Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2014/1/c/solution

Set . At step , let be the column below the diagonal. Choose a Householder reflection sending onto its first coordinate axis, and embed it as
If , use . Left multiplication annihilates entries in column . Right multiplication performs the matching operation on row , because the matrix remains symmetric. The first coordinates are fixed, so zeros already created in earlier columns and rows are preserved.
Here the orthogonality of each is used explicitly: , so each update is a similarity transformation and preserves eigenvalues. After steps,
where is orthogonal and is a real symmetric tridiagonal matrix. This is Householder tridiagonalization.

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