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Hessenberg matrix

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Hessenberg matrix

In linear algebra, a Hessenberg matrix is a special kind of square matrix, one that is "almost" triangular. To be exact, an upper Hessenberg matrix has zero entries below the first subdiagonal, and a lower Hessenberg matrix has zero entries above the first superdiagonal. They are named after Karl Hessenberg.

A Hessenberg decomposition is a matrix decomposition of a matrix into a unitary matrix Failed to parse (unknown error): {\displaystyle P} and a Hessenberg matrix such that where denotes the conjugate transpose.

A square matrix is said to be in upper Hessenberg form or to be an upper Hessenberg matrix if for all with .

An upper Hessenberg matrix is called unreduced if all subdiagonal entries are nonzero, i.e. if for all .

A square matrix is said to be in lower Hessenberg form or to be a lower Hessenberg matrix if its transpose is an upper Hessenberg matrix or equivalently if for all with .

A lower Hessenberg matrix is called unreduced if all superdiagonal entries are nonzero, i.e. if for all .

Consider the following matrices.

The matrix is an upper unreduced Hessenberg matrix, is a lower unreduced Hessenberg matrix and is a lower Hessenberg matrix but is not unreduced.

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