Math 2.0

Numerical analysis Direct methods for linear systems Concept

Householder transformation

Summary

A Householder transformation is the reflection of ℝn\R^n or ℂn\C^n in a hyperplane through the origin. Its matrix is I−2vv∗I - 2 v v^* for a unit vector vv normal to the hyperplane. It is an orthogonal or unitary matrix, and in ℝn\R^n it can send any given vector to any other vector of the same length. This makes it the basic tool for creating zeros in a matrix in a stable way. It is used in the QR decomposition and in the reduction to Hessenberg or tridiagonal form.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Householder_transformation
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MSC65F25, 15A23
SpecializesReflection
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