存在householder矩阵
H
=
I
−
2
u
u
H
H=I-2uu^H
H=I−2uuH
证明:
d
e
t
(
H
)
=
−
1
det(H)=-1
det(H)=−1
先证引理:
有
A
∈
C
n
×
m
A\in C^{n\times m}
A∈Cn×m,
B
∈
C
m
×
n
B\in C^{m\times n}
B∈Cm×n
λ
m
∣
I
n
−
A
B
∣
=
λ
n
∣
I
m
−
B
A
∣
\lambda^m |I_n - AB| = \lambda^n |I_m - BA|
λm∣In−AB∣=λn∣Im−BA∣
其中,
λ
\lambda
λ为任意数,不是特征值
[ I m − A O I n ] [ λ I m A B I n ] = [ λ I m − A B O B I n ] \begin{bmatrix} I_m & -A \\ O & I_n \end{bmatrix} \begin{bmatrix} \lambda I_m & A \\ B & I_n \end{bmatrix} = \begin{bmatrix} \lambda I_m -AB & O \\ B & I_n \end{bmatrix} [ImO−AIn][λImBAIn]=[λIm−ABBOIn]
[ I m O − 1 λ B I n ] [ λ I m A B I n ] = [ λ I m A O I n − 1 λ B A ] \begin{bmatrix} I_m & O \\ -\frac{1}{\lambda}B & I_n \end{bmatrix} \begin{bmatrix} \lambda I_m & A \\ B & I_n \end{bmatrix} = \begin{bmatrix} \lambda I_m& A \\ O & I_n - \frac{1}{\lambda} BA \end{bmatrix} [Im−λ1BOIn][λImBAIn]=[λImOAIn−λ1BA]
搞成行列式:
∣ I m − A O I n ∣ ∣ λ I m A B I n ∣ = ∣ λ I m − A B O B I n ∣ \begin{vmatrix} I_m & -A \\ O & I_n \end{vmatrix} \begin{vmatrix} \lambda I_m & A \\ B & I_n \end{vmatrix} = \begin{vmatrix} \lambda I_m -AB & O \\ B & I_n \end{vmatrix} ∣∣∣∣ImO−AIn∣∣∣∣∣∣∣∣λImBAIn∣∣∣∣=∣∣∣∣λIm−ABBOIn∣∣∣∣
∣ I m O − 1 λ B I n ∣ ∣ λ I m A B I n ∣ = ∣ λ I m A O I n − 1 λ B A ∣ \begin{vmatrix} I_m & O \\ -\frac{1}{\lambda}B & I_n \end{vmatrix} \begin{vmatrix} \lambda I_m & A \\ B & I_n \end{vmatrix} = \begin{vmatrix} \lambda I_m& A \\ O & I_n - \frac{1}{\lambda} BA \end{vmatrix} ∣∣∣∣Im−λ1BOIn∣∣∣∣∣∣∣∣λImBAIn∣∣∣∣=∣∣∣∣λImOAIn−λ1BA∣∣∣∣
显然:
∣
λ
I
m
−
A
B
O
B
I
n
∣
=
∣
λ
I
m
A
O
I
n
−
1
λ
B
A
∣
\begin{vmatrix} \lambda I_m -AB & O \\ B & I_n \end{vmatrix}= \begin{vmatrix} \lambda I_m& A \\ O & I_n - \frac{1}{\lambda} BA \end{vmatrix}
∣∣∣∣λIm−ABBOIn∣∣∣∣=∣∣∣∣λImOAIn−λ1BA∣∣∣∣
即:
∣
λ
I
m
−
A
B
∣
=
∣
λ
I
m
∣
∣
I
n
−
1
λ
B
A
∣
=
λ
m
∣
I
n
−
1
λ
B
A
∣
=
λ
m
1
λ
n
∣
λ
I
n
−
B
A
∣
|\lambda I_m - AB| = |\lambda I_m| | I_n - \frac{1}{\lambda} BA| = \lambda^m | I_n - \frac{1}{\lambda} BA| = \lambda^m \frac{1}{\lambda^n} |\lambda I_n-BA|
∣λIm−AB∣=∣λIm∣∣In−λ1BA∣=λm∣In−λ1BA∣=λmλn1∣λIn−BA∣
引理证毕
则在
λ
m
∣
I
n
−
A
B
∣
=
λ
n
∣
I
m
−
B
A
∣
\lambda^m |I_n - AB| = \lambda^n |I_m - BA|
λm∣In−AB∣=λn∣Im−BA∣
中,令
λ
=
1
\lambda=1
λ=1
A
=
2
u
A=2u
A=2u
B
=
u
H
B=u^H
B=uH
有:
∣
I
n
−
2
u
u
H
∣
=
∣
I
1
−
2
u
H
u
∣
| I_n - 2uu^H | = | I_1 - 2u^Hu |
∣In−2uuH∣=∣I1−2uHu∣
显然,
I
1
=
1
I_1=1
I1=1,
u
H
u
=
1
u^Hu=1
uHu=1
则上式为-1,注意“
∣
.
∣
|.|
∣.∣”,不是绝对值,而是一个一阶的行列式
d e t ( H ) = − 1 det(H)=-1 det(H)=−1