0
.
Here U
1
is found as in the previous part so that
U
1
a
1
= ae
1
.
Then we have that
U
1
A = [U
1
a
1
, U
1
a
2
, , U
1
a
n
]
where a
i
is the ith column of i. So we have that
U
1
a =
b
11
b
12
b
1n
0 b
22
b
2n
0 b
nw
b
2n
nn
= B.
We find an (n  1) " (n  1) dimensional Householder matrix U%
2
with
U%
2
B =
c
22
c
23
c
2n
0 c
33
c
3n
0 c
n3
c
nn
.
We then have that
U%
2
= 1
n 1
 2a!a
for some a in subspace spanned by e
2
, , e
n
. So we have that
U
2
=
1 0
0 U%
2
= 1  2&a!a
is a Householder matrix. But now we have that
Householder Matrices page 4
U
2
B =
1 0
0 U%
2
b
11
b
12
b
1n
0 b
22
b
2n
0 b
n2
b
2n
=
b
11
b
12
b
1n
0 c
22
c
23
c
2n
0 c
33
c
3n
0
0 0 c
n3
c
nn
.
So we have set up a recurrence and we can get to upper triangular form in n  1 steps. Q.E.D.
Now we show that we can reach Hessenberg form with n  1 successive transforms
ad U
i
where U
i
are Householder matrices. We need a little modification of the preceding zeroingout Lemma to preserve
the Hessenberg form under the right multiplication of U
i
.
LEMMA. Let a = (a
1
, , a
n
)
T
be a vector in
n
. Then there is a unit vector w (respectively, w%) of the form such
(0, w
2
, , w
n
) such that the Householder matrix U
w
satisfies
U
w
a = (a
1
, a%, 0, , 0)
T
(respectively, U
w%
a = (a
1
,  a%, 0, , 0)
T
) where a% = (a
2
, , a
n
)).
PROOF. This a modification of the previous zeroingout lemma. By the previous zeroing out lemma, there is a
unit vector
w% = ( w
1
, , w
n  1
)
in
n  1
such that
U
w%
a% = (a%, 0, , 0)
T
.
However, the matrix
U =
1 0
0 U
w%
is a Householder matrix for the unit vector
w = (0, w
1
, , w
n  1
)
in
n
. To verify this we only need to compute as follows:
1  2(w!w) =
1 0 0
0 1 0
0 0 1
 2
0
w
1
w
n  1
0, w
1
, , w
n  1
Householder Matrices page 5
=
1 0 0
0 1 2w
1
w
1
 2w
1
w
n  1
0  2w
n 1
w
1
1 2w
n 1
1w
n  1
=
1 0
0 U
w%
.
Finally we have that
Ua =
a
1
U
w%a%
= (a
1
, a%, 0, , 0)
T
.
Q.E.D.
Now we have the reduction to upper Hessenberg form.
THEOREM. Let A be an n " n matrix. Then there are at most n  1 Householder matrices U
1
, , U
n  1
such that U
n  1
U
n  2
U
1
AU
1
U
n  2
U
n  1
is a Hessenberg matrix. If A is selfadjoint, then
U
n  1
U
n  2
U
1
AU
1
U
n  2
U
n  1
is a tridiagonal matrix.
PROOF. We start a recurrence using the previous zeroingout lemma. We can find a Householder matrix
U
1
= U
w
1
with w
1
a unit vector of the form
w
1
= (0, w
12
, , w
1n
)
such that U
1
a
1
has the form
U
1
a
1
= (($ ($ 0, , 0)
T
.
Here a
1
is the first column of A and in general a
i
is column i of A. Since U
1
has the form
U
1
=
1 0
0 U
w%
we get that
U
1
A = [U
1
a
1
, , U
1
a
n
] =
* * * *
* * * *
0 * * *
0 * * *
.
Consequently, we have that
Householder Matrices page 6
U
1
AU
1
= (U
1
A)U
1
=
* * * * *
* * * * *
0 * * * *
0 * * * *
0 * * * *
1 0
0 U
w%
=
b
11
b
12
b
13
b
14
b
1n
b
11
b
22
b
33
b
34
b
2n
0 b
32
b
33
b
34
b
3n
0 b
42
b
43
b
44
b
4n
0 b
n2
b
n3
b
n4
b
nn
.
Here ( indicates that the place is filled with an entry which may not be 0.
