Given a unit vector u=(u1,u2,…,un)⊤, we seek to construct an orthogonal matrix Q whose first column is u.
If u=e1=(1,0,…,0)⊤, clearly we can pick Q=I. Suppose u≠e1. Then the Householder reflection Q=I−2vv⊤ will do, where
v=u−e1∥u−e1∥.
In particular, if u=1√ne=(1√n,1√n,…,1√n)⊤, we may choose
Q=(aa⋯⋯aab+1b⋯b⋮bb+1⋱⋮⋮⋮⋱⋱bab⋯bb+1)
where a=1√n and b=−1n−√n.
One question remains. When u≈e1, how stable is this construction?
2012年9月9日星期日
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