Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2009/a/1/solution

A real square orthogonal matrix satisfies , so it preserves the Euclidean norm. The columns of are orthonormal, hence . The induced matrix norm therefore gives
For 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 block
The 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.

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