Editing Householder transformation (section)

===Householder matrix===

The matrix constructed from this transformation can be expressed in terms of an [[outer product]] as:

: <math>P = I - 2\vec v\vec v^*</math>

is known as the '''Householder matrix''', where <math display="inline">I</math> is the [[identity matrix]].

====Properties====

The Householder matrix has the following properties:
* it is [[Hermitian matrix|Hermitian]]: <math display="inline">P = P^*</math>,
* it is [[unitary matrix|unitary]]: <math display="inline">P^{-1} = P^*</math> (via the [[Sherman-Morrison formula]]),
* hence it is [[involutory matrix|involutory]]: <math display="inline">P = P^{-1}</math>.
* A Householder matrix has eigenvalues <math display="inline">\pm 1</math>.  To see this, notice that if <math display="inline">\vec x</math> is orthogonal to the vector <math display="inline">\vec v</math> which was used to create the reflector, then <math display="inline">P_v\vec x = (I-2\vec v\vec v^*)\vec x = \vec x-2\langle\vec v,\vec x\rangle\vec v = \vec x</math>, i.e., <math display="inline">1</math> is an eigenvalue of multiplicity <math display="inline">n - 1</math>, since there are <math display="inline">n - 1</math> independent vectors orthogonal to <math display="inline">\vec v</math>.  Also, notice <math display="inline">P_v\vec v = (I-2\vec v\vec v^*)\vec v = \vec v - 2\langle\vec v,\vec v\rangle\vec v = -\vec v</math> (since <math>\vec v</math> is by definition a unit vector), and so <math display="inline">-1</math> is an eigenvalue with multiplicity <math display="inline">1</math>.
* The [[determinant]] of a Householder reflector is <math display="inline">-1</math>, since the determinant of a matrix is the product of its eigenvalues, in this case one of which is <math display="inline">-1</math> with the remainder being <math display="inline">1</math> (as in the previous point), or via the [[Matrix determinant lemma]].

====Example====

consider the normalization of a vector of 1's 

<math>\vec v=\frac{1}{\sqrt{2}}\begin{bmatrix} 1\\1 \end{bmatrix}</math>

Then the Householder matrix corresponding to this vector is

<math>P_v=\begin{bmatrix}1&0\\0&1\end{bmatrix}-2(\frac{1}{\sqrt{2}}\begin{bmatrix} 1\\1 \end{bmatrix})(\frac{1}{\sqrt{2}}\begin{bmatrix} 1&1 \end{bmatrix})</math>

<math>=\begin{bmatrix}1&0\\0&1\end{bmatrix}-\begin{bmatrix} 1\\1 \end{bmatrix}\begin{bmatrix} 1&1 \end{bmatrix}</math>

<math>=\begin{bmatrix}1&0\\0&1\end{bmatrix}-\begin{bmatrix}1&1\\1&1\end{bmatrix}</math>

<math>=\begin{bmatrix}0&-1\\-1&0\end{bmatrix}</math>

Note that if we have a vector representing a coordinate in the 2D plane

<math>\begin{bmatrix}x\\y\end{bmatrix}</math>

Then in this case <math>P_v</math> flips and negates the x and y coordinates, in other words

<math>P_v\begin{bmatrix}x\\y\end{bmatrix}=\begin{bmatrix}-y\\-x\end{bmatrix}</math>

Which corresponds to reflecting the vector across the line <math>y=-x</math>, which our original vector <math>v</math> is normal to.