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A=mxn , with independent columns

Q=mxn , with orthonormal columns


R=nxn , invertible/upper triangular / positive diagonal entries

Also, the diagonal entries are positive (therefore, the matrix on the right is invertible).

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: The above independent rows translate into independent columns upon transposing.
: Therefore, according to QR factorization,
A^t = QR

A
= (A^t)^t
= (QR)^t
= R^t * Q^t
= (lower triangular) * (orthonormal)

: The invertibility suggests both independence of rows and independence of columns.

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* QR factorization uniqueness

Q and Q1; R and R1 are treated differently, though they are to be proved to be the same.

A = QR
A = Q1R1

: these vectors are orthogonal.

: these vectors are orthogonal.

: Since both Q and Q1 are orthonormal


: That a matrix is orthonormal is that it is orthogonal (its inverse = its transpose).

Accordingly:
(Q)(R) = (Q1)(R1) (given in the assumption.)
(Q)(R)(R^-1) = (Q1)(R1)(R^-1)
Q= (Q1)(R1)(R^-1)
(Q1^t)(Q) = (Q1^t)(Q1)(R1)(R^-1)
(Q1^t)(Q) = (R1)(R^-1)

: This is an upper triangular with (+) diagonal entries (because R1 and R1^-1 are as such).
: Regarding the non-zero entries,
(i, j) entry =

: “di” = a column vector


: di^t = the column vector rendered into row form
: Thus, di*cj is of the following form: [……] * | |

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: Both R1 and R^-1 are invertible.


: Thus, Q as expressed above is deemed to be a span of the basis set above.

: This is based on the following Fourier expansion theorem.

*Note that the norm of |cj| is 1. Thus, the denominator is 1.


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: Note that the term ends in t”jj”

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