Householder Transformation

April 11

Householder Transformation

In linear algebra, a Householder transformation (also known as a Householder reflection or elementary reflector) is a linear transformation that describes a reflection about a plane or hyperplane containing the origin.

H=I−2wwTH = I - 2 w w^{T}

Where ww is a unit vector and II is the identity matrix.

How does it work?

Let's take the 3-dimensional space as an example. As shown in the figure above, we think of ww as a normal vector of a plane. Suppose we have a given vector vv, we decompose vv onto a set of orthogonal basis {vx,vy,vz}\{v_x, v_y, v_z\}, ensuring that vx=wv_x = w. This decomposition meets:

w⋅vx=0w⋅vy=0\begin{aligned} w\cdot v_x &= 0\\ w\cdot v_y &= 0\end{aligned}

Then, after the Householder transformation, vv will become:

Hv=(I−2wwT)(vx+vy+vz)=vx−2wwTvx+vy−2wwTvy+vz−2wwTvz=−vx+vy+vz=v′ \begin{aligned} Hv &= (I - 2 w w^T) (v_x + v_y + v_z)\\ &= v_x - 2 w w^T v_x + v_y - 2 w w^T v_y + v_z - 2 w w^T v_z\\ &= -v_x + v_y + v_z\\ &= v' \\ \end{aligned}

Thus, vv is mirrored onto v′v' along the normal vector of ww.