Past exam of the numerical analysis course of the University of Oxford / 2017 / 2 / c / Solution

For a real square matrix, a QR factorization writes $B=QR$ with $Q$ an orthogonal matrix, $Q^{T}Q=I$, and $R$ an upper triangular matrix. If $B$ is invertible, so is $R$, andCompute $Q^{T}b$ and use back substitution; no matrix inverse needs to be formed.

Apply the Gram-Schmidt process to the columns $b_1,b_2,b_3$. The first column has Euclidean norm two, giving $q_1=(1,0,0{)}^T$ and $r_{11}=2$. For the second column,For the third column,This residual already has Euclidean norm one. Set $q_3=(0,-3/5,4/5{)}^T$ and $r_{33}=1$. ThusThe columns of $Q$ are orthonormal, and matrix multiplication verifies $QR=B$.

Using precisely this QR factorization, transform the right-hand side:Back substitution in $Rx=Q^{T}b$ givesTherefore