MHB Solving Householder Matrix Problem

  • Thread starter Thread starter Jameson
  • Start date Start date
  • Tags Tags
    Matrix
Jameson
Insights Author
Gold Member
MHB
Messages
4,533
Reaction score
13
Problem: Let $H$ be an $n \times n$ householder matrix given by $$H = I_n-2 \frac{vv^T}{v^Tv}$$ for any non-zero $n$-length column vector $v$. Show that $H=H^T$ and $HH^T=I_n$.

Attempt: a) Let's look at $H$ written out in matrix form for an 3x3 matrix. I believe it would look like this.

$$H_{3 \times 3}=\left( \begin{array}{ccc}1-2 \frac{vv^T}{v^Tv} &-2 \frac{vv^T}{v^Tv}&-2 \frac{vv^T}{v^Tv} \\ -2 \frac{vv^T}{v^Tv}&1-2 \frac{vv^T}{v^Tv}&-2 \frac{vv^T}{v^Tv}\\-2 \frac{vv^T}{v^Tv}&-2 \frac{vv^T}{v^Tv}&1-2 \frac{vv^T}{v^Tv} \end{array} \right)$$.

Clearly here $H=H^T$. I believe showing this in the general case requires some tricky notation for me. Any ideas to get started on generalizing this?

b) To show $HH^T=I_n$ we start by looking at $$\left(I_n-2 \frac{vv^T}{v^Tv}\right) \left(I_n-2 \frac{vv^T}{v^Tv} \right)^T$$

I'm familiar with rules of matrix multiplication and transpose when products are involved, but when sums are there I'm hoping I can FOIL these terms.

Let's start with the fact from (a) that I haven't proved yet that $H=H^T$. That means that:

$$\left(I_n-2 \frac{vv^T}{v^Tv}\right)^T=\left(I_n-2 \frac{vv^T}{v^Tv}\right)$$ so the original product becomes:

$$\left(I_n-2 \frac{vv^T}{v^Tv}\right) \left(I_n-2 \frac{vv^T}{v^Tv}\right) $$

I don't know exactly where to go from here...
 
Physics news on Phys.org
Jameson said:
Clearly here $H=H^T$. I believe showing this in the general case requires some tricky notation for me. Any ideas to get started on generalizing this?

Using well known properties of tranposition and taking into account that $\dfrac{2}{v^tv}$ is an scalar:

$H ^T= \left(I_n-2 \dfrac{vv^T}{v^Tv}\right)^T=I_n^T-\dfrac{2}{v^tv}(vv^T)^T=I_n^T-\dfrac{2}{v^tv}(v^T)^Tv^T\\=I_n^T-\dfrac{2}{v^tv}(vv^T)=I_n-2 \dfrac{vv^T}{v^Tv}=H$

To show $HH^T=I_n$ use that $HH^T=H^2,$ that $I_n$ commutes with all matrix $n\times n$ and
$(A-B)^2=A^2-2AB+B^2$ if $AB=BA.$
 
Here you have a complete proof of $HH^T=I_n$ for if you want to verify your work:

Using that $I_n$ commutes with all $n\times n$ matrix:

$HH^T=H^2= \left( I_n-2 \dfrac{vv^T}{v^Tv}\right)^2=I_n^2-4I_n \dfrac{vv^T}{v^Tv}+4\left (\dfrac{vv^T}{v^Tv} \right)^2\\=I_n-4\dfrac{vv^T}{v^Tv}+4\dfrac{vv^T}{v^Tv}\dfrac{vv^T}{v^Tv}$

Using that $v^Tv$ is an scalar:

$\dfrac{vv^T}{v^Tv}\dfrac{vv^T}{v^Tv}=\dfrac{1}{v^Tv}\dfrac{1}{v^Tv}v(v^Tv)v^T=\dfrac{1}{v^Tv}\dfrac{1}{v^Tv}(v^Tv)(vv^T)=\dfrac{vv^T}{v^Tv}$

So, $HH^T=I_n,$ i.e. $H$ is orthogonal.
 
Back
Top