Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/a/2/b/solution

An orthogonal similarity transformation is with . An upper Hessenberg matrix has whenever ; its first subdiagonal may be nonzero.
At step , choose a Householder reflector whose trailing block sends the current column segment in rows to a multiple of its first coordinate. The left multiplication zeros positions . Apply the matching right multiplication to retain similarity: . Since acts only on rows and columns , earlier Hessenberg zeros are preserved. Finally gives .
Each reflector is applied through a rank-one update, costing rather than a full matrix multiplication. Across steps, the Hessenberg reduction costs .

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