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单词 SchurDecomposition
释义

Schur decomposition


If A is a complex square matrixMathworldPlanetmath of order n (i.e. AMatn(C)), then there exists a unitary matrixMathworldPlanetmath QMatn() such that

QHAQ=T=D+N

where H is the conjugate transposeMathworldPlanetmath, D=diag(λ1,,λn) (the λi are eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath of A), and NMatn() is strictly upper triangular matrixMathworldPlanetmath. Furthermore, Q can be chosen such that the eigenvalues λi appear in any order along the diagonal. [GVL]

References

  • GVL Golub, H. Gene, Van Loan F. Charles: Matrix Computations (Third Edition). The Johns Hopkins University Press, London, 1996.
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