Cheg 258 - Lecture Notes - Feb. 3, 1999

Announcements

Class notes

The main points of the lecture were

• QR Factorization

Goals:

• Prove that the 2-norm of a vector is invariant under multiplication by an orthogonal matrix.
• Reduce a matrix to upper triangular form by use of orthogonal matrices.

Reading

• The class notes and Ch 6 of Kahaner and Hanna.

Questions of the Day:

• Why are orthogonal matrices useful in solving linear regression problems?
• If the orthogonal matrices P1 and P2 are symmetric, is the product P1*P2 symmetric?

Matlab Example Codes

example 10