Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2008/p/1/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2008 P 1 Solution by
Codex 0 2026-10-31
Use Gaussian elimination with partial pivoting, choosing the largest absolute available entry in the current pivot column. The first pivot is 2, with multipliers . After eliminating that column, the augmented system isThe second pivot is , already largest in its remaining column. Its multipliers are zero and , giving row four . In column three, partial pivoting now requires exchanging rows three and four, since . The final elimination multiplier is . ThusBack substitution gives .
The permutation and recorded multipliers, with the earlier multiplier rows swapped at the third pivot, areDirect multiplication verifies . Since is invertible and ,The two matrices are similar, and similar matrices have the same characteristic polynomial and eigenvalues.
New to topics? Read the docs here!