Suppose thatm×nhas full column rank. Prove that the reduced decomposition
is unique wherem×nhas orthonormal columns andn×nis upper triangular with positive diagonal entries. Do this in steps.
Show thatTT
Prove thatT is symmetric positive definite, and apply Theorem 13.3 to show that is the unique Cholesky factor ofT
Show that must be unique.
Give an example to show that there is no guarantee of uniqueness if does not have full column rank.
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