Why is Woolf's essay partly fictional? Why does not she write completely in non-fiction about the limitations women face in writing?

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Virginia Woolf begins "A Room of One's Own" with a rumination on what it means to give a talk about women and fiction, outlining what she thinks the people who invited her to speak might have been expecting:

They might mean simply a few remarks about Fanny...

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Virginia Woolf begins "A Room of One's Own" with a rumination on what it means to give a talk about women and fiction, outlining what she thinks the people who invited her to speak might have been expecting:

They might mean simply a few remarks about Fanny Burney; a few more about Jane Austen; a tribute to the Brontës and a sketch of Haworth Parsonage under snow; some witticisms if possible about Miss Mitford; a respectful allusion to George Eliot; a reference to Mrs. Gaskell and one would have done.

This entirely non-fictional talk would have been the most conventional approach to the task. Its most obvious limitation would have been a tendency to excessive optimism, even triumphalism, since every example would have been one of difficulties overcome. In fact, several of the real life examples would have run counter to Woolf's argument: Jane Austen famously did not have a room of her own and had to write at a minuscule desk in a hallway, with a squeaky floorboard giving her the warning that she was likely to be interrupted. If she had included American slaves like Phillis Wheatley, she would have had to admit that a woman could become a celebrated poet without even owning herself.

The fictional element in the talk allows Woolf to include writers who would have been lost to history. Her point about Judith Shakespeare is that even if she had existed, we would not know anything about her. Any woman with the type of gifts Woolf ascribes to Shakespeare's sister (which is to say, similar gifts to those of Shakespeare himself) "would certainly have gone crazed, shot herself, or ended her days in some lonely cottage outside the village, half witch, half wizard, feared and mocked at." Any example of such an obscure and tragic genius must necessarily be fictional.

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Virginia Woolf’s lengthy essay “A Room of One’s Own” was originally a University lecture to women’s colleges at Cambridge. As an oration, the inclusion of anecdotes or even fictions helps to keep the audience engaged and interested in the ideas presented within the talk. As an essay, the fictions serve the same function, though in going further in the written format, Woolf’s extended metaphors allow the reader to distill her writing down to the main ideas. Though Woolf’s own personal experience could speak to the exclusion of women in education and literary circles, she hopes that her audience will understand her dissatisfaction with the role of women in academia to be something more universal. Her development of the character of William Shakespeare’s fictional sister Judith, who could only have perished alone if she tried to pursue her genius in the Elizabethan age, achieves several goals: it acknowledges the loss of artistic development that could have been throughout all of human history; it acknowledges that loss of female contributions exists even in England’s own “Golden Age,” which was led by one of its most notable female leaders; and it suggests that the Bard’s accomplishments, to which each English writer is indebted, had the potential to come from a female mind as easily as a man’s—when, of course, she is provided with the opportunity.

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In A Room of One's Own, Woolf states,

Therefore I propose, making use of all the liberties and licenses of a novelist, to tell you the story of the two days that preceded my coming here—how, bowed down by the weight of the subject which you have laid upon my shoulders, I pondered it, and made it work in and out of my daily life.

Woolf gets more to the point when she writes about why she fictionalizes:

when a subject is highly controversial—and any question about sex is that—one cannot hope to tell the truth. One can only show how one came to hold whatever opinion one does hold.

She says quite plainly in the above quote that she wants to explain what thought processes underlie her convictions about women writers.

Since Woolf was trying to condense a large number of observations she had made over many years into one essay, it was important that she fictionalize so she could get to her point. Her point was that the material and personal disadvantages women suffered made it difficult for them to produce literature at the same rate and of the same quality as men. She wanted people to focus on that big-picture theme rather than haggle about factual details.

In addition, Woolf experienced anger over being denied the educational opportunities afforded her brothers and other men of her class. Fictionalizing her essay gave her some distance from it and helped her contain her outrage, which she didn't want to detract from her argument (although some does spill onto her pages). She was particularly unhappy that women's lack of literary output compared to men was attributed to women's mental inferiority when she knew that wasn't true.

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I think that part of what makes Woolf's writing fascinating is her adoption of a slightly fictional, slightly non fictional point of view.  If she were to create an entirely non fictional piece, it would be more of a sociological study and would lack the imagination and creativity that the fiction aspect affords her.  One of her driving forces seems to be the desire to increase the moral imagination of the reader.  Her employment of fiction helps to do this.  At the same time, she is attempting to be consistent with the Modernist belief systems in seeking to construct a work that is not entirely in one vein.  The notion of multivocality in the approach to writing and creating literature is something that appealed to Modernists, who sought to define the genre in new and different manners.

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