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Bidiagonal matrix

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Bidiagonal matrix

In mathematics, a bidiagonal matrix is a banded matrix with non-zero entries along the main diagonal and either the diagonal above or the diagonal below. This means there are exactly two non-zero diagonals in the matrix.

When the diagonal above the main diagonal has the non-zero entries the matrix is upper bidiagonal. When the diagonal below the main diagonal has the non-zero entries the matrix is lower bidiagonal.

For example, the following matrix is upper bidiagonal:

and the following matrix is lower bidiagonal:

One variant of the QR algorithm starts with reducing a general matrix into a bidiagonal one, and the singular value decomposition (SVD) uses this method as well.

Bidiagonalization allows guaranteed accuracy when using floating-point arithmetic to compute singular values.

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