A Storage-Efficient WY Representation for Products of Householder Transformations
A product Q=P1 ... P(sub r) of m x m Householder matrices can be written in the form Q = I + WY(sup T), where W and Y are each m x r. This is called the WY representation of Q. It is of interest when implementing Householder techniques in high-performance computing environments that are especially good at matrix-matrix multiplication. In this note a storage-efficient way to implement the WY representation is described. In particular, it is shown how the matrix Q can be expressed in the form Q = I + YTY(sup T). Usually r much less than m and so this 'compact' WY representation requires less storage. When compared with the recent block-reflector strategy the new technique still has a storage advantage and involves a comparable amount of work.