Paper 1, Section II, C

Numerical Analysis | Part IB, 2014

Define a Householder transformation H\mathrm{H} and show that it is an orthogonal matrix. Briefly explain how these transformations can be used for QR factorisation of an m×nm \times n matrix.

Using Householder transformations, find a QR factorisation of

A=[2542512152116]A=\left[\begin{array}{rrr} 2 & 5 & 4 \\ 2 & 5 & 1 \\ -2 & 1 & 5 \\ 2 & -1 & 16 \end{array}\right]

Using this factorisation, find the value of λ\lambda for which

Ax=[1+λ234]A x=\left[\begin{array}{c} 1+\lambda \\ 2 \\ 3 \\ 4 \end{array}\right]

has a unique solution xR3x \in \mathbb{R}^{3}.

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