Graphics Programs Reference
In-Depth Information
Accumulated Transformation Matrix
Since we used similarity transformations, the eigenvalues of the tridiagonal matrix
are the same as those of the original matrix. However,todetermine the eigenvectors
X of original A we must use the transformation
X
=
PX tridiag
where P is the accumulation of the individualtransformations:
P
=
P 1 P 2 ···
P n 2
We buildupthe accumulated transformationmatrixbyinitializing P to a n
×
n
identitymatrix and then applying the transformation
P 11
I i 0 T
0Q
P 11
P 12
P 21 Q
P
PP i =
=
(b)
P 21
P 22
P 12
P 22 Q
with i
=
1
,
2
,...,
n
2. It can be seen thateach multiplicationaffects only the right-
most n
i columnsof P (since the first row of P 12 containsonly zeroes, itcan also be
omittedinthe multiplication). Using the notation
P 12
P 22
P =
wehave
P 12 Q
P 22 Q
P I
uu T
H
P u
H u T
P Q
P
P
yu T
=
=
=
=
(9.47)
where
P u
H
y
=
(9.48)
The procedurefor carrying out the matrix multiplicationinEq. (b) is
Retrieve u (in our triangularizationprocedure the u 's are storedinthe columns
of the lower triangular portion of A ).
2
Compute H
= |
u
|
/
2.
P u
Compute y
=
/
H .
P
Compute the transformation P
yu T .
householder
Thisfunctionperforms the Householderreduction on the matrix A . Uponreturn,
d occupies the principal diagonalof A and c forms the upper subdiagonal; that is,
d = diag(A) and c = diag(A,1) . The portion of A below the principal diagonal is
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