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Information About

Householder Transformation




The Householder transformation was introduced in 1958 by Alston Scott Householder . It can be used to obtain a QR Decomposition of a matrix.


DEFINITION AND PROPERTIES


The reflection hyperplane can be defined by a Unit Vector v (a vector with length 1), that is Orthogonal to the hyperplane.

If v is given as a column unit vector and I is the Identity Matrix the linear transformation described above is given by the Householder matrix (v^T denotes the Transpose of the vector v)

: Q = I - 2 vv^T.

The Householder matrix has the following properties:
  • it is Symmetric : Q = Q^T

  • it is Orthogonal : Q^{-1}=Q^T

  • therefore it is also involutary: Q^2=I.


Furthermore, Q really reflects a point X (which we will identify with its position vector x) as described above, since
: Qx = x-2vv^Tx = x - 2\langle v,x angle v,
where \langle angle denotes the Dot Product . Note that \langle v, x angle is equal to the distance of X to the hyperplane.


APPLICATION: QR DECOMPOSITION

Householder reflections can be used to calculate QR decompositions by reflecting first one column of a matrix onto a multiple of a standard basis vector, calculating the transformation matrix, multiplying it with the original matrix and then recursing down the (''i'',''i'') Minor s of that product. See the QR Decomposition article for more.


REFERENCES

  • Alston S. Householder, Unitary Triangularization of a Nonsymmetric Matrix, Journal ACM, 5 (4), 1958, 339-342. DOI:10.1145/320941.320947


  • David D. Morrison, Remarks on the Unitary Triangularization of a Nonsymmetric Matrix, Journal ACM, 7 (2), 1960, 185-186. DOI:10.1145/321021.321030