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2012年9月9日星期日

A handy completion of orthogonal matrix from a column vector

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 ue1. Then the Householder reflection Q=I2vv will do, where
v=ue1ue1.
In particular, if u=1ne=(1n,1n,,1n), we may choose
Q=(aaaab+1bbbb+1babbb+1)
where a=1n and b=1nn.

One question remains. When ue1, how stable is this construction?

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