1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102
|
<html lang="en">
<head>
<title>Householder Transformations - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.8">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Linear-Algebra.html" title="Linear Algebra">
<link rel="prev" href="Bidiagonalization.html" title="Bidiagonalization">
<link rel="next" href="Householder-solver-for-linear-systems.html" title="Householder solver for linear systems">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.2 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have freedom to copy and modify this
GNU Manual, like GNU software.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Householder-Transformations"></a>
Next: <a rel="next" accesskey="n" href="Householder-solver-for-linear-systems.html">Householder solver for linear systems</a>,
Previous: <a rel="previous" accesskey="p" href="Bidiagonalization.html">Bidiagonalization</a>,
Up: <a rel="up" accesskey="u" href="Linear-Algebra.html">Linear Algebra</a>
<hr>
</div>
<h3 class="section">13.11 Householder Transformations</h3>
<p><a name="index-Householder-matrix-1308"></a><a name="index-Householder-transformation-1309"></a><a name="index-transformation_002c-Householder-1310"></a>
A Householder transformation is a rank-1 modification of the identity
matrix which can be used to zero out selected elements of a vector. A
Householder matrix P takes the form,
<pre class="example"> P = I - \tau v v^T
</pre>
<p class="noindent">where v is a vector (called the <dfn>Householder vector</dfn>) and
\tau = 2/(v^T v). The functions described in this section use the
rank-1 structure of the Householder matrix to create and apply
Householder transformations efficiently.
<div class="defun">
— Function: double <b>gsl_linalg_householder_transform</b> (<var>gsl_vector * v</var>)<var><a name="index-gsl_005flinalg_005fhouseholder_005ftransform-1311"></a></var><br>
— Function: gsl_complex <b>gsl_linalg_complex_householder_transform</b> (<var>gsl_vector_complex * v</var>)<var><a name="index-gsl_005flinalg_005fcomplex_005fhouseholder_005ftransform-1312"></a></var><br>
<blockquote><p>This function prepares a Householder transformation P = I - \tau v
v^T which can be used to zero all the elements of the input vector except
the first. On output the transformation is stored in the vector <var>v</var>
and the scalar \tau is returned.
</p></blockquote></div>
<div class="defun">
— Function: int <b>gsl_linalg_householder_hm</b> (<var>double tau, const gsl_vector * v, gsl_matrix * A</var>)<var><a name="index-gsl_005flinalg_005fhouseholder_005fhm-1313"></a></var><br>
— Function: int <b>gsl_linalg_complex_householder_hm</b> (<var>gsl_complex tau, const gsl_vector_complex * v, gsl_matrix_complex * A</var>)<var><a name="index-gsl_005flinalg_005fcomplex_005fhouseholder_005fhm-1314"></a></var><br>
<blockquote><p>This function applies the Householder matrix P defined by the
scalar <var>tau</var> and the vector <var>v</var> to the left-hand side of the
matrix <var>A</var>. On output the result P A is stored in <var>A</var>.
</p></blockquote></div>
<div class="defun">
— Function: int <b>gsl_linalg_householder_mh</b> (<var>double tau, const gsl_vector * v, gsl_matrix * A</var>)<var><a name="index-gsl_005flinalg_005fhouseholder_005fmh-1315"></a></var><br>
— Function: int <b>gsl_linalg_complex_householder_mh</b> (<var>gsl_complex tau, const gsl_vector_complex * v, gsl_matrix_complex * A</var>)<var><a name="index-gsl_005flinalg_005fcomplex_005fhouseholder_005fmh-1316"></a></var><br>
<blockquote><p>This function applies the Householder matrix P defined by the
scalar <var>tau</var> and the vector <var>v</var> to the right-hand side of the
matrix <var>A</var>. On output the result A P is stored in <var>A</var>.
</p></blockquote></div>
<div class="defun">
— Function: int <b>gsl_linalg_householder_hv</b> (<var>double tau, const gsl_vector * v, gsl_vector * w</var>)<var><a name="index-gsl_005flinalg_005fhouseholder_005fhv-1317"></a></var><br>
— Function: int <b>gsl_linalg_complex_householder_hv</b> (<var>gsl_complex tau, const gsl_vector_complex * v, gsl_vector_complex * w</var>)<var><a name="index-gsl_005flinalg_005fcomplex_005fhouseholder_005fhv-1318"></a></var><br>
<blockquote><p>This function applies the Householder transformation P defined by
the scalar <var>tau</var> and the vector <var>v</var> to the vector <var>w</var>. On
output the result P w is stored in <var>w</var>.
</p></blockquote></div>
<!-- @deftypefun int gsl_linalg_householder_hm1 (double tau, gsl_matrix * A) -->
<!-- This function applies the Householder transform, defined by the scalar -->
<!-- @var{tau} and the vector @var{v}, to a matrix being build up from the -->
<!-- identity matrix, using the first column of @var{A} as a householder vector. -->
<!-- @end deftypefun -->
</body></html>
|