Factored-Q - The Action of Householder Reflectors Let A...

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Unformatted text preview: The Action of Householder Reflectors Let A ∈ Rm×n , m ≥ n. You may recall that the Householder QR factorization can be written as Hp · · · H2 H1 A = R, where p = min (n, m − 1) and Hk = I − ( ut2uk )uk ut is a Householder reflector which k k introduces zeros into positions k + 1 to m of the k th column of the matrix A(k−1) = Hk−1 · · · H2 H1 A. This gives A = QR, where we define Q = H1 H2 · · · Hp . The Hj are not explicitly formed, since that is very inefficient, and since they are completely determined by the u vectors. The matrix Q is never formed, either. What we do is save the uj ’s. If we let Qu be the array whose j th column is uj , it would be called the ”factored form” of Q (I think of it as an array, not a matrix). In Matlab, if u is our variable name for uj , then we might write Qu(:, j ) = u. In a memory efficient code, we would use the lower triangle of A (plus an n-vector) to store all of the uj s. Later we will need to find the vector c = Qt b, and instead of explicitly forming Q, we use the routine HOUSEQACT. Notice that c = Qt b = Hn−1 · · · H2 H1 b, so we write HOUSEQACT to form this product: c = b; for j=1:p, c = Hj * c; %but you code this line the right way... end We discuss how to find the uj ’s and how to code the algorithm efficiently for speed and memory on other pages, but a good implementation of the loop above should be all the convincing you need to understand that Householder reflectors are never −1 explicitly computed: Such an implementation requires p=0 4(m − j ) ≈ 2p(2m − p) j flops, and even if we knew Q ∈ Rm×m explicitly (which we do not, and which is expensive), it would require 2m2 flops (more efficient only if p > m). ...
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This note was uploaded on 12/18/2010 for the course PHYS 5073 taught by Professor Mark during the Fall '10 term at Arkansas.

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