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Schur decomposition - Wikipedia

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class="firstHeading mw-first-heading"><span class="mw-page-title-main">Schur decomposition</span></h1> <div id="p-lang-btn" class="vector-dropdown mw-portlet mw-portlet-lang" > <input type="checkbox" id="p-lang-btn-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-p-lang-btn" class="vector-dropdown-checkbox mw-interlanguage-selector" aria-label="Go to an article in another language. Available in 14 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-14" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">14 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Descomposici%C3%B3_de_Schur" title="Descomposició de Schur – Catalan" lang="ca" hreflang="ca" data-title="Descomposició de Schur" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Schur%C5%AFv_rozklad" title="Schurův rozklad – Czech" lang="cs" hreflang="cs" data-title="Schurův rozklad" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Schur-Zerlegung" title="Schur-Zerlegung – German" lang="de" hreflang="de" data-title="Schur-Zerlegung" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Factorizaci%C3%B3n_de_Schur" title="Factorización de Schur – Spanish" lang="es" hreflang="es" data-title="Factorización de Schur" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/D%C3%A9composition_de_Schur" title="Décomposition de Schur – French" lang="fr" hreflang="fr" data-title="Décomposition de Schur" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EC%8A%88%EC%96%B4_%EB%B6%84%ED%95%B4" title="슈어 분해 – Korean" lang="ko" hreflang="ko" data-title="슈어 분해" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Decomposizione_di_Schur" title="Decomposizione di Schur – Italian" lang="it" hreflang="it" data-title="Decomposizione di Schur" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%A4%D7%99%D7%A8%D7%95%D7%A7_%D7%A9%D7%95%D7%A8" title="פירוק שור – Hebrew" lang="he" hreflang="he" data-title="פירוק שור" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/Schur-felbont%C3%A1s" title="Schur-felbontás – Hungarian" lang="hu" hreflang="hu" data-title="Schur-felbontás" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Stelling_van_Schur" title="Stelling van Schur – Dutch" lang="nl" hreflang="nl" data-title="Stelling van Schur" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%82%B7%E3%83%A5%E3%83%BC%E3%83%AB%E5%88%86%E8%A7%A3" title="シュール分解 – Japanese" lang="ja" hreflang="ja" data-title="シュール分解" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%A0%D0%B0%D0%B7%D0%BB%D0%BE%D0%B6%D0%B5%D0%BD%D0%B8%D0%B5_%D0%A8%D1%83%D1%80%D0%B0" title="Разложение Шура – Russian" lang="ru" hreflang="ru" data-title="Разложение Шура" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A0%D0%BE%D0%B7%D0%BA%D0%BB%D0%B0%D0%B4_%D0%A8%D1%83%D1%80%D0%B0" title="Розклад Шура – Ukrainian" lang="uk" hreflang="uk" data-title="Розклад Шура" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E8%88%92%E5%B0%94%E5%88%86%E8%A7%A3" title="舒尔分解 – Chinese" lang="zh" hreflang="zh" data-title="舒尔分解" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q1064218#sitelinks-wikipedia" title="Edit interlanguage links" class="wbc-editpage">Edit links</a></span></div> </div> </div> </div> </header> <div class="vector-page-toolbar"> <div class="vector-page-toolbar-container"> <div id="left-navigation"> <nav aria-label="Namespaces"> <div id="p-associated-pages" 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class="vector-pinnable-header-toggle-button vector-pinnable-header-unpin-button" data-event-name="pinnable-header.vector-appearance.unpin">hide</button> </div> </div> </div> </nav> </div> </div> <div id="bodyContent" class="vector-body" aria-labelledby="firstHeading" data-mw-ve-target-container> <div class="vector-body-before-content"> <div class="mw-indicators"> </div> <div id="siteSub" class="noprint">From Wikipedia, the free encyclopedia</div> </div> <div id="contentSub"><div id="mw-content-subtitle"><span class="mw-redirectedfrom">(Redirected from <a href="/w/index.php?title=Schur_form&amp;redirect=no" class="mw-redirect" title="Schur form">Schur form</a>)</span></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Matrix factorisation in mathematics</div> <p>In the <a href="/wiki/Mathematics" title="Mathematics">mathematical</a> discipline of <a href="/wiki/Linear_algebra" title="Linear algebra">linear algebra</a>, the <b>Schur decomposition</b> or <b>Schur triangulation</b>, named after <a href="/wiki/Issai_Schur" title="Issai Schur">Issai Schur</a>, is a <a href="/wiki/Matrix_decomposition" title="Matrix decomposition">matrix decomposition</a>. It allows one to write an arbitrary complex square matrix as <a href="/wiki/Matrix_similarity" title="Matrix similarity">unitarily similar</a> to an <a href="/wiki/Upper-triangular_matrix" class="mw-redirect" title="Upper-triangular matrix">upper triangular matrix</a> whose diagonal elements are the eigenvalues of the original matrix. