Paper 2, Section II, C
The real orthogonal matrix with is a Givens rotation with rotation angle . Write down the form of .
Show that for any matrix it is possible to choose such that the matrix satisfies for any , where .
Let
By applying a sequence of Givens rotations of the form , chosen to reduce the elements in the first column below the main diagonal to zero, find a factorisation of the matrix of the form , where is an orthogonal matrix and is an upper-triangular matrix for which the leading non-zero element in each row is positive.
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