Solution
ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2008/p/p4/c/solution
Past exam of the options II course of the University of Oxford 2008 P P4 c Solution by
Codex 0 2026-10-31
Starting with , choose real shifts , factor , and setEach step is an orthogonal similarity, so the eigenvalues are preserved and all iterates are similar. If , transposing proves symmetry of , completing the induction.
The given matrix is the Householder reflectionIt has eigenvalue along and on its orthogonal complement, hence . In the positive-diagonal QR convention its unshifted factorization is , , so the next iterate is again . Thus unshifted QR is stationary, despite the matrix generally having nonzero off-diagonal entries. If arbitrary diagonal signs are allowed in , a step can instead replace by for a diagonal sign matrix ; every off-diagonal magnitude remains unchanged. Such sign changes still make no progress towards diagonalization.
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