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Householder Reflection


Definition 2.1.1. If tex2html_wrap_inline7149 and tex2html_wrap_inline7151 then the matrix of the form
 equation748
is called the Householder matrix or Householder reflection and the vector tex2html_wrap_inline7153 is called the Householder vector.

Proposition 2.1.1. The Householder matrix H is symmetric and orthogonal. The Householder reflection reflects every vector tex2html_wrap_inline7157 in the hyperplane tex2html_wrap_inline7159.

Proof. Indeed,
displaymath7095
and
displaymath7096
To prove the third part of the assertion, we choose on the hyperplane tex2html_wrap_inline7159 an orthogonal basis tex2html_wrap_inline7163 Hence, tex2html_wrap_inline7165(i= 1:tex2html_wrap_inline7169) and tex2html_wrap_inline7171 tex2html_wrap_inline7173=1:tex2html_wrap_inline7175. If
displaymath7097
then
displaymath7098

displaymath7099

displaymath7100

displaymath7101
i.e., the vectors tex2html_wrap_inline7177 and tex2html_wrap_inline7179 have onto the hyperplane tex2html_wrap_inline7159 the same orthogonal projection
displaymath7102
but projections onto the vector tex2html_wrap_inline7153 have opposite directions. Thus tex2html_wrap_inline7179 is the reflection of tex2html_wrap_inline7177 in the hyperplane tex2html_wrap_inline7159. It is significant to note that the Householder matrix H depends only on the direction of Householder vektor tex2html_wrap_inline7153 and does not depend on the sign of the direction and length of tex2html_wrap_inline7153.

Proposition 2.1.2. If tex2html_wrap_inline7197 and tex2html_wrap_inline7199 then vector tex2html_wrap_inline7179, where H is the Householder matrix denoted by (1), has the same direction as tex2html_wrap_inline7205, i.e., the Householder reflection H applied to the vector tex2html_wrap_inline7177 annihilates all but the first component of the vector tex2html_wrap_inline7177.

Proof. Our aim is to determine for a nonzero vector tex2html_wrap_inline7177 the Householder vector tex2html_wrap_inline7153 so that tex2html_wrap_inline7217 Since
displaymath7103
and tex2html_wrap_inline7219 then tex2html_wrap_inline7221 By choosing tex2html_wrap_inline7223 we obtain that
displaymath7104

displaymath7105
and
displaymath7106

displaymath7107
Choose tex2html_wrap_inline7225 so that in the latter representation of tex2html_wrap_inline7179 the coefficient of tex2html_wrap_inline7177 is zero, i.e.,
displaymath7108

displaymath7109

displaymath7110
For this choicetex2html_wrap_inline7231 we have tex2html_wrap_inline7233 and

displaymath7111

Example 2.1.1 Let tex2html_wrap_inline7235 Find the Householder vector tex2html_wrap_inline7153 and according to it the Householder transformation that annihilates the two last coordinates of the vector tex2html_wrap_inline7177. By Proposition 2.1.1 we compute tex2html_wrap_inline7241 Choose the sign plus for coefficient of tex2html_wrap_inline7205
and we obtain tex2html_wrap_inline7245 Find the Householder matrix H that depends only on direction of tex2html_wrap_inline7153,
displaymath7112

displaymath7113
Check,

displaymath7114

Exercise 2..1.1.* Find the Householder matrix H such that tex2html_wrap_inline7253, where tex2html_wrap_inline7255

Let tex2html_wrap_inline7257 (tex2html_wrap_inline7259=1:tex2html_wrap_inline7261) be the Householder matrices. Consider the product of these matrices
displaymath7115
where
displaymath7116
and each tex2html_wrap_inline7263 has the form
displaymath7117
The matrix Q can be written in the form
 equation1027
where W and Y are tex2html_wrap_inline7271matrices. The answer to the question how to find representation (2) is given with the following proposition.

Proposition 2.1.3. Suppose tex2html_wrap_inline7273 is an orthogonal matrix with tex2html_wrap_inline7275 If tex2html_wrap_inline7277 where tex2html_wrap_inline7149 and tex2html_wrap_inline7281 then
displaymath7118
where tex2html_wrap_inline7283 and tex2html_wrap_inline7285 and consequently, W+, tex2html_wrap_inline7289

Proof. Since
displaymath7119

displaymath7120
and
displaymath7121
then tex2html_wrap_inline7291 and the assertion of the proposition holds.


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