Loading [MathJax]/extensions/TeX/boldsymbol.js

 

 

 

Discussion of Householder's method for eigenvalues

Note that \mathbf{u}\mathbf{u}^T is an outer product giving a matrix of dimension ( (n-1) \times (n-1) ). Each matrix element of \mathbf{P} then reads P_{ij}=\delta_{ij}-2u_iu_j, where i and j range from 1 to n-1 . Applying the transformation \mathbf{S}_1 results in \mathbf{S}_1^T\mathbf{A}\mathbf{S}_1 = \left( \begin{array}{cc} a_{11} & (\mathbf{Pv})^T \\ \mathbf{Pv}& \mathbf{A}' \end{array} \right) , where \mathbf{v^{T}} = \{a_{21}, a_{31},\cdots, a_{n1}\} and $\mathbf{P}$s must satisfy ( \mathbf{Pv})^{T} = \{k, 0, 0,\cdots \} . Then \begin{equation} \mathbf{Pv} = \mathbf{v} -2\mathbf{u}( \mathbf{u}^T\mathbf{v})= k \mathbf{e}, \tag{6} \end{equation} with \mathbf{e^{T}} = \{1,0,0,\dots 0\} .