(a) A Householder transformation (reflection) is given by
H=I−∥u∥22uuT,
where H∈Rm×m,u∈Rm, and I is the m×m unit matrix and u is a non-zero vector which has norm ∥u∥=(∑i=1mui2)1/2. Show that H is orthogonal.
(b) Suppose that A∈Rm×n,x∈Rn and b∈Rm with n<m. Show that if x minimises ∥Ax−b∥2 then it also minimises ∥QAx−Qb∥2, where Q is an arbitrary m×m orthogonal matrix.
(c) Using Householder reflection, find the x that minimises ∥Ax−b∥2 when
A=⎣⎢⎢⎢⎡10002424⎦⎥⎥⎥⎤b=⎣⎢⎢⎢⎡112−1⎦⎥⎥⎥⎤