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Statement">Statement</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=1" title="Edit section: Statement"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The complex Schur decomposition reads as follows: if <span class="texhtml mvar" style="font-style:italic;">A</span> is an <span class="texhtml"><i>n</i> × <i>n</i></span> <a href="/wiki/Square_matrix" title="Square matrix">square matrix</a> with <a href="/wiki/Complex_numbers" class="mw-redirect" title="Complex numbers">complex</a> entries, then <i>A</i> can be expressed as<sup id="cite_ref-horn1985_1-0" class="reference"><a href="#cite_note-horn1985-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-Golub1996_2-0" class="reference"><a href="#cite_note-Golub1996-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A=QUQ^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>=</mo> <mi>Q</mi> <mi>U</mi> <msup> <mi>Q</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A=QUQ^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a55826756ff6249bb9f8c5dd04389d51c42eb45f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:12.634ex; height:3.009ex;" alt="{\displaystyle A=QUQ^{-1}}"></span> for some <a href="/wiki/Unitary_matrix" title="Unitary matrix">unitary matrix</a> <i>Q</i> (so that the inverse <i>Q</i><sup>−1</sup> is also the <a href="/wiki/Conjugate_transpose" title="Conjugate transpose">conjugate transpose</a> <i>Q</i>* of <i>Q</i>), and some <a href="/wiki/Upper_triangular_matrix" class="mw-redirect" title="Upper triangular matrix">upper triangular matrix</a> <i>U</i>. This is called a <b>Schur form</b> of <i>A</i>. Since <i>U</i> is <a href="/wiki/Similar_(linear_algebra)" class="mw-redirect" title="Similar (linear algebra)">similar</a> to <i>A</i>, it has the same <a href="/wiki/Spectrum_of_a_matrix" title="Spectrum of a matrix">spectrum</a>, and since it is triangular, its <a href="/wiki/Eigenvalue" class="mw-redirect" title="Eigenvalue">eigenvalues</a> are the diagonal entries of <i>U</i>. </p><p>The Schur decomposition implies that there exists a nested sequence of <i>A</i>-invariant subspaces <span class="texhtml">{0} = <i>V</i><sub>0</sub> ⊂ <i>V</i><sub>1</sub> ⊂ ⋯ ⊂ <i>V<sub>n</sub></i> = <b>C</b><sup><i>n</i></sup></span>, and that there exists an ordered <a href="/wiki/Orthonormal_basis" title="Orthonormal basis">orthonormal basis</a> (for the standard <a href="/wiki/Hermitian_form" class="mw-redirect" title="Hermitian form">Hermitian form</a> of <span class="texhtml"><b>C</b><sup><i>n</i></sup></span>) such that the first <i>i</i> basis vectors span <span class="texhtml"><i>V</i><sub><i>i</i></sub></span> for each <i>i</i> occurring in the nested sequence. Phrased somewhat differently, the first part says that a <a href="/wiki/Linear_operator" class="mw-redirect" title="Linear operator">linear operator</a> <i>J</i> on a complex finite-dimensional vector space <a href="/wiki/Orbit-stabilizer_theorem#Orbits_and_stabilizers" class="mw-redirect" title="Orbit-stabilizer theorem">stabilizes</a> a complete <a href="/wiki/Flag_(linear_algebra)" title="Flag (linear algebra)">flag</a> <span class="texhtml">(<i>V</i><sub>1</sub>, ..., <i>V<sub>n</sub></i>)</span>. </p><p>There is also a real Schur decomposition. If <span class="texhtml mvar" style="font-style:italic;">A</span> is an <span class="texhtml"><i>n</i> × <i>n</i></span> <a href="/wiki/Square_matrix" title="Square matrix">square matrix</a> with <a href="/wiki/Real_numbers" class="mw-redirect" title="Real numbers">real</a> entries, then <i>A</i> can be expressed as<sup id="cite_ref-horn1985-2_4-0" class="reference"><a href="#cite_note-horn1985-2-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A=QHQ^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>=</mo> <mi>Q</mi> <mi>H</mi> <msup> <mi>Q</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A=QHQ^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3cf735b90bc6b517ba869e2162e0388f0030670e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:12.915ex; height:3.009ex;" alt="{\displaystyle