Paper 1, Section II, D

Numerical Analysis | Part IB, 2018

Show that if u∈Rm\{0}\mathbf{u} \in \mathbb{R}^{m} \backslash\{\mathbf{0}\} then the m×mm \times m matrix transformation

Hu=I−2uu⊤∥u∥2H_{\mathbf{u}}=I-2 \frac{\mathbf{u} \mathbf{u}^{\top}}{\|\mathbf{u}\|^{2}}

is orthogonal. Show further that, for any two vectors a,b∈Rm\mathbf{a}, \mathbf{b} \in \mathbb{R}^{m} of equal length,

Ha−ba=b.H_{\mathbf{a}-\mathbf{b}} \mathbf{a}=\mathbf{b} .

Explain how to use such transformations to convert an m×nm \times n matrix AA with m⩾nm \geqslant n into the form A=QRA=Q R, where QQ is an orthogonal matrix and RR is an upper-triangular matrix, and illustrate the method using the matrix

A=[1−1414−21421−10]A=\left[\begin{array}{rrr} 1 & -1 & 4 \\ 1 & 4 & -2 \\ 1 & 4 & 2 \\ 1 & -1 & 0 \end{array}\right]

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