Page 253 - A Course in Linear Algebra with Applications
P. 253

7.3:  Orthonormal  Sets  and  the  Gram-Schmidt  Process  237

            We  remark   that  these  matrices  have  already  appeared
       in  other  contexts.  The  first  matrix  represents  an  anticlock-
       wise  rotation  in  R 2  through  angle  0:  see  Example  6.2.6.  The
       second  matrix  corresponds   to  a  reflection  in  R 2  in  the  line
       through   the  origin  making  angle  0/2  with  the  positive  IE-
       direction;  see  Exercises  6.2.3  and  6.2.6.  Thus  a  connection
                                      2
       has been established  between x2    real orthogonal matrices  on
       the  one  hand,  and  rotations  and  reflections  in  2-dimensional
       Euclidean  space  on the  other.
            It  is  worthwhile  restating  the  QR-factorization  principle
       in  the  important  case  where  the  matrix  A  is  invertible.
       Theorem     7.3.6
       Every  invertible  real matrix  A  can  be written  as  a product  QR
       where  Q  is  a real orthogonal  matrix  and  R  is  a real upper  tri-
       angular  matrix  with  positive  entries  on  its  principal  diagonal.
       Example     7.3.8
       Write  the  following  matrix  in the  QR-factorized  form:



                              A



            The  method   is  to  apply  the  Gram-Schmidt  process  to
       the  columns  X\,  X 2,  X3  of  A,  which  are  linearly  independent
       and  so  form  a  basis  for  the  column  space  of  A.  This  yields  an
       orthonormal   basis  {Yi, Y 2, Y 3}  where



                          ^ =     -1        n=^,




                    y                  2         +
                      -;*UJ- T*                     T*
   248   249   250   251   252   253   254   255   256   257   258