Householder bidiagonalization 2026-10-31
Alternating right and left Householder transformations reduce a real square matrix to a bidiagonal matrix. For a lower-bidiagonal result, first clear row beyond column using a right transformation on trailing columns. Then clear column below row using a left transformation on trailing rows. Previously completed rows and columns are preserved. Since is a symmetric tridiagonal matrix, its eigenvalues are the squares of the singular values of . This explains the reduction structurally; explicitly forming is unnecessary and can worsen numerical conditioning.
The singular value decomposition givesTherefore , counting multiplicities. These are the nonnegative square roots: zero singular values must be included if is singular. Strict positivity requires full rank, which the question does not assume.
Write the lower bidiagonal matrix entries as and . Its columns and have disjoint supports if , so has no entries outside the three central diagonals. More explicitly,This proves both symmetry and the tridiagonal matrix structure.
Use banded Gaussian elimination followed by back substitution. To distinguish the right-hand side from the upper-diagonal coefficients , write it as . If the modified pivot elements are nonzero, the tridiagonal elimination recurrences areThey eliminate just the one entry below each pivot element. Solve the resulting upper bidiagonal matrix system byThere is a bounded number of arithmetic operations per row in each sweep, giving arithmetic operations and storage. The unpivoted recurrences cost arithmetic operations under the usual scalar-operation count.
For a general tridiagonal matrix, nonsingularity alone does not guarantee these pivot elements. If a zero or unsafe pivot element occurs, use partial pivoting between the current row and the next row. These are the only possible nonzero candidates in the current column; adjacent row swaps introduce at most a second upper diagonal. Tracking that fill-in keeps both Gaussian elimination and back substitution at arithmetic operations. For example, is invertible but requires a row swap. If the input is singular, report a zero final pivot element; a unique solution cannot be promised, and compatibility or free-variable analysis is a separate issue. No nonsingularity or safe-pivot assumption is silently inferred from the word tridiagonal.
Tridiagonal elimination recurrences 2026-10-14
Let . Store the tridiagonal matrix by its diagonal , lower diagonal , and upper diagonal . The linear system iswith the nonexistent endpoint terms omitted. Initialize and . For , compute the elimination multiplier, modified pivot element, and modified right-hand side:These recurrence relations apply the elementary row operation after the preceding row has already been reduced. The transformed linear system is an upper bidiagonal matrix:Thus back substitution is especially short:For , only remains. Check each pivot element before its first division, including before back substitution.
Tridiagonal elimination preserves the narrow band: only one row and one diagonal coefficient change per step
. Details. Equivalently, this constructs an LU decomposition with unit lower bidiagonal matrix , whose lower diagonal is , and upper bidiagonal matrix , whose diagonal is and upper diagonal is . The sweep is forward substitution in . There is no fill-in outside these bands when no rows are interchanged. LAPACK's
DGTSV source uses these same coefficient and right-hand-side updates in its branch without row interchange.[ref]