Now we do the recurrence step l Using the matrix
B =
b
22
b
23
b
24
% b
2n
b
32
b
33
b
34
% b
3n
b
42
b
43
b
44
% b
4n
% % % % %
b
n2
b
n3
b
n4
% b
nn
,
there is a unit vector w%% '
n 1
with 0 in the first coordinate such that
U
w%%
b
11
b
12
b
13
b
14
% b
1n
b
21
b
22
b
23
b
24
% b
2n
0 b
32
b
33
b
34
% b
3n
0 b
42
b
43
b
44
% b
4n
% % % % % %
0 b
n2
b
n3
b
n4
% b
nn
U
w%%
=
c
11
c
12
c
13
% c
1n
c
21
c
22
c
23
% c
2n
0 c
32
c
33
% c
3n
% % % % %
0 c
n2
c
n3
% c
nn
Since the first coordinate of w%% is 0, we have as before that
U
w%%
=
1 0
0 U
w%%%
and that the n " n matrix
U
2
=
1 0 0
0 1 0
0 0 U
w%%
is also a Householder matrix. Here w%%% are the last n  2 coordinates of w%%. Pre and post multiplying U
1
AU
1
by U
2
does not disturb the first column. So we have that
U
2
U
1
AU
1
U
2
= U
2
b
11
b
12
b
13
b
14
% b
1n
b
21
b
22
b
23
b
24
% b
2n
0 b
32
b
33
b
34
% b
3n
0 b
42
b
43
b
44
% b
4n
% % % % % %
0 b
n2
b
n3
b
n4
% b
nn
U
2
=
b
11
c
12
c
13
c
14
% c
1n
c
21
c
22
c
23
c
24
% c
2n
0 c
32
c
33
c
34
% c
3n
0 0 c
43
c
44
% c
4n
% % % % % %
0 0 c
n3
c
n4
% c
nn
.
So now we get the proof of the theorem from recurrence.
If A s selfadjoint, then U
1
A has first column equal to (b
11
$ b
21
, 0 , 0)
T
and has first row equal to the original
first row of A. So we have ththe first row of
Householder Matrices page 7
U
1
AU
1
= (U
1
A)U
1
is equal to
(b
11
$ b
21
, 0 , 0).
So we are heading to a tridiagonal matrix and the further iterations confirm this Q.E.D.
Homework
Find Householder matrices U
1
and U
2
such that U
2
U
1
AU
1
U
2
is tridiagonal where
A =
120 80 40  16
80 120 16 40
40 16 120 80
16 40 80 120
.
Householder Matrices page 8
Homework 9
Find Householder matrices U
1
and U
2
such that U
2
U
1
AU
1
U
2
is tridiagonal where
A =
120 80 40  16
80 120 16 40
40 16 120 80
16 40 80 120
.
SOLUTION. We let
w%
1
=
1
 a%
1
 a%
1
e
1

a%
1
 a%
1
e
1
where a
1
is the first column of A and a%
1
= (80, 40, 16)
T
. We calculate
a%
1
 =
80
40
16
&
80
40
16
= 90.863
w%
1
=
80
40
16

90.863
0
0
=
10.863
40
16
and
w
1
=
1
0
2
+ (10.863)
2
+ 40
2
+ ( 16)
2
0
10.863
40
16
=
0
0.24449
0.9003
0.36012
.
This gives the first Householder matrix as
U
1
=
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
2w
1
w
1
T
=
1 0 0 0
0 0.88045 0.44023 0.17609
0 0.44023 0.62108 0.64843
0 0.17609 0.64843 0.74063
.
We then have
U
1
AU
1
=
120 90.863 0 0
90.863 157.21 56.97 36.378
0 56.97 152.85 1.0047
0 36.378 1.0047 49.94
.
Now we find U
2
. We have that
56.97
36.378
&
56.97
36.378
= 67.594
and
Householder Matrices page 9
0
0
56.97
36.378
0
0
67.594
0
=
0
0
124.56
36.378
so that
1
0
0
124.56
36.378
&
0
0
124.56
36.378
0
0
124.56
36.378
0
0
124.56
36.378
=
0 0 0 0
0 0 0 0
0 0 0.92141 0.26909
0 0 0.26909 0.078588
with
U
2
=
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
2
0 0 0 0
0 0 0 0
0 0 0.92141 0.26909
0 0 0.26909 0.078588
=
1 0 0 0
0 1 0 0
0 0 0.84282 0.53819
0 0 0.53819 0.84282
.
This produces
U
2
U
1
AU
1
U
2
=
120 90.863 0 0
90.863 157.21 67.594 0
0 67.594 123.95 46.257
0 0 46.257 78.836
which is tridiagonal.
Householder Matrices page 10
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