2-6 Householder transformation

  Рет қаралды 9,203

Martijn Anthonissen

Martijn Anthonissen

3 жыл бұрын

Link to slides: www.dropbox.com/s/mc6hymnt1py...
In this video we show how you can
- Find a Householder transformation to map one given vector to another given vector
- Compute the QR decomposition of a matrix using Householder transformations
- Solve a linear system using the QR decomposition

Пікірлер: 50
@ainoacoliflower9570
@ainoacoliflower9570 3 жыл бұрын
Thank you professor, this is the best explanation I have found and was super complete and useful. Thanks for your work.
@hectortilla_francesa
@hectortilla_francesa 3 ай бұрын
This has been a perfect explanation about the householder's QR decomposition! Really grateful for your video!!
@aryanshrajsaxena6961
@aryanshrajsaxena6961 3 ай бұрын
Hi. I am Chong Li from Bloodsport. Love your lectures sir!
@martijnanthonissen
@martijnanthonissen 3 ай бұрын
Great to hear that, thank you!
@user-ij4zr9li8l
@user-ij4zr9li8l Жыл бұрын
By far the best explanation I found on the net. Thank you professor
@jahanvi9429
@jahanvi9429 Жыл бұрын
This was very useful , I understood everything perfectly. Thank you
@MCroppered
@MCroppered 2 жыл бұрын
Outstanding overview. Broke it down perfectly and made it very clear to understand
@martijnanthonissen
@martijnanthonissen 2 жыл бұрын
Thanks! Great to hear that you like the video
@enside8822
@enside8822 7 ай бұрын
I absolutely loved your explanation for choosing the sign at 23:25, I couldn't find anywhere else on the internet whether we are supposed to use +, - or signum and why, thank you a lot professor.
@martijnanthonissen
@martijnanthonissen 7 ай бұрын
You are most welcome. Thanks for your nice comment!
@RJone89
@RJone89 9 ай бұрын
Absolutely the best explanation -- thank you tremendously!
@phymadori545
@phymadori545 Ай бұрын
Super. Thanks.
@abdelrahmanibrahim1981
@abdelrahmanibrahim1981 9 ай бұрын
well done appreciate your effort
@sandeepghosh245
@sandeepghosh245 Жыл бұрын
nice explanation
@pablorc8091
@pablorc8091 2 жыл бұрын
Thank you very much for this clear and complete explanation
@martijnanthonissen
@martijnanthonissen 2 жыл бұрын
Thanks! Glad you like the video!
@njaurora3171
@njaurora3171 Жыл бұрын
thanks a lot, sir.
@martijnanthonissen
@martijnanthonissen Жыл бұрын
You're very welcome!
@holyshit922
@holyshit922 9 ай бұрын
And suppose I would like to get some orthogonal polynomials via orthogonalisation How Householder transformation would help ? I know how to use modified Gram-Schmidt for this purpose We have inner product than v_{j}^{T}v_{k} For example inner product for Chebyshov (sh is hard and over that e there are two dots which Russians usually dont write so it is better to write o here) polynomial is sum(a_{2k}*1/(2^(2k)*binomial(2k,k),k=0..floor((m+n)/2)) where p(x)q(x) = sum(a_{k}*x^k,k=0..m+n) so this inner product is different from that produced by v_{j}^{T}v_{k}
@martijnanthonissen
@martijnanthonissen 9 ай бұрын
I do not have a direct answer to your question, but the video kzfaq.info/get/bejne/ha2CqLVj2rW7hYU.htmlsi=O36_V4M2V25w5vzU covers Gram-Schmidt to factor a matrix. You may also use Householder to get such a factorization
@AMRAbdellatif-sj3dg
@AMRAbdellatif-sj3dg 6 ай бұрын
i really like your videos but can you explain how to get H2 and H1 simply
@joseantonioorozcotovar3426
@joseantonioorozcotovar3426 3 жыл бұрын
Se lo voy a decir en español usted es un monstruo!!
@martijnanthonissen
@martijnanthonissen 3 жыл бұрын
Not sure what you mean by that
@holyshit922
@holyshit922 2 жыл бұрын
I still dont know if I am able to write the code based on this video although it has been shown how to multiply given matrix by H matrices from left side Multiplication by rotation matrices is a lot easier to derive and write code but each multiplication make zero in only one entry not in all entries in the column below diagonal
@martijnanthonissen
@martijnanthonissen 2 жыл бұрын
Please note that you normally don’t compute the Householder matrix H. You just store the vector x that generates H
@holyshit922
@holyshit922 2 жыл бұрын
@@martijnanthonissen if i want to reduce matrix A to Hessenberg form I should multiply matrix A by Householder matrices from both sides You showed how to multiply matrix A from left and it is enough to decompose matrix A into QR moreover it makes your video the best on youtube
@martijnanthonissen
@martijnanthonissen 2 жыл бұрын
@@holyshit922 Thanks! Great to hear you like it!
@yawdebrah9730
@yawdebrah9730 3 жыл бұрын
Please in your proof for symmetry, how come the transpose didn't affect the denominator?
@martijnanthonissen
@martijnanthonissen 3 жыл бұрын
The denominator is a scalar (a number) so the transpose is the same. Does that help?
