2.I.5B

Numerical Analysis | Part IB, 2002

Applying the Gram-Schmidt orthogonalization, compute a "skinny"

QR-factorization of the matrix

A=[112136110134],A=\left[\begin{array}{lll} 1 & 1 & 2 \\ 1 & 3 & 6 \\ 1 & 1 & 0 \\ 1 & 3 & 4 \end{array}\right],

i.e. find a 4×34 \times 3 matrix QQ with orthonormal columns and an upper triangular 3×33 \times 3 matrix RR such that A=QRA=Q R.

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