The required actions have already been identified:
In three dimensions choose a unit vector perpendicular to both. Its one-dimensional orthogonal complement to the pair is invariant under . On a one-dimensional real space, a skew-symmetric matrix must act as zero: would imply . Thus .
The columns of form an orthonormal basis, so is an orthogonal matrix. The displayed actions give
and therefore
If , take and any orthogonal matrix . Otherwise its nonzero two-dimensional block supplies the pair used above.
Under an orthogonal matrix , the Levi-Civita symbol satisfies
Use this twice, and use for the contracted index. It follows that
Therefore : it is a fourth-rank isotropic tensor. Although a single alternating symbol is a pseudotensor under reflections, the two determinant factors multiply to one, so this product is an ordinary tensor even for improper orthogonal transformations.
Here . Splitting the matrix exponential into even and odd powers therefore gives
For the second matrix, , so . Hence
Both are real orthogonal matrices, and hence also unitary matrices.
For a Cartesian coordinate change with an orthogonal matrix, a rank- tensor obeys
with repeated indices summed according to Einstein notation. A tensor is isotropic if for every proper rotation matrix . Under proper rotations the Levi-Civita symbol is an isotropic third-rank tensor; if reflections are included, it is a pseudotensor. The convention using proper rotations is the one relevant to the rank-three classification here.
A Givens rotation acts as the identity matrix outside two selected coordinates , and has the following block on those coordinates:
The convention with the opposite signs of the sines is equivalent after replacing by . A Householder reflection with nonzero normal vector is
It reverses the component parallel to and fixes the perpendicular hyperplane. Both are orthogonal matrices, so their transposes are their inverses and they preserve the Euclidean norm.
A QR factorization of a real matrix is
Thus is an orthogonal matrix and is an upper triangular matrix. It exists even if is singular; requiring positive diagonal entries of is a convenient uniqueness convention for nonsingular , rather than part of the general existence statement. Over the complex numbers, replace orthogonal by unitary and transpose by conjugate transpose.
A real square matrix is an orthogonal matrix when , equivalently its columns form an orthonormal basis. Here is the transpose and the identity matrix. For every vector ,
Taking nonnegative square roots proves
Thus an orthogonal matrix preserves the Euclidean norm.
Choose the following consistent sign convention. The Givens rotation equals the identity matrix except for the block on coordinates :
Thus it changes only the th and th coordinates of a vector. Write , . Its two-coordinate block satisfies
All remaining coordinates are unchanged, so . Hence every such Givens rotation is an orthogonal matrix. With this convention the two-coordinate rotation matrix rotates through angle .
The orthonormal columns satisfy and . By part (i), . A product of orthogonal matrices is an orthogonal matrix, since . Consequently
The last expression is the first coordinate of the transformed second column. Thus the first row is
The one in the first entry uses the nonnegative retained-coordinate convention. A different consistent sign convention could give instead; the second entry must still be zero by preservation of the inner product.
For a real square matrix, a QR factorization writes with an orthogonal matrix, , and an upper triangular matrix. If is invertible, so is , and
Compute and use back substitution; no matrix inverse needs to be formed.
Apply the Gram-Schmidt process to the columns . The first column has Euclidean norm two, giving and . For the second column,
For the third column,
This residual already has Euclidean norm one. Set and . Thus
The columns of are orthonormal, and matrix multiplication verifies .
Using precisely this QR factorization, transform the right-hand side:
Back substitution in gives
Therefore
Set . For column indices , the product has polynomial degree at most , so exactness of Gauss-Legendre quadrature and orthonormality give
Thus is a square matrix with , and therefore is an orthogonal matrix: as well. It follows that
Equivalently, the rows of the generalized Vandermonde matrix are orthogonal and
The normalization matters: here , where is the conventional Legendre polynomial used above. Thus a formula containing only the nodes and the question's orthonormal polynomials is
This identity is the discrete orthogonality of Gaussian quadrature.
Throughout Question 2(a) and 2(b), write , , and . Then the supplied full singular value decomposition can also be written , with and an orthogonal matrix.