@yawdebrah9730
@yawdebrah9730 3 жыл бұрын
@@martijnanthonissen yes...thank you very much
@jaihind6472
@jaihind6472 Жыл бұрын
I wish you took our numerical classes❤
@martijnanthonissen
@martijnanthonissen Жыл бұрын
Take them or teach them?! Thanks!
@AlpakaAntifa
@AlpakaAntifa Жыл бұрын
At 42:45: Didnt we skip figuring out H1 and H2 by swapping x1 with a1 (and later a2) (Formula: 32:28)? How is one supposed to know H1 and H2 then? Did you calculate them anyway afterwards? If you did, how exactly did you calculate the matrices? Thanks for this great explanation video!
@martijnanthonissen
@martijnanthonissen Жыл бұрын
Once you have found the vector x, you can compute H using H = I - 2 x x^T / x^T x. However, you usually just store the vector x. You can use the technique discussed on slide 4 to compute H y without actually computing the matrix H
@AlpakaAntifa
@AlpakaAntifa Жыл бұрын
@@martijnanthonissen Thanks for the quick response. Got it! I wish we had professors like you in Aachen. :) Have a great evening!
@toanoradian
@toanoradian Жыл бұрын
@@martijnanthonissen I still don't understand. With x1 you can find the effects of H1A (a1 having two zeros), and then with x2 we can find H2H1A (a2 having one zero). But nowhere in this is H1 and H2 is actually computed. Is it at this point, in solving Rx = H2H1b, that H1 and H2 (and thus H2H1) is computed? Thank you.
@martijnanthonissen
@martijnanthonissen Жыл бұрын
@@toanoradian Thanks for asking! The idea is that you do not compute the matrices H1 and H2. Instead you store x1 and x2, and you first compute H1*b using x1. Say c = H1*b. Next you compute H2*c using x2. Then you have found H2*c = H2*H1*b. Hope this helps!
@toanoradian
@toanoradian Жыл бұрын
@@martijnanthonissen 😮Of course! Just like how one can compute H1a1, one could also compute H1b! H1a1 is just a1 minus some multiples of x1 (32:11 onwards), so equally one could compute H1b by subtracting from b some multiples of x1! And as H2 is actually a matrix containing 1 in the first diagonal and a H2 hat submatrix, H2(H1b) will not change the first coordinate of (H1b), as you've shown in 43:11. I got it now! I've got it in my head that you must compute and store the Householder matrices somewhere, even if just in the way of forming Q, but you've shown that there is a method to do it without that! Again, thank you very much, professor Martijn.
@deepalikulal88
@deepalikulal88 7 ай бұрын
Hello professor, may I know which book you have taken for reference, thank you 😊
@martijnanthonissen
@martijnanthonissen 7 ай бұрын
There are a couple of books I like on the topic. Each one of these is a great resource: - Michael T. Heath, Scientific Computing. An introductory survey. Mc Graw Hill - Walter Gander, Martin J. Gander, Felix Kwok, Scientific Computing --- An Introduction using Maple and MATLAB. Springer, 2014 - Richard L. Burden, J. Douglas Faires and Annette M. Burden, Numerical Analysis 10th edition. Cengage Learning, 2016
@muhtasimfuad5130
@muhtasimfuad5130 Жыл бұрын
Example starts at 26:41
@darkaliebaba99
@darkaliebaba99 3 жыл бұрын
The volume on this video is a bit low.
@martijnanthonissen
@martijnanthonissen 3 жыл бұрын
Sorry about that. Some programs lower the mic volume automatically. I’ll check better before recording next time!
@holyshit922
@holyshit922 2 жыл бұрын
Yes but video is good and presentation is well done because it is shown how to multiply from the left by H matrices and it is enough for QR decomposition For Hessenberg reduction we also need to know how to multiply by H matrix from the right
@hongdao5599
@hongdao5599 2 жыл бұрын
Using a microphone is better.
@holyshit922
@holyshit922 2 жыл бұрын
@@martijnanthonissen You can always reupload You know better than I how to make audio louder
@Deksudo
@Deksudo Жыл бұрын
If you're using chrome, you can paste the following code on your address bar, replace the "javascript:" at the beginning (chrome automatically removes it) and then write e.g. 9 on the popup that comes up when you press enter, that will boost the audio of the video element that's currently playing, i.e. the video. Always check what the code does before blindly pasting code from random people on youtube comments, though. javascript:(function() { if(!window.boosterGainNode) { const video = document.querySelector('video'); const audioCtx = new AudioContext(); const mediaSource = audioCtx.createMediaElementSource(video); const gainNode = audioCtx.createGain(); mediaSource.connect(gainNode); gainNode.connect(audioCtx.destination); window.boosterGainNode = gainNode; } window.boosterGainNode.gain.value = parseFloat(prompt('Enter Boost Level. eg: 3 (enter 1 to reset)')) ?? 1; })();
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