Orthogonal similarity Created 2026-09-24 Updated 2026-10-31
An orthogonal matrix similarity changes coordinates by an orthogonal matrix. It preserves eigenvalues, singular values and Euclidean geometry; it also preserves symmetry when applied to a symmetric matrix. A sequence of Householder transformations can use this freedom to produce a Hessenberg reduction, while a symmetric matrix can be reduced further to tridiagonal form.
An orthogonal similarity transformation is with . An upper Hessenberg matrix has whenever ; its first subdiagonal may be nonzero.
At step , choose a Householder reflector whose trailing block sends the current column segment in rows to a multiple of its first coordinate. The left multiplication zeros positions . Apply the matching right multiplication to retain similarity: . Since acts only on rows and columns , earlier Hessenberg zeros are preserved. Finally gives .
Each reflector is applied through a rank-one update, costing rather than a full matrix multiplication. Across steps, the Hessenberg reduction costs .
Solving the unrelated shifted systems by separate Gaussian elimination costs floating-point operations.
Instead compute once in work. For each shift, solve
The shift changes only the diagonal, so remains an upper Hessenberg matrix. In each elimination column only the entry immediately below the pivot needs removal. With partial pivoting the only possible nonzero candidate rows are the current row and the next, and each update touches entries. Factorization therefore costs per shift; the triangular solve and both orthogonal-vector transformations also cost each.
Thus shifted solves plus the initial Hessenberg reduction cost in total. Pivoting is still needed in general: nonsingularity excludes a singular system but does not by itself guarantee that every unpivoted elimination pivot is nonzero.