QR decomposition: Examples
Consider the matrix
This matrix is full column rank. Q is a matrix and R is a matrix:
This shows that is full column rank since is invertible.
With the full QR decomposition, is now a orthogonal matrix:
We can see what happens when the input is not full column rank: for example, let’s consider the matrix
( is not full column rank, as it was constructed so that the last column is a combination of the first and the third.)
The (full) QR decomposition now yields:
We observe that the last triangular element is virtually zero, and the last column is seen to be a linear combination of the first and the third. This shows that the rank of (itself equal to the rank of ) is effectively .