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HW 2022 6

1. The document provides instructions for 4 problems related to matrix computations involving complex Givens rotations, complex Householder reflectors, and QR factorization. 2. The first problem asks to define a complex Givens rotator that rotates a vector in the xi xj plane and satisfies certain properties. The second asks to show properties of a complex Householder reflector and provides an algorithm to generate one. 3. The third problem modifies the QR algorithm to store the R factor and Householder vectors in different parts of the input matrix for more efficient computation. The fourth asks for an efficient algorithm to explicitly compute the Q factor from the accumulated reflectors.

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75 views2 pages

HW 2022 6

1. The document provides instructions for 4 problems related to matrix computations involving complex Givens rotations, complex Householder reflectors, and QR factorization. 2. The first problem asks to define a complex Givens rotator that rotates a vector in the xi xj plane and satisfies certain properties. The second asks to show properties of a complex Householder reflector and provides an algorithm to generate one. 3. The third problem modifies the QR algorithm to store the R factor and Householder vectors in different parts of the input matrix for more efficient computation. The fourth asks for an efficient algorithm to explicitly compute the Q factor from the accumulated reflectors.

Uploaded by

SHUBHAM
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Homework - 6

MA423 : Matrix Computations 2022 R. Alam

Complex Givens rotation, complex Householder reflector, and QR factorization

1. Complex
  rotator: This problem is about howto construct
 a complex rotator.
  Given
 
f 2 c −s̄ ∗ f r
∈ C , determine c, s and r such that Q = is unitary and Q = .
g s c̄ g 0
Such a matrix Q is called a complex rotator. Show that Q is not uniquely determined.
Your task is to determine c, s and r so that your rotator has the following properties:

The definition for real and complex data should be consistent, so that real data
passed to the complex algorithm (for rotator) should result in the same answer
(modulo roundoff) as from the real algorithm.
[Hint: See stable generation of rotation in the slides on Givens rotation.]

Define a complex plane rotator in Cn that rotates a vector in the xi xj plane.

2. Complex reflector: Given u ∈ Cn with kuk2 = 1, define Q := I − 2uu∗ . Show that


Qu = −u and Qv = v if hu, vi = 0. Further show that Q = Q∗ = Q−1 . The matrix Q is
called a complex reflector.
Let x, y ∈ Cn be such that kxk2 = kyk2 . Suppose that x and y are linearly independent
and hx, yi is real, that is, hx, yi ∈ R. Show that there exists a complex reflector Q such
that Qx = y. If x ∈ Cn is nonzero then show that there is a complex reflector H such
that  iθ 
−e kxk2
 0 
Hx =  ,
 
..
 . 
0
where θ is such that x1 = |x1 |eiθ and θ = 0 if x1 = 0. Write an algorithm that generates
the reflector H.

3. Let A ∈ Rn×n . Consider the QR algorithm

For k =1:n-1
Compute reflector Q = I- aplha * u * u’ such that
(QA)(k,k) = - sigma and (QA)(k+1:n, k) = 0
Compute w = A’ * u and A = A - alpha * u * w’
end

(a) Show that at the k-th step, the rank one update A ← A - alpha * u * w’ does
not affect the first k − 1 rows and columns of A.
(b) Modify above algorithm so that the strict upper triangular part of A contains the
strict upper triangular part of R (where A = QR), the diagonal entries of R are
stored in an extra array and the lower triangular part of A contains the householder
vectors (that is, vectors u’s that determine the reflectors).

1
4. This problem is about how to accumulate reflectors to produce Q in the QR factorization
of A ∈ Rn×n . Let Q1 , . . . , Qn−1 be reflectors such that Qn−1 Qn−2 · · · Q2 Q1 A = R, where
R is upper triangular and Qk = I − αk uk u∗k for k = 1 : n − 1. Set Q = Q1 Q2 · · · Qn−1 .
Then A = QR. Suppose that the matrix Q is explicitly required. Describe an efficient
algorithm to compute Q and give the total flop count.

********** End ***********

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