Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/p/p4/d/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 P P4 d Solution by
Codex 0 2026-10-31
Proceed column by column. At stage , consider the entries below the diagonal in column , indexed . If this tail is nonzero, part (c) provides a Householder matrix sending it to a multiple of its first coordinate vector. Embed this matrix as an orthogonal matrix acting identically on coordinates , and apply the similarity transformation . The tail's entries below row become zero. Symmetry is preserved, so the corresponding entries in row vanish too. If the tail is already zero, use the identity transformation.
Earlier reduced columns remain unchanged in their required zero positions: all their entries in the newly mixed tail coordinates were already zero, and the first coordinates are fixed. Thus each stage preserves the previous zeros while creating the next ones. After stages, all entries at distance greater than one from the diagonal vanish. With the product one has andThis constructive reduction uses only reflections on successive trailing subspaces.
New to topics? Read the docs here!