Solution

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

Let the real QR shift be and put . A valid QR factorization, including the singular cases , is
Here , and multiplying verifies . Using this orthogonality in the shifted update gives
It is diagonal exactly when . Therefore all real shifts giving the eigenvalues in one iteration are
The resulting diagonal is or , respectively. Both QR shifts are exact eigenvalues. Sign changes in the QR factorization conjugate by a diagonal sign matrix and do not alter its zero pattern. This is Exact-shift diagonalization of a two-state swap matrix.

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