Householder bidiagonalization Created 2026-10-31 Updated 2026-11-05
Alternating right and left Householder transformations reduce a real square matrix to a bidiagonal matrix. For a lower-bidiagonal result, first clear row beyond column using a right transformation on trailing columns. Then clear column below row using a left transformation on trailing rows. Previously completed rows and columns are preserved. Since is a symmetric tridiagonal matrix, its eigenvalues are the squares of the singular values of . This explains the reduction structurally; explicitly forming is unnecessary and can worsen numerical conditioning.
Householder transformation Created 2026-10-03 Updated 2026-10-31
A Householder transformation is a reflection that leaves every direction in a chosen hyperplane fixed and reverses its normal direction. For a real unit vector , its matrix is
To understand the formula, decompose any vector into its orthogonal projection onto the normal and a perpendicular component:
Then . Subtracting twice the normal component changes its sign while retaining everything parallel to the mirror. A nonzero normal gives the equivalent formula , so normalization can be deferred.
For example, take . Its mirror is the straight line , and
The midpoint of these two vectors is , which lies on the mirror; their connecting segment is parallel to its normal. Both vectors have Euclidean norm five.
Figure 1.
A Householder reflection reverses the normal component and preserves the mirror component
. The mirror is . The vector becomes ; their midpoint is the orthogonal projection onto the mirror. Details.
Several useful properties follow from this decomposition. The Householder reflection is a symmetric matrix and an orthogonal matrix:
Reflecting twice restores the original vector; Euclidean norms and inner products are preserved. The eigenvalue is along and on , so . A reflection reverses orientation even though it preserves lengths.
The computational payoff is that the mirror can be chosen to send a whole vector onto one coordinate axis, eliminating several entries at once. Householder QR decomposition repeats this operation on the remaining parts of successive columns. For a real symmetric matrix, applying the same Householder reflection on both sides gives a matrix similarity that preserves symmetry and eigenvalues; this is the basis of Householder tridiagonalization.
Alston S. Householder's 1958 paper Unitary Triangularization of a Nonsymmetric Matrix develops this elimination method. Its motivation includes reducing the arithmetic needed for triangularization while retaining the conditioning advantages of orthogonal transformations. [ref] Over the complex numbers, for a unit is Hermitian and unitary, with the star denoting the conjugate transpose; the coordinate-axis construction below is stated for real vectors.
LQ decomposition Created 2026-10-31 Updated 2026-11-05
An LQ decomposition factors a real matrix into a lower trapezoidal matrix and an orthogonal matrix . Transposing a QR decomposition of proves existence. Equivalently, right Householder transformations clear the part of each row beyond its diagonal while preserving earlier zeros. This factorization is useful for underdetermined systems, complementing the role of QR decomposition in overdetermined systems.
Orthogonal coordinate reduction of a subspace Created 2026-10-03 Updated 2026-11-05
For a full-column-rank matrix , extend the thin QR decomposition to an orthogonal matrix . Then
so maps the column space of onto the first coordinate directions. Successive Householder transformations construct the same reduction without first forming a full orthogonal basis.
Orthogonal similarity Created 2026-09-24 Updated 2026-11-05
An orthogonal matrix similarity changes coordinates by an orthogonal matrix. It preserves eigenvalues, singular values and Euclidean geometry; it also preserves symmetry when applied to a symmetric matrix. A sequence of Householder transformations can use this freedom to produce a Hessenberg reduction, while a symmetric matrix can be reduced further to tridiagonal form.
The first matrix column is already the unit vector , so the first QR elimination needs no reflection. In the remaining three coordinates, the second column is , with norm three. To map it to , use the Householder transformation
It is symmetric and orthogonal and satisfies . Extend it to . The QR decomposition and transformed right side are
For the lower right-side block, , so its transformed value is .
Orthogonality preserves the least-squares residual norm. Thus the first two squared residual terms can and must be set to zero, while the last two are independent of the unknowns:
The minimum squared residual is . The solution is unique since the triangular factor has nonzero diagonal entries. No normal equations are used.
For a nonzero real vector , the Householder transformation is
Writing gives , , so and . Thus is orthogonal. It reverses the component along and fixes its orthogonal complement.
For Householder QR decomposition, successively choose a reflector on each trailing row block to send its current column to a multiple of the first coordinate vector. Each step annihilates the subdiagonal entries without disturbing earlier columns. The reflector product gives an upper-trapezoidal and its transpose gives an orthogonal with .
Here the first column has norm four. Taking gives and
The second column already has no unwanted entries. On the last two rows, reflect using :
This maps to . Therefore a full QR factorization is
Both displayed factors arise from the explicit reflectors; in particular and .
The first three diagonal entries of are nonzero, so the column rank is three and a consistent system has a unique solution. Consistency requires the last component of to vanish. For the given right side this component is
Hence
For this value the transformed right side is . Back substitution also gives . This illustrates the Householder reduction of an overdetermined consistent system.
