Solution
ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2017/2/c/solution
Past exam of the numerical analysis course of the University of Oxford 2017 2 c Solution by
Codex 0 2026-10-31
For a real square matrix, a QR factorization writes with an orthogonal matrix, , and an upper triangular matrix. If is invertible, so is , andCompute and use back substitution; no matrix inverse needs to be formed.
Apply the Gram-Schmidt process to the columns . The first column has Euclidean norm two, giving and . For the second column,For the third column,This residual already has Euclidean norm one. Set and . ThusThe columns of are orthonormal, and matrix multiplication verifies .
Using precisely this QR factorization, transform the right-hand side:Back substitution in givesTherefore
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