Processing math: 100%

 

 

 

Discussion of Householder's method for eigenvalues

Note that uuT is an outer product giving a matrix of dimension ((n1)×(n1)). Each matrix element of P then reads Pij=δij2uiuj, where i and j range from 1 to n1. Applying the transformation S1 results in ST1AS1=(a11(Pv)TPvA), where vT={a21,a31,,an1} and $\mathbf{P}$s must satisfy (Pv)T={k,0,0,}. Then Pv=v2u(uTv)=ke, with eT={1,0,0,0}.