Givens Rotation. A better example of a QR decomposition of a 3×3 Matrix with the Givens Rotation than those of last year I hope.
PDF fileUsing Givens rotations also known as Jacobi rotations used by W Givens and originally invented by Jacobi for use with in solving the symmetric eigenvalue problem in 1846 3 A third less frequently used approach is the GramSchmidt orthogonalization Givens Rotations We illustrate the process in the case where Ais a 2 2 matrix In Gaussian elimination we compute L 1A=.
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Lecture Series on Adaptive Signal Processing by ProfMChakraborty Department of E and ECE IIT Kharagpur For more details on NPTEL visit http//npteliitm.
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PDF file12 Givens QR A Givens rotation is an e cient way to introduce zeros by multiplying with a low rank orthogonal matrix For example this is used to introduce zeros in A in the process of transforming it into R in the QR factorization The Givens rotation matrix G(ik ) 2Rn n is given by the following 3.
The QR Factorization USM
The Givens rotation makes use of the next column from the rowcol values we passed to move_nonzero_using_nextright So the rotation affects columns 2 and 3 and introduces nonzeros at B[13] B[32] We modified more values than we really wanted In particular when we affect B[32] we are modifying below the diagonal and making more blemishes.
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The columns of the matrix must be linearly independent in order to preform QR factorization Note this uses Gram Schmidt orthogonalization which is numerically unstable Alternate algorithms include modified Gram Schmidt Givens rotations and Householder reflections (TODO implement these alternative methods).