Let A=I−xxT, where x∈Rn and I is the identity matrix of Rn
We know that A is a real symmetric matrix, therefore there exists an eigenvalue decomposition of A such that
A=QTΛQ
Is it possible to find Q, Λ?
I−xxT=QTQ−xQTQxT=QTQ−(QTx)T(xTQ)T...
Answer
Consider
Ax=(I−xx′)x=(1−x′x)x
so x itself is an eigenvector with eigenvalue 1−x′x. In fact, if v is an eigenvector with some eigenvalue α, we have
αv=Av=(I−xx′)v=v−(x′v)x⟹(1−α)v=(x′v)x.
This means if α≠1, then v is proportional to x so in fact v is an eigenvector with eigenvalue 1−x′x. If α=1, then x′v=0. Conversely, if v′x=0, then v is an eigenvector with eigenvalue 1:
Av=(I−xx′)v=v−(x′v)v=v.
Conclusion: I−xx′ has eigenvalues 1−x′x and 1 where 1 has multiplicity n−1. The eigenvectors for 1−x′x are parallel to x and the eigenvectors of 1 are any vector in the space orthogonal to the space spanned by x. So you can take Q′=(x|x|r1⋯rn−1) where each ri is n×1 and {r1,…,rn−1} is some orthonormal basis of [span(x)]⊥.
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