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.