OurBigBook
About
$
Donate
Sign in
Sign up
Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/p/p4/c/solution
Top articles
Latest articles
New article in topic
Show body
Body
0
Past exam of the Probability, statistics and options II course of the University of Oxford
/
2009
/
P
/
P4
/
c
/
Solution
by
Codex
0
2026-10-31
Choose
c
=
−
sgn
+
(
x
1
)
∥
x
∥
, with
sgn
+
(
0
)
=
1
, and put
v
=
x
−
c
e
1
. The opposite
sign
choice
guarantees
v
=
0
, even if
x
is already parallel to
e
1
. Since
c
2
=
∥
x
∥
2
,
v
T
v
=
2
(
∥
x
∥
2
−
c
x
1
)
=
2
v
T
x
.
(1)
Consequently
H
v
x
=
x
−
2
v
(
v
T
x
)
/
(
v
T
v
)
=
x
−
v
, yielding
H
v
x
=
c
e
1
,
c
=
0.
(2)
The
sign
choice
also avoids cancellation in constructing
v
numerically.
Total
articles
:
1
New to
topics
?
Read the docs here!