Householder Reflection or Transformation is one the methods of decomposing a matrix into an Orthogonal Matrix (Q) and Right Upper Triangular Matrix (R). It helps to solve systems of equation using backward substitution.
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http://sandymillin.wordpress.com/iateflwebinar2024
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2. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
3. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Introduction
The Householder matrix (reflector) is a unitary (or orthogonal)
matrix that is often used to decompose a matrix into an upper
triangular matrix and orthogonal matrix. In particular,
Householder matrices are usually used to destroy the entries
below the main diagonal of a matrix.
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
4. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Householder Properties
The Householder Transformation or Matrix has the following
properties:
It is symmetric
H = HT
It is also orthogonal
HT
= H−1
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
5. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Consider H to be the Householder Matrix:
Proof: Symmetry
H = HT
(1)
H = I − 2vvT
(2)
HT
= (I − 2vvT
)T
(3)
= IT
− 2(vvT
)T
(4)
= IT
− 2(vT
)T
vT
(5)
= I − 2vvT
(6)
= H (7)
Hence, proved!
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
6. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Consider H to be the Householder Matrix:
Proof: Orthogonality
HT
= H−1
(8)
HT
H = H−1
H = I (9)
HT
H = (I − 2vvT
)T
(I − 2vvT
) (10)
= (I − 2vvT
)(I − 2vvT
) (11)
= I − 2(vvT
) − 2(vvT
) + 4vvT
vvT
(12)
= I − 4(vvT
) + 4v(vT
v)vT
(13)
= I − 4(vvT
) + 4vvT
(14)
= I (15)
Hence, proved! (16)
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
7. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Householder Reflection(Matrix) Derivation
1. Finding any vector u
Considering n dimensional vector x = [x1, x2, ..., xn]T
and
e = [1, 0, ..., 0]T
which a first standard basis vector.
u = x − ||x||e1
2. Finding Householder vector v
v =
u
||u||
3. Construction the Householder Matrix
H = I − 2vvT
= I −
2uuT
||u||2
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
8. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Remark
When the Householder Matrix H is a applied to x, it obtains
its reflection. Say,
x = Hx
Proof
x = Hx = (I − 2vvT
)x = I −
2uuT
||u||2
x (17)
||u||2
= (x − ||x||e1)T
(x − ||x||e1) (18)
= (xT
− ||x||eT
1 )(x − ||x||e1) (19)
= xT
x − ||x||xT
e1 − ||x||eT
1 x + ||x||2
eT
1 e1 (20)
= ||x||2
− 2||x||x1 + ||x||2
(21)
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
9. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Proof continues...
= 2||x||2
− 2||x||x1 (22)
= 2(||x||2
− ||x||x1) (23)
x = I −
2u(x − ||x||e1)T
2(||x||2 − ||x||x1)
x (24)
= x −
2u(xT
x − ||x||eT
1 x)
2(||x||2 − ||x||x1)
(25)
= x −
u(||x||2
− ||x||x1)
(||x||2 − ||x||x1)
(26)
= x − u (27)
= x − (x − ||x||e1) (28)
= ||x||e1 (29)
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
10. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Question 1
Consider the matrix
B =
−1 −1 1
1 3 3
−1 −1 5
using Householder Reflection, determine the QR Factorization.
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
15. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Solution:
Q = Q2
−0.5774 −0.4082 −0.7071
0.5774 −0.8165 0
−0.5774 −0.4082 0.7071
R = R2
1.7321 2.8868 −1.7321
0 1.6330 4.8990
0 0 −2.8284
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
16. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Question 2
Find QR Decomposition using Householder Method of the
matrix
B =
1 −1 4
1 4 −2
1 4 2
1 −1 0
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
22. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
Solution:
Q = Q2
0.50 −0.50 0.50 0.50
0.50 0.50 −0.50 −0.50
0.50 0.50 0.50 −0.50
0.50 −0.50 −0.50 −0.50
R = R2
2 3 2
0 5 −2
0 0 4
0 0 0
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition
23. Introduction
Proof of Householder Transformation Properties
Householder Reflection Derivation
Application of Householder Reflection to QR Decomposition
End
THANK YOU
Reference
www.statlect.com/matrix-algebra/Householder-matrix
Isaac Amornortey Yowetu Householder Transformation and QR Decomposition