From Matrix Computations 4th Ed, Golub, Van Loan, pg. 489
$A \in \mathbb{R}^{mxn}$ with $m >= n$
- Form C = $A^TA$
- Use the symmetric QR algorithm to compute $V_1^TCV_1 = diag(\sigma_i^2)$
- Apply QR with column pivoting to $AV_1$ obtaining $U^T(AV_1)\Pi=R$
Since R has orthogonal columns, it follows that $U^TA(V_1\Pi)$ is diagonal.
My question is: how can we deduce that R has orthogonal columns? Also, I'm guessing that any upper-triangular matrix with orthogonal columns must be diagonal.
Thanks!