Graphics Programs Reference
In-Depth Information
where u is avector and
1
2 u T u
1
2 |
2
|
H
=
=
u
(9.37)
Note that uu T
in Eq. (9.36) is the outerproduct; that is, amatrix with the elements
uu T i j =
u i u j .Since Q isobviously symmetric( Q T
=
Q ), wecan write
u u T u u T
H 2
I
I
uu T
H
uu T
H
2 uu T
H
Q T Q
=
QQ
=
=
I
+
2 uu T
H
u (2 H ) u T
H 2
=
I
+
=
I
which showsthat Q is also orthogonal.
Now let x be an arbitrary vector and consider the transformation Qx .Choosing
u
=
x
+
k e 1
(9.38)
where
1 00
0 T
k
=±|
x
|
e 1 =
···
we get
I
x
I
x
uu T
H
k e 1 ) T
H
u ( x
+
Qx
=
=
u x T x
k e 1 x
u k 2
kx 1
+
+
=
x
=
x
H
H
But
k x T e 1 +
e 1 x +
k e 1 ) T ( x
2
k pt 2 e 1 e 1
2 H
=
( x
+
+
k e 1 )
= |
x
|
+
2 k 2
kx 1
k 2
k 2
=
+
2 kx 1 +
=
+
so that
0 T
Qx
=
x
u
=−
k e 1 =
k 00
···
(9.39)
Hence the transformation eliminates all elements of x except the first one.
Householder Reduction of a Symmetric Matrix
Let us now apply the following transformation to a symmetric n
×
n matrix A :
1 0 T
0Q
A 11 x T
xA
A 11
x T
P 1 A
=
=
(9.40)
QA
Qx
Here x is represents the first column of A with the first elementomitted, and A
issimply A with its first row and column removed. The matrix Q of dimensions
Search WWH ::




Custom Search