Matrix Computations

(16B1NMA533)
Semester: Vth

Department of Mathematics
Jaypee Institute of Information Technology
Noida

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 Contents of the lecture

Module No. Title of Module CO

5 Householder’s Method 5

 Householder’s Method

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Householder’s method
 Householder’s transformation is to find a symmetric
tridiagonal matrix T that is similar to a given symmetric
matrix A.
Examples based on Householder’s method:
Example: Consider the real symmetric matrix

2 1 1
A   1 1 0  .
 1 0 1 

Reduce matrix A into similar tridiagonal matrix by Householder’s method.

Solution: Let x  (2, 1, 1) . We want to change x to y = (2, *, 0)T.

T

Let y  (2, 2, 0)T and

( x  y)
w  (0,1  2, 1)T / 4  2 2
|| x  y ||2
(0, 1, 0)T
w  .
42 2
Let
 
 
 0 
1 0 0   
   1 2   1 2 1 
P1  I  2ww  0 1 0   2
T
0 
 42 2  42 2 4  2 2 
0 0 1   
 1 
 
 42 2 
 
1 0 0 
 
 1 1 
 P1  0 
 2 2 
 1 1 
0  
 2 2

2  2 
 
P1 1    2 
1   0 
Then,  
and  2 1 1 P1   2 2 0 
    
1 0 0  1 0 0 
  2 1 1  
 1 1    1 1 
T  P1 AP1  0  1 1 0  0 
 2 2  2 2 
1 0 1  
 1 1   1 1 
0   0  
 2 2  2 2
 2 2 0
 
T   2 1 0
 0 0 1 
 
Then, T is the tridiagonal matrix which has same eigenvalues as of
A and is similar to matrix A.
Example: Use Householder matrices to transform
4 1 2 2
1 2 0 1 
A
 2 0 3 2 
 
2 1 2 1

to a similar symmetric tridiagonal matrix.

Solution: Let x  (4,1, 2, 2) . We want to change x to y = (4, *, 0, 0)T .

T

Let to y = (4, 3, 0, 0)T and

( x  y)
w  (0, 2, 2, 2)T / 3.
|| x  y ||2

Let
1 0 0 0 
0 1/ 3 2 / 3 2 / 3
P1  I  2ww  
T 
0 2 / 3 1/ 3 2 / 3
 
0 2 / 3 2 / 3 1/ 3 
Then
 4  4
 1   3
P1     
 2   0  and  4,1, 2, 2 P1  4,3, 0, 0
   
 2  0

Then,
4 3 0 0 
 3 10 / 3 4 / 3 1 
P1 AP1   
 0 4 / 3 1 4 / 3
 
 0  1 4 / 3 5 / 3 

Now, for x = (3, 10/3, -4/3, -1), let y = (3, 10/3, *, 0)

choose y = (3, 10/3, 5/3, 0) and w  ( x  y )T

/ || x  y ||2 .
Then
1 0 0 0 
0 1 0 0 
P2  
0 0 4 / 5 3 / 5
 
0 0 3 / 5 4 / 5 

4 3 0 0 
 3 10 / 3 5 / 3 0 
1 2 
P2 P1 APP   T
and  0 5 / 3 33 / 25 68 / 75 .
 
0 0 68 / 75 149 / 75 

This matrix T is tridiagonal.

Note that
T  P2 P1 APP
1 2  P2 P1 APP
T T
1 2  ( PP
T
1 2.
1 2 ) APP

Hence, T and A are similar and have same eigenvalues.

Practice Questions:
Use Householder’s method to reduce the following matrices into tridiagonal
form.
1 3 4
(i ) A  
 3 4 9 


 4 9 1 
1 0 4 2 
0 2 3  1
(ii ) B   
4 3 1 2 
 
 2  1  2 3 
References
1. Bronson, R., Matrix Methods an Introduction, Academic Press, 1991.
2. Wilkinson, J. H., Householder's method for symmetric matrices, Numerische
Mathematik, 354-361, 4(1), 1962.