an example for Schur decomposition
Let
We will find an orthogonal matrix and an upper triangular matrix
such that applying the proof of Schur’s decomposition.We ’re following the steps below
- •
We find the eigenvalues
of
The eigenvalues of a matrix are precisely the solutions to the equationHence the roots of the quadratic equation (http://planetmath.org/QuadraticFormula) are the eigenvalues
- •
We find the eigenvectors
For each eigenvalue , solving the systemSo we have thatfor
Analogously for the eigenvector
- •
We get an orthonormal set
of eigenvectors using Gram-Schmidt orthogonalization
Consider the above two eigenvectors which are linearly independentbut are not orthogonal
First we take . Therefore
that is,
and finally the orthonormal set is
SoThen