The Euclidean norm is invariant under an orthogonal matrix, so the full singular value decomposition gives
The second term is independent of ; the first attains its unique minimum zero because is an invertible matrix. The linear least squares solution is therefore
Here is the Moore-Penrose inverse, and the fitted vector is the orthogonal projection onto the image of a linear map defined by .
With the singular value decomposition supplied, forming costs arithmetic operations, diagonal scaling costs , and multiplication by costs . Since ,
One need not form , or to calculate . Computing the needed thin singular value decomposition first has standard dense cost ; explicitly forming an entire orthogonal completion can require additional work when is much larger than .
For , and are square orthogonal matrices. Multiply the linear system successively by , and to obtain
With the singular value decomposition already supplied, compute , divide by , then form . The two dense matrix-vector products each cost arithmetic operations in Big O notation, and the diagonal scaling costs . Thus
If the singular value decomposition first has to be computed, its usual dense cost is ; that is a separate setup cost and can be reused for further right-hand sides.
All singular values are positive, so and are invertible matrices and has matrix rank . The image of a linear map is therefore
with those columns furnishing an orthonormal basis. Also implies and hence . Thus
Finally exactly when . The remaining columns of the full orthogonal matrix span this orthogonal complement:
If , this last null space also equals and has the empty basis.
Applying the implicit midpoint rule to the simple harmonic oscillator system gives
Factor the change in the quadratic form and substitute these equations:
Thus every step preserves the first integral
For completeness, the implicit equations are solvable for every real : putting , their coefficient matrix has determinant and the update is
This is an orthogonal matrix, as follows from . It therefore preserves the Euclidean norm, explaining geometrically the exact energy conservation. This is a concrete instance of Runge-Kutta conservation of quadratic invariants. Preservation of the circle does not assert that the numerical and exact solutions have the same phase at a fixed nonzero step size.
A real square orthogonal matrix satisfies . Equivalently its columns form an orthonormal basis. In particular it preserves the Euclidean norm, since .
The outer product has entries . Every column is a multiple of , and at least one column is nonzero because . Its column space is therefore exactly , giving .
A Householder matrix is , . With one has and , so . Thus it is an orthogonal matrix and is its own inverse.
To express an arbitrary orthogonal as a product of these reflections, argue by induction on its dimension. Its first column is a unit vector. If , take . Then and , so the corresponding reflection satisfies . If , no reflection is required. The resulting orthogonal matrix has first column ; orthogonality of its columns then makes its first row as well. It is consequently with orthogonal. Apply the induction hypothesis to and embed its reflections in the full space. In dimension one the only possibilities are , the empty product, and , itself a reflection. Reversing the performed transformations proves the Householder factorization of an orthogonal matrix, with at most the dimension many reflections.
A real square orthogonal matrix satisfies , so it preserves the Euclidean norm. The columns of are orthonormal, hence . The induced matrix norm therefore gives
For the left truncation, , and equality is guaranteed for arbitrary only when . Indeed, if , take , where is an omitted column of . Then but . Merely taking does not guarantee preservation for an arbitrary .
A full QR decomposition of a real matrix is , with orthogonal and upper trapezoidal; for a square matrix, is upper triangular. Fix the following sign convention for a Givens rotation: it is the identity except for its block
The block transpose times the block is because , proving orthogonality. Writing , the choice gives and . To zero the other coordinate take , giving . If , both entries are already zero and the identity suffices.
For a tridiagonal matrix, successively rotate adjacent row pairs , each time zeroing the current entry . Earlier columns remain triangular because both affected rows are already zero there. The result is upper triangular, so gives its QR decomposition. Only rotations are required; the resulting has at most two superdiagonals.
For a full square matrix, process columns . Within column , for , rotate rows to eliminate the current entry. Previously cleared columns stay clear. With in application order, , one has . This is QR decomposition by Givens rotations.
The nullspace is the vector subspace . A full real singular value decomposition is
where are orthogonal matrices and for , with for . We may order . The columns of form an orthonormal basis of the input space , and the columns of form one of the output space . The positive singular values number exactly the matrix rank.