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an example for Schur decomposition
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(Application)
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Let $$ A = \begin{pmatrix} 5 & 7 \\ -2 & -4 \end{pmatrix}. $$ We will find an orthogonal matrix $P$ and an upper triangular matrix $T$ such that $P^tAP=T$ applying the proof of Schur's decomposition. We 're following the steps below
- We find the eigenvalues of $A$
The eigenvalues of a matrix are precisely the solutions to the equation $$ \det(\lambda I - A) = 0 \leftrightarrow \lambda^2-\lambda -6=0 $$
Hence the roots of the quadratic equation are the eigenvalues $\lambda_1=-2,\lambda_2=3$
- We find the eigenvectors
For each eigenvalue $\lambda_i$ , solving the system $$ (A-\lambda_i I)X_i=0$$ So we have that for $\lambda_1=-2$ $$(A+2I)=0 \leftrightarrow \begin{pmatrix} 7 & 7 \\ -2 & -2 \end{pmatrix}\begin{pmatrix} x_1 \\x_2\end{pmatrix}=\begin{pmatrix} 0\\ 0\end{pmatrix}\rightarrow X_1=(1,-1)$$
Analogously for $\lambda_2=3$ the eigenvector $X_2=(7,-2)$
- We get an orthonormal set of eigenvectors using Gram-Schmidt orthogonalization
Consider the above two eigenvectors which are linearly independent but are not orthogonal
First we take $w_1=X_1=(1,-1)$ . Therefore $$ w_2= X_2 - \frac{w_1\cdot X_2}{\Vert w_1\Vert^2}w_ $$ that is, $$ w_2=(\frac{5}{2},\frac{5}{2}) $$ and finally the orthonormal set is $\{w_1/\Vert w_1\Vert,w_2/\Vert w_2\Vert\}=\{(\frac{1}{\sqrt{2}},\frac{-1}{\sqrt{2}}),(\frac{1}{\sqrt{2}},\frac{1}{\sqrt{2}})\}$
So $$P =\frac{1}{\sqrt{2}}\begin{pmatrix} 1 & 1 \\ -1 & 1 \end{pmatrix}.$$ Then $$T=P^tAP=\begin{pmatrix} -2 & 9 \\ 0 & 3 \end{pmatrix}.$$
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"an example for Schur decomposition" is owned by georgiosl.
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Cross-references: orthogonal, linearly independent, Gram-Schmidt orthogonalization, orthonormal set, eigenvector, eigenvectors, roots, equation, solutions, matrix, eigenvalues, Schur's decomposition, proof, upper triangular matrix, orthogonal matrix
This is version 5 of an example for Schur decomposition, born on 2005-08-06, modified 2007-06-23.
Object id is 7299, canonical name is AnExampleForSchurDecomposition.
Accessed 3855 times total.
Classification:
| AMS MSC: | 15-00 (Linear and multilinear algebra; matrix theory :: General reference works ) |
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Pending Errata and Addenda
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