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Calculus: Compute a QR Factorization using the Householder Method
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Compute a QR Factorization of A using the Householder Method. Separately list all of the Householder reflections used along the way.
A =
| 1 | 4 | 3 |
| 2 | 2 | 1 |
| 2 | -4 | 1 |
X = V1 = (1, 2, 2)
Y = ||X||e1 = (3, 0, 0)
U = (Y-X)/(||Y-X||) = (1/sqrt(3))(1, -1, -1)
M1 = I – 2 UU^t (^t denotes the matrix’s transpose)
M1 =
| 1/3 | 2/3 | 2/3 |
| 2/3 | 1/3 | -2/3 |
| 2/3 | -2/3 | 1/3 |
**R = M1A = **
| 3 | 0 | 7/3 |
| 0 | 6 | 5/3 |
| 0 | 0 | 5/3 |
| 1/3 | 2/3 | 2/3 |
| 2/3 | 1/3 | -2/3 |
| 2/3 | -2/3 | 1/3 |