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GramSchmidt PDF

The QR decomposition decomposes a matrix A into an orthogonal matrix Q and an upper triangular matrix R. The Gram-Schmidt process is one method for computing the QR decomposition. It works by taking the columns of A as vectors and orthonormalizing them to produce the columns of Q. This orthonormalization process results in Q and R that satisfy A = QR. An example demonstrates computing the QR decomposition of a sample matrix using Gram-Schmidt.

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Kanawut Laoritthikrai
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47 views2 pages

GramSchmidt PDF

The QR decomposition decomposes a matrix A into an orthogonal matrix Q and an upper triangular matrix R. The Gram-Schmidt process is one method for computing the QR decomposition. It works by taking the columns of A as vectors and orthonormalizing them to produce the columns of Q. This orthonormalization process results in Q and R that satisfy A = QR. An example demonstrates computing the QR decomposition of a sample matrix using Gram-Schmidt.

Uploaded by

Kanawut Laoritthikrai
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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QR Decomposition with Gram-Schmidt

Igor Yanovsky (Math 151B TA)

The QR decomposition (also called the QR factorization) of a matrix is a decomposition


of the matrix into an orthogonal matrix and a triangular matrix. A QR decomposition of
a real square matrix A is a decomposition of A as

A = QR,

where Q is an orthogonal matrix (i.e. QT Q = I) and R is an upper triangular matrix. If


A is nonsingular, then this factorization is unique.
There are several methods for actually computing the QR decomposition. One of such
method is the Gram-Schmidt process.

1 Gram-Schmidt process
Consider the GramSchmidt procedure, with the vectors to be considered in the process as
columns of the matrix A. That is,



A = a1 a2 an .

Then,
u1
u1 = a1 , e1 = ,
||u1 ||
u2
u2 = a2 (a2 e1 )e1 , e2 = .
||u2 ||
uk+1
uk+1 = ak+1 (ak+1 e1 )e1 (ak+1 ek )ek , ek+1 = .
||uk+1 ||
Note that || || is the L2 norm.

1.1 QR Factorization
The resulting QR factorization is

a1 e1 a2 e1 an e1

0 a2 e2 an e2
A= a1 a2 an =
e1 e2 en .. .. .. .. = QR.
. . . .
0 0 an en

Note that once we find e1 , . . . , en , it is not hard to write the QR factorization.

1
2 Example
Consider the matrix

1 1 0
A = 1 0 1 ,
0 1 1

with the vectors a1 = (1, 1, 0)T , a2 = (1, 0, 1)T , a3 = (0, 1, 1)T .


Note that all the vectors considered above and below are column vectors. From now on,
I will drop T notation for simplicity, but we have to remember that all the vectors are
column vectors.
Performing the Gram-Schmidt procedure, we obtain:

u1 = a1 = (1, 1, 0),

u1 1 1 1
e1 = = (1, 1, 0) = , , 0 ,
||u1 || 2 2 2

1 1 1 1 1
u2 = a2 (a2 e1 )e1 = (1, 0, 1) , , 0 = , ,1 ,
2 2 2 2 2

u2 1 1 1 1 1 2
e2 = =p , , 1 = , , ,
||u2 || 3/2 2 2 6 6 6

u3 = a3 (a3 e1 )e1 (a3 e2 )e2



1 1 1 1 1 1 2 1 1 1
= (0, 1, 1) , ,0 , , = , , ,
2 2 2 6 6 6 6 3 3 3

u3 1 1 1
e3 = = , , .
||u3 || 3 3 3
Thus,

1 1 13

2 6

Q = e1 e2 en = 1 16 1 ,
2 3
0 2 1
6 3
2
1 1
a1 e1 a2 e1 a3 e1 2 2 2
3 1
R = 0 a2 e2 a3 e2 = 0 6 6 .
0 0 a3 e3 0 0 23

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