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Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2009 A 3 Solution by
Codex 0 2026-10-31
The Krylov subspace is . If for a polynomial of degree at most , thenso and . Conversely, this residual identity impliesThus the converse holds whenever is invertible. More precisely, for fixed it holds for every such exactly when : the identity determines only up to an arbitrary nullspace vector. Without this qualification the singular-matrix converse is false, for example when , and .
Assume and exact arithmetic for the Lanczos algorithm. At step putprovided . The initial coefficient of is immaterial. Inductively suppose are orthonormal. Then by the choice of . For , symmetry and the preceding recurrence give , so . If , the recurrence gives , and therefore . Hence is perpendicular to every preceding basis vector. Its normalization supplies the next orthonormal vector.
Every new belongs to . The orthonormal vectors are independent, whereas that Krylov subspace has dimension at most ; they therefore form its basis. Continuing the recurrence one more step givesIn particular . If the next residual is zero, the last term is zero and the span is an invariant subspace; no undefined normalized vector is needed. If is an eigenvector, , so immediately. The algorithm terminates with the exact one-dimensional invariant subspace, rather than generating further vectors. If , the initial residual has already vanished and the normalization defining is unnecessary.
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2009 A 2 Solution by
Codex 0 2026-10-31
The Gauss-Seidel method updates coordinates successively using the newest available entries:It is well-defined for every initial vector exactly when every , equivalently when the triangular matrix is invertible. Nonsingularity of alone does not ensure this. The matrix form isIf the iterates converge to , passing to the limit gives , hence . Nonsingularity identifies as the unique solution .
Now assume is a symmetric positive-definite matrix. Testing with the coordinate vector gives , so is positive definite. The form is an inner product: bilinearity and symmetry are immediate and positivity is the hypothesis. Its Cauchy-Schwarz inequality givesproving the triangle inequality; definiteness and absolute homogeneity are immediate. Thus is the energy norm.
Subtract the iteration from the exact equation to obtain . HenceUsing the preceding iteration also gives and therefore for , as required.
Put . Expanding the two quadratic forms and using the first identity gives the exact Gauss-Seidel energy decrease identity:Here . If , then , so . Otherwise . Thus unless the exact solution has already been reached.
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2009 A 1 Solution by
Codex 0 2026-10-31
A real square orthogonal matrix satisfies , so it preserves the Euclidean norm. The columns of are orthonormal, hence . The induced matrix norm therefore givesFor the left truncation, , and equality is guaranteed for arbitrary only when . Indeed, if , take , where is an omitted column of . Then but . Merely taking does not guarantee preservation for an arbitrary .
A full QR decomposition of a real matrix is , with orthogonal and upper trapezoidal; for a square matrix, is upper triangular. Fix the following sign convention for a Givens rotation: it is the identity except for its blockThe block transpose times the block is because , proving orthogonality. Writing , the choice gives and . To zero the other coordinate take , giving . If , both entries are already zero and the identity suffices.
For a tridiagonal matrix, successively rotate adjacent row pairs , each time zeroing the current entry . Earlier columns remain triangular because both affected rows are already zero there. The result is upper triangular, so gives its QR decomposition. Only rotations are required; the resulting has at most two superdiagonals.
For a full square matrix, process columns . Within column , for , rotate rows to eliminate the current entry. Previously cleared columns stay clear. With in application order, , one has . This is QR decomposition by Givens rotations.
Pinned article: Introduction to the OurBigBook Project
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Intro to OurBigBook
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