help

Let B be an n x m real matrix with n > m, and let M be the symmetric
matrix M = BTB. Note that M is m x m.
Show that for any r € R", x" Mr = ||Br||3.
Show that if B is full-rank, then M is positive definite.
Here we assume n =m and that M is positive definite.
The matrix B has a QR factorization B = QR, where R is an m x m upper
triangular matriz with positive diagonal entries and Q is an orthogonal matrix.
Suppose we know M, but we do not know B. What method could we use to get
R? (Hint: first figure out the relationship between R and M.)
Transcribed Image Text:Let B be an n x m real matrix with n > m, and let M be the symmetric matrix M = BTB. Note that M is m x m. Show that for any r € R", x" Mr = ||Br||3. Show that if B is full-rank, then M is positive definite. Here we assume n =m and that M is positive definite. The matrix B has a QR factorization B = QR, where R is an m x m upper triangular matriz with positive diagonal entries and Q is an orthogonal matrix. Suppose we know M, but we do not know B. What method could we use to get R? (Hint: first figure out the relationship between R and M.)
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 4 steps

Blurred answer
Knowledge Booster
Application of Algebra
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, advanced-math and related others by exploring similar questions and additional content below.
Recommended textbooks for you
Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
Algebra
ISBN:
9781285463247
Author:
David Poole
Publisher:
Cengage Learning
Elements Of Modern Algebra
Elements Of Modern Algebra
Algebra
ISBN:
9781285463230
Author:
Gilbert, Linda, Jimmie
Publisher:
Cengage Learning,
Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
Algebra
ISBN:
9781305658004
Author:
Ron Larson
Publisher:
Cengage Learning
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage