view toolbox/house.m @ 2:c124219d7bfa draft

Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author Antonio Pino Robles <data.script93@gmail.com>
date Thu, 07 May 2015 18:36:24 +0200
parents 8f23314345f4
children
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function [v, beta] = house(x)
%HOUSE   Householder matrix.
%        If [v, beta] = HOUSE(x) then H = EYE - beta*v*v' is a Householder
%        matrix such that Hx = -sign(x(1))*norm(x)*e_1.
%        NB: If x = 0 then v = 0, beta = 1 is returned.
%            x can be real or complex.
%            sign(x) := exp(i*arg(x)) ( = x./abs(x) when x ~= 0).

%        Theory: (textbook references Golub & Van Loan 1989, 38-43;
%                 Stewart 1973, 231-234, 262; Wilkinson 1965, 48-50).
%        Hx = y: (I - beta*v*v')x = -s*e_1.
%        Must have |s| = norm(x), v = x+s*e_1, and
%        x'y = x'Hx =(x'Hx)' real => arg(s) = arg(x(1)).
%        So take s = sign(x(1))*norm(x) (which avoids cancellation).
%        v'v = (x(1)+s)^2 + x(2)^2 + ... + x(n)^2
%            = 2*norm(x)*(norm(x) + |x(1)|).
%
%        References:
%        G.H. Golub and C.F. Van Loan, Matrix Computations, second edition,
%           Johns Hopkins University Press, Baltimore, Maryland, 1989.
%        G.W. Stewart, Introduction to Matrix Computations, Academic Press,
%           New York, 1973,
%        J.H. Wilkinson, The Algebraic Eigenvalue Problem, Oxford University
%           Press, 1965.

[m, n] = size(x);
if n > 1, error('Argument must be a column vector.'), end

s = norm(x) * (sign(x(1)) + (x(1)==0));    % Modification for sign(0)=1.
v = x;
if s == 0, beta = 1; return, end           % Quit if x is the zero vector.
v(1) = v(1) + s;
beta = 1/(s'*v(1));                        % NB the conjugated s.

% beta = 1/(abs(s)*(abs(s)+abs(x(1)) would guarantee beta real.
% But beta as above can be non-real (due to rounding) only when x is complex.