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).
(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⋆i = (−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);
(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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