Let . This is an orthogonal projection matrix, so and . Therefore the Householder transformation
satisfies . If and , then
and hence .
Apply a Householder transformation to the first column of to map it to a multiple of , then apply transformations supported on the trailing coordinates to clear each later column below its diagonal. Their product is orthogonal and produces ; reversing the product gives .
For the displayed matrix, one resulting factorization is
Direct multiplication gives the stated , and .
Since and ,
Thus the first column of is , and is a block upper triangular matrix:
where is its bottom-right submatrix. Therefore
A similarity transformation preserves the characteristic polynomial, so
with algebraic multiplicities included.
To construct , use a Householder transformation. With , choose the sign of to avoid cancellation and set
Then is an orthogonal matrix and maps to up to the chosen sign. If already lies on the first coordinate axis, take a suitable diagonal sign matrix. This is the one-vector case of orthogonal coordinate reduction of a subspace.
Let . Since the two columns are linearly independent, the leading block in
is invertible. Hence . The hypothesis that is an invariant subspace of implies that this coordinate plane is invariant under . Consequently the first two columns of have no entries below row two, and
where is the top-left block and is the bottom-right block. Eigenvalue deflation by an invariant subspace now gives
so
again counting algebraic multiplicities.
For the required orthogonal reduction, take a thin QR decomposition , extend the two orthonormal columns of to an orthogonal matrix , and set . Then
Equivalently, apply one Householder transformation to annihilate entries of , followed by a second Householder transformation acting only on coordinates to annihilate entries of the transformed .
The matrix is
so
Here , so with . This is a Householder transformation: reflection in the plane . The component parallel to the normal vector changes sign, while the perpendicular component is fixed.
The second matrix acts by
Applying from part (e) then gives
The Householder transformation reflects in the plane . Its normal vector is perpendicular to , so the two reflecting planes meet at a right angle along the axis. Their composition is a rotation through about the axis, as is also immediate from the displayed rotation matrix.
From part (f), . To obtain , choose the Householder transformation that reverses only the third coordinate:
Indeed , so , and direct matrix multiplication gives . The alternative vector produces the same matrix. Geometrically reflects in the plane , completing the reversal of all three coordinates.
A generic lower triangular matrix has a dense first column. The first left Householder transformation in its QR decomposition mixes those rows, usually creating entries throughout the rows to the right. Subsequent eliminations impose upper triangularity but no further systematic zeros; thus is generically a full upper triangular matrix.
For Householder bidiagonalization use two-sided operations instead. At stage , a right Householder transformation acting on columns clears the current row beyond its diagonal. Then a left Householder transformation acting on rows clears column below its first subdiagonal. The left operation leaves row unchanged; both operations preserve the already completed lower-bidiagonal rows and columns. Continue for , omitting a final unnecessary left operation. The result is
It follows that . Hence the two symmetric matrices are orthogonally similar and have the same eigenvalues. By part (c), compute the eigenvalues of the symmetric tridiagonal matrix and take their nonnegative square roots to obtain all singular values of .
For , the Householder transformation is
Let . Then and , since is the orthogonal projection matrix onto the span of . Hence and
Thus is a symmetric matrix and an orthogonal matrix. Geometrically it reverses the component parallel to and fixes the perpendicular hyperplane.
Let , and choose if and otherwise. Set
This vector is nonzero, because has magnitude . Direct computation gives
so the Householder transformation satisfies
The first entry is nonzero and every other entry is zero. The sign choice also avoids cancellation when forming the first entry of , which is useful in numerical computation.
Apply part (b) to the first column of , using the identity if it is already the zero vector. This gives an orthogonal matrix for which has zeros below its first diagonal entry. At stage , apply a Householder transformation to rows of column , and extend it by the identity on the first coordinates. If that trailing column is zero, again use the identity. The transformation preserves zeros in earlier columns, since their trailing entries already vanish.
After at most stages,
is an upper triangular matrix. Each is symmetric and orthogonal, so with
we have and
No invertibility assumption was used, so the Householder QR decomposition also exists for singular matrices.
Multiply by to get the equivalent triangular system
For nonsingular , compute and use back substitution:
Orthogonal transformations preserve the Euclidean norm, making this a numerically stable reduction. The factors can be applied as stored Householder transformations without explicitly forming .
Since is invertible, is singular exactly when is singular. For an upper triangular matrix,
Thus a singular forces at least one zero diagonal entry in . In that case, ordinary division-based back substitution must be replaced by a consistency/rank analysis: the system may have no solution or infinitely many solutions, and a rank-revealing factorization can identify the free parameters.
For nonzero , the Householder transformation is
The rank-one matrix is symmetric and satisfies . Consequently and . Thus the matrix is symmetric and orthogonal; geometrically it reflects the component along and fixes its perpendicular hyperplane.