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Exercise 3

Avg difficulty 2.5

Consider the basis of R3\real^3 given by the vectors v1=[2−22],v2=[−1−31],v3=[20−5].\vvec_1=\threevec2{-2}2,\hspace{24pt} \vvec_2=\threevec{-1}{-3}1,\hspace{24pt} \vvec_3=\threevec{2}0{-5}.

  1. Apply the Gram-Schmit orthogonalization algorithm to find an orthonormal basis u1\uvec_1, u2\uvec_2, u3\uvec_3 for R3\real^3.

  2. If AA is the 3×33\times3 whose columns are v1\vvec_1, v2\vvec_2, and v3\vvec_3, find the QRQR factorization of AA.

  3. Suppose that we want to solve the equation Ax=b=[−917]A\xvec=\bvec = \threevec{-9}17, which we can rewrite as QRx=bQR\xvec = \bvec.

    1. If we set y=Rx\yvec=R\xvec, the equation QRx=bQR\xvec=\bvec becomes Qy=bQ\yvec=\bvec. Explain how to solve the equation Qy=bQ\yvec=\bvec in a computationally efficient manner.

    2. Explain how to solve the equation Rx=yR\xvec=\yvec in a computationally efficient manner.

    3. Find the solution x\xvec by first solving Qy=bQ\yvec = \bvec and then Rx=yR\xvec = \yvec.

Austin, Understanding Linear Algebra, §6.4 Finding orthogonal bases, Exercise 3

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.