Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 1 / 40E / a / Solution

Since $S\mathbf{w}=c{\mathbf{e}}^{(1)}$ and $A\mathbf{w}={\lambda }_1\mathbf{w}$,Thus the first column of $\hat{A}$ is $({\lambda }_1,0,\dots ,0{)}^T$, and $\hat{A}$ is a block upper triangular matrix:where $B$ is its bottom-right $(n-1)\times (n-1)$ submatrix. ThereforeA similarity transformation preserves the characteristic polynomial, sowith algebraic multiplicities included.

To construct $S$, use a Householder transformation. With $\alpha =\Vert \mathbf{w}{\Vert }_2$, choose the sign of $\alpha$ to avoid cancellation and setThen $S$ is an orthogonal matrix and maps $\mathbf{w}$ to $\alpha {\mathbf{e}}^{(1)}$ up to the chosen sign. If $\mathbf{w}$ already lies on the first coordinate axis, take a suitable diagonal sign matrix. This is the one-vector case of orthogonal coordinate reduction of a subspace.