(a) Define a Givens rotation Ω[p,q]∈Rm×m and show that it is an orthogonal matrix.
(b) Define a QR factorization of a matrix A∈Rm×n with m⩾n. Explain how Givens rotations can be used to find Q∈Rm×m and R∈Rm×n.
(c) Let
A=⎣⎢⎢⎢⎡300014301123/4⎦⎥⎥⎥⎤,b=⎣⎢⎢⎢⎡98/2525250⎦⎥⎥⎥⎤
(i) Find a QR factorization of A using Givens rotations.
(ii) Hence find the vector x∗∈R3 which minimises ∥Ax−b∥, where ∥⋅∥ is the Euclidean norm. What is ∥Ax∗−b∥ ?