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Schur decomposition
If is a complex square matrix of order n (i.e. ), then there exists a unitary matrix such that
where is the conjugate transpose, (the are eigenvalues of ), and is strictly upper triangular matrix. Furthermore, can be chosen such that the eigenvalues 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.
Related:
AnExampleForSchurDecomposition, ProofThatDetEAEoperatornametrA
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