Suppose that m ×n has full column rank. Prove that the reduced decomposition is unique where m ×n has orthonormal columns and n×n is upper triangular with positive diagonal entries. Do this in steps....


Suppose that

m
×n
has full column rank. Prove that the reduced decomposition


is unique where

m
×n
has orthonormal columns and

n×n
is upper triangular with positive diagonal entries. Do this in steps.



 Show that

T

T



Prove that

T
 is symmetric positive definite, and apply Theorem 13.3 to show that
 is the unique Cholesky factor of

T



 Show that
 must be unique.



 Give an example to show that there is no guarantee of uniqueness if
 does not have full column rank.




May 07, 2022
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