Past exam of the numerical analysis course of the University of Oxford / 2015 / 3 / c

Choose the following consistent sign convention. The Givens rotation $J(i,j,\theta )$ equals the identity matrix except for the block on coordinates $i,j$:Thus it changes only the $i$th and $j$th coordinates of a vector. Write $c=\cos \theta$, $s=\sin \theta$. Its two-coordinate block satisfiesAll remaining coordinates are unchanged, so $J^{T}J=I_n$. Hence every such Givens rotation is an orthogonal matrix. With this convention the two-coordinate rotation matrix rotates through angle $-\theta$.

Let $r=\sqrt{x_i^2+x_j^2}$. If $r>0$, choose $\theta$ so thatSuch an angle exists because the two ratios have squared sum one. Then the changed coordinates areAll other coordinates satisfy $y_k=x_k$. If $r=0$, both input coordinates are zero; take $\theta =0$, giving the identity matrix on this pair. In all cases,This fixes a nonnegative retained coordinate and handles division by zero explicitly. For floating-point computation, the stable construction of a Givens rotation uses scaled Euclidean norm evaluation to avoid unnecessarily overflowing or underflowing the squares.