Paper 2, Section II, C

Numerical Analysis
Part IB, 2009

The real orthogonal matrix Ω[p,q]Rm×m\Omega^{[p, q]} \in \mathbb{R}^{m \times m} with 1p<qm1 \leqslant p<q \leqslant m is a Givens rotation with rotation angle θ\theta. Write down the form of Ω[p,q]\Omega^{[p, q]}.

Show that for any matrix ARm×mA \in \mathbb{R}^{m \times m} it is possible to choose θ\theta such that the matrix Ω[p,q]A\Omega^{[p, q]} A satisfies (Ω[p,q]A)q,j=0\left(\Omega^{[p, q]} A\right)_{q, j}=0 for any jj, where 1jm1 \leqslant j \leqslant m.

Let

A=[13214427/242]A=\left[\begin{array}{ccc} 1 & 3 & 2 \\ 1 & 4 & 4 \\ \sqrt{2} & 7 / \sqrt{2} & 4 \sqrt{2} \end{array}\right]

By applying a sequence of Givens rotations of the form Ω[1,3]Ω[1,2]\Omega^{[1,3]} \Omega^{[1,2]}, chosen to reduce the elements in the first column below the main diagonal to zero, find a factorisation of the matrix AR3×3A \in \mathbb{R}^{3 \times 3} of the form A=QRA=Q R, where QR3×3Q \in \mathbb{R}^{3 \times 3} is an orthogonal matrix and RR3×3R \in \mathbb{R}^{3 \times 3} is an upper-triangular matrix for which the leading non-zero element in each row is positive.