Consider the matrix H = I hhT , where h is a column vector in M.n and
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Consider the matrix H = I —hhT
, where h is a column vector in M.n and I is the properly sized identity matrix. Prove that H is orthogonal, provided that h T h = 1. This matrix is known as the Householder matrix.
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Related Book For
Quantitative Methods An Introduction For Business Management
ISBN: 1579
1st Edition
Authors: Paolo Brandimarte
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