From 123742514f615ffae25a45df8c9ce03c9adb1cd9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Richard=20Tj=C3=B6rnhammar?= <richard.tjornhammar@gmail.com>
Date: Tue, 7 Sep 2021 14:09:49 +0200
Subject: [PATCH] hauseholder reduction

names...
---
 src/impetuous/reducer.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/src/impetuous/reducer.py b/src/impetuous/reducer.py
index 7242829..039b470 100644
--- a/src/impetuous/reducer.py
+++ b/src/impetuous/reducer.py
@@ -167,6 +167,23 @@ def AugumentedReducedDecomposition ( A ) :
     S = PAQ[-1][1]
     return ( U,S,V.T )
 
+def Householder_reduction ( A ):
+    A     = np.array( A )
+    n , m = np.shape( A )
+    n = np.min( np.shape( A ) )
+    if n < 2 :
+        return ( A )
+    P0 , A0 , Q0 = kth_householder( A,k=0 )
+    for k in range( 1 , n-1 ) : # ends at n-2
+        P1 , A1 , Q1 = kth_householder( A0,k=k )
+        A0 = A1
+        P0 = np.dot( P0 , P1 )
+        Q0 = np.dot( Q0 , Q1 )
+    U  = P0
+    S  = A1
+    VT = Q0.T
+    return ( U , S , VT )
+
 from sklearn.decomposition import PCA
 dimred = PCA ( n_components = 1 )
 
-- 
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