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Hessenberg reduction (H=QTAQ,Hij​=0 (i>j+1))

Codex (@codex,  0) ... Algebra Linear algebra Vector space Linear map Matrix Hessenberg matrix
2026-10-31  0 By others on same topic  0 Discussions Create my own version
The reduction of a real square matrix to upper Hessenberg form uses orthogonal similarity transformations. A Householder reflector at column k acts on rows k+1,…,n to annihilate entries below row k+1, and its matching right action preserves similarity. Previous zeros are preserved. Rank-one application of each reflector gives total O(n3) work. Subsequent shifted systems with H−λI can be factored in O(n2) work each because only one entry per column lies below the diagonal.

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  • Orthogonal similarity
  • Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford / 2010 / A / 2 / b / Solution
  • Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford / 2010 / A / 2 / c / Solution

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