Determine the eigenvalues-determinant and singular values


Question:

Householder Reflector

1. Determine the eigenvalues, determinant, and singular values of a Householder reflector. Give algebraic proofs for your conclusions.

2. Suppose q ∈Cn, ||q||2 = 1. Set P = I - qqH.

(a) Find R(P)

(b) Firrd l/(P).
(c) Find the eigenvalues of P.

Prove your clairns.

3. Let A∈Cmxn, m≥n, with rank(A) = n. Prove that the reduced QR factorization

      A = Q^R^ with the normalization rjj > 0 is unique.

4. Suppose A∈Cnxn is invertible. Let A = QR and AHA=UHU be the QR and Cholesky factorizations of A and AHA, respectively, with the normalizations rjj,ujj > 0. Prove that R = U.

5. Let A∈Cmxn. Use the SVD to prove the following:

(a) rank (AHA) = rank (AAH) = rank (A) = rank (AH),
(b) AHA and AAH have the same nonzero eigenvalues,
(c) If the eigenvectors w1 and w2 of AHA are orthogonal, then Aw1 and Aw2 are orthogonal.

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Algebra: Determine the eigenvalues-determinant and singular values
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