Paper 2, Section II, D

Numerical Analysis | Part IB, 2016

(a) Define a Givens rotation Ω[p,q]Rm×m\Omega^{[p, q]} \in \mathbb{R}^{m \times m} and show that it is an orthogonal matrix.

(b) Define a QR factorization of a matrix ARm×nA \in \mathbb{R}^{m \times n} with mnm \geqslant n. Explain how Givens rotations can be used to find QRm×mQ \in \mathbb{R}^{m \times m} and RRm×nR \in \mathbb{R}^{m \times n}.

(c) Let

A=[311041032003/4],b=[98/2525250]\mathbf{A}=\left[\begin{array}{ccc} 3 & 1 & 1 \\ 0 & 4 & 1 \\ 0 & 3 & 2 \\ 0 & 0 & 3 / 4 \end{array}\right], \quad \mathbf{b}=\left[\begin{array}{c} 98 / 25 \\ 25 \\ 25 \\ 0 \end{array}\right]

(i) Find a QR factorization of AA using Givens rotations.

(ii) Hence find the vector xR3\mathbf{x}^{*} \in \mathbb{R}^{3} which minimises Axb\|A \mathbf{x}-\mathbf{b}\|, where \|\cdot\| is the Euclidean norm. What is Axb\left\|\mathrm{A} \mathbf{x}^{*}-\mathbf{b}\right\| ?

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