Resultados del cálculo
1. ¿Qué es la descomposición QR?
The QR decomposition factors a matrix \(A\) into \(A=QR\) where
- \(Q\) has orthonormal columns (for real matrices \(Q^{T}Q = I\)) — an orthogonal matrix when square;
- \(R\) is upper triangular.
QR is widely used for solving least-squares problems, numerical algorithms and computing orthonormal bases.
2. Fórmula / procedimiento de Gram-Schmidt (breve)
Given column vectors \(a_1,a_2,\dots,a_n\) of \(A\), classical Gram–Schmidt constructs orthonormal vectors \(q_1,\dots,q_n\):
- \(u_1 = a_1,\quad q_1 = u_1 / \|u_1\|\).
- For \(k\ge2\): \(u_k = a_k - \sum_{j=1}^{k-1} \operatorname{proj}_{q_j}(a_k)\), where \(\operatorname{proj}_{q_j}(a_k) = (q_j^{T}a_k)q_j.\)
- \(q_k = u_k / \|u_k\|\).
Finally \(Q=[q_1\ \cdots\ q_n]\) and \(R = Q^{T}A\). For numerical stability prefer Modified Gram–Schmidt or Householder reflections for production code.
3. Ejemplos resueltos
Ejemplo 1
Halla la descomposición QR de
Step 1. \(u_1 = [1,1]^T,\ \|u_1\|=\sqrt{2},\ q_1=\frac{1}{\sqrt2}[1,1]^T.\)
Step 2. \(q_1^{T}a_2 = \frac{1}{\sqrt2}[1,1]\cdot[1,-1] = 0\Rightarrow u_2=a_2.\)
\(q_2=\frac{1}{\sqrt2}[1,-1]^T.\)
Resultado:
Ejemplo 2
Halla la descomposición QR de
\(u_1=[2,0]^T,\ \|u_1\|=2,\ q_1=[1,0]^T.\)
\(q_1^{T}a_2 = [1,0]\cdot[1,2]=1,\ u_2=a_2 - (q_1^{T}a_2)q_1 = [0,2]^T,\ q_2=[0,1]^T.\)
Resultado:
4. Errores comunes
- Not normalizing the orthogonal vectors — forgetting the \(\|u_k\|\) step.
- Using classical Gram–Schmidt for ill-conditioned matrices — it can be numerically unstable.
- Mixing up order: \(R = Q^{T}A\), not \(AQ^{T}\).
- Assuming \(Q\) must be square — for tall matrices \(Q\) has orthonormal columns (m×n) and \(R\) is n×n.
- Forgetting to handle linear dependence among columns (zero or near-zero \(u_k\)).
5. Problemas de práctica (respuestas ocultas)
Try these by hand or with your QR calculator. Click Mostrar respuesta to reveal one valid QR (answers may differ by signs or ordering of orthonormal vectors).
Ejercicio 1
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(Here first column already unit; second column orthogonalized gives [0,1].)
Ejercicio 2
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(Signs or exact fractions may vary; \(R=Q^{T}A\) should hold.)
Ejercicio 3
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(One valid orthonormal basis; equivalent alternatives differ by column signs.)
Ejercicio 4
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(Columns scaled and orthogonalized; verify \(Q^{T}Q=I\) and \(R=Q^{T}A\).)
La descomposición QR también se relaciona con la multiplicación de matrices, los determinantes y los vectores propios.