166 research outputs found

    Householder triangularization of a quasimatrix

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    A standard algorithm for computing the QR factorization of a matrix A is Householder triangularization. Here this idea is generalized to the situation in which A is a quasimatrix, that is, a “matrix” whose “columns” are functions defined on an interval [a,b]. Applications are mentioned to quasimatrix leastsquares fitting, singular value decomposition, and determination of ranks, norms, and condition numbers, and numerical illustrations are presented using the chebfun system

    Quaternion Singular Value Decomposition based on Bidiagonalization to a Real Matrix using Quaternion Householder Transformations

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    We present a practical and efficient means to compute the singular value decomposition (svd) of a quaternion matrix A based on bidiagonalization of A to a real bidiagonal matrix B using quaternionic Householder transformations. Computation of the svd of B using an existing subroutine library such as lapack provides the singular values of A. The singular vectors of A are obtained trivially from the product of the Householder transformations and the real singular vectors of B. We show in the paper that left and right quaternionic Householder transformations are different because of the noncommutative multiplication of quaternions and we present formulae for computing the Householder vector and matrix in each case

    The Canonical Coset Decomposition of Unitary Matrices Through Householder Transformations

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    This paper reveals the relation between the canonical coset decomposition of unitary matrices and the corresponding decomposition via Householder reflections. These results can be used to parametrize unitary matrices via Householder reflections

    Numerical Analysis

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    Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre SĂĽli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright

    Householder orthogonalization with a non-standard inner product

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    Householder orthogonalization plays an important role in numerical linear algebra. It attains perfect orthogonality regardless of the conditioning of the input. However, in the context of a non-standard inner product, it becomes difficult to apply Householder orthogonalization due to the lack of an initial orthogonal basis. We propose strategies to overcome this obstacle and discuss algorithms and variants of Householder orthogonalization with a non-standard inner product. Rounding error analysis and numerical experiments demonstrate that our approach is numerically stable

    A Family of Householder Matrices

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    A Householder transformation, or Householder reflection, or Household matrix, is a reflection about a hyperplane with a unit normal vector. Not only have the Household matrices been used in QR decomposition efficiently but also implicitly and successfully applied in other areas. In the process of investigating a family of unitary filterbanks, a new family of Householder matrices are established. These matrices are produced when a matrix filter is required to preserve certain order of 2d digital polynomial signals. Naturally, they can be applied to image and signal processing among others
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