Let H n = Q n R n be the QR factorization of the n n

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Let Hn = QnRn be the QR factorization of the n × n Hilbert matrix (1.72). 

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(a) Find Qn and Rn for n = 2, 3, 4.

(b) Use a computer to find Qn and Rn for n = 10 and 20.(c) Let x ∈ Rn denote the vector whose ith entry is x= (−1)i i/(i + 1). For the values of n in parts (a) and (b), compute y = Hnx. Then solve the system Hnx = y 

(i) Directly using Gaussian Elimination;

(ii) Using the QR factorization based on(4.34);

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(iii) Using Householder’s Method. Compare the results to the correct solution x and discuss the pros and cons of each method.

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Applied Linear Algebra

ISBN: 9783319910406

2nd Edition

Authors: Peter J. Olver, Chehrzad Shakiban

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