Householder operator
In linear algebra, the Householder operator is defined as follows.[1] Let [math]\displaystyle{ V\, }[/math] be a finite-dimensional inner product space with inner product [math]\displaystyle{ \langle \cdot, \cdot \rangle }[/math] and unit vector [math]\displaystyle{ u\in V }[/math]. Then
- [math]\displaystyle{ H_u : V \to V\, }[/math]
is defined by
- [math]\displaystyle{ H_u(x) = x - 2\,\langle x,u \rangle\,u\,. }[/math]
This operator reflects the vector [math]\displaystyle{ x }[/math] across a plane given by the normal vector [math]\displaystyle{ u }[/math].[2]
It is also common to choose a non-unit vector [math]\displaystyle{ q \in V }[/math], and normalize it directly in the Householder operator's expression:[3]
- [math]\displaystyle{ H_q \left ( x \right ) = x - 2\, \frac{\langle x, q \rangle}{\langle q, q \rangle}\, q \,. }[/math]
Properties
The Householder operator satisfies the following properties:
- It is linear; if [math]\displaystyle{ V }[/math] is a vector space over a field [math]\displaystyle{ K }[/math], then
- [math]\displaystyle{ \forall \left ( \lambda, \mu \right ) \in K^2, \, \forall \left ( x, y \right ) \in V^2, \, H_q \left ( \lambda x + \mu y \right ) = \lambda \ H_q \left ( x \right ) + \mu \ H_q \left ( y \right ). }[/math]
- It is self-adjoint.
- If [math]\displaystyle{ K = \mathbb{R} }[/math], then it is orthogonal; otherwise, if [math]\displaystyle{ K = \mathbb{C} }[/math], then it is unitary.
Special cases
Over a real or complex vector space, the Householder operator is also known as the Householder transformation.
References
- ↑ Roman 2008, p. 243-244
- ↑ Methods of Applied Mathematics for Engineers and Scientist. Cambridge University Press. pp. Section E.4.11. ISBN 9781107244467. https://books.google.com/books?id=nQIlAAAAQBAJ.
- ↑ Roman 2008, p. 244
- {{citation | last=Roman | first=Stephen
Original source: https://en.wikipedia.org/wiki/Householder operator.
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