A=QHQ^{-1}}"></span> where <span class="texhtml mvar" style="font-style:italic;">Q</span> is an <a href="/wiki/Orthogonal_matrix" title="Orthogonal matrix">orthogonal matrix</a> and <span class="texhtml mvar" style="font-style:italic;">H</span> is either upper or lower quasi-triangular. A quasi-triangular matrix is a matrix that when expressed as a block matrix of <span class="texhtml"><i>2</i> × <i>2</i></span> and <span class="texhtml"><i>1</i> × <i>1</i></span> blocks is triangular. This is a stronger property than being <a href="/wiki/Hessenberg_matrix" title="Hessenberg matrix">Hessenberg</a> . Just as in the complex case, a family of commuting real matrices {<i>A<sub>i</sub></i>} may be simultaneously brought to quasi-triangular form by an orthogonal matrix. There exists an orthogonal matrix <i>Q</i> such that, for every <i>A<sub>i</sub></i> in the given family, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle H_{i}=QA_{i}Q^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>H</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mi>Q</mi> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <msup> <mi>Q</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle H_{i}=QA_{i}Q^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6f096c391c442d0baf0c6f1dbdfc3eff7b130bb5" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.382ex; height:3.009ex;" alt="{\displaystyle H_{i}=QA_{i}Q^{-1}}"></span> is upper quasi-triangular. </p> <div class="mw-heading mw-heading2"><h2 id="Proof">Proof</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=2" title="Edit section: Proof"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A constructive proof for the Schur decomposition is as follows: every operator <i>A</i> on a complex finite-dimensional vector space has an eigenvalue <i>&#955;</i>, corresponding to some eigenspace <i>V<sub>&#955;</sub></i>. Let <i>V<sub>&#955;</sub></i><sup>⊥</sup> be its orthogonal complement. It is clear that, with respect to this orthogonal decomposition, <i>A</i> has matrix representation (one can pick here any orthonormal bases <i>Z</i><sub>1</sub> and <i>Z</i><sub>2</sub> spanning <i>V<sub>&#955;</sub></i> and <i>V<sub>&#955;</sub></i><sup>⊥</sup> respectively) <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}^{*}A{\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}={\begin{bmatrix}\lambda \,I_{\lambda }&amp;A_{12}\\0&amp;A_{22}\end{bmatrix}}:{\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}\rightarrow {\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <msub> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <msub> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> <mtd> <msub> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>[</mo> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <mi>&#x03BB;<!-- λ --></mi> <mspace width="thinmathspace" /> <msub> <mi>I</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03BB;<!-- λ --></mi> </mrow> </msub> </mtd> <mtd> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>12</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mn>0</mn> </mtd> <mtd> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>22</mn> </mrow> </msub> </mtd> </mtr> </mtable> <mo>]</mo> </mrow> </mrow> <mo>:</mo> <mrow class="MJX-TeXAtom-ORD"> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <msub> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03BB;<!-- λ --></mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mo>&#x2295;<!-- ⊕ --></mo> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03BB;<!-- λ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22A5;<!-- ⊥ --></mo> </mrow> </msubsup> </mtd> </mtr> </mtable> </mrow> <mo stretchy="false">&#x2192;<!-- → --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtable rowspacing="4pt" columnspacing="1em"> <mtr> <mtd> <msub> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03BB;<!-- λ --></mi> </mrow> </msub> </mtd> </mtr> <mtr> <mtd> <mo>&#x2295;<!-- ⊕ --></mo> </mtd> </mtr> <mtr> <mtd> <msubsup> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03BB;<!-- λ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x22A5;<!-- ⊥ --></mo> </mrow> </msubsup> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}^{*}A{\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}={\begin{bmatrix}\lambda \,I_{\lambda }&amp;A_{12}\\0&amp;A_{22}\end{bmatrix}}:{\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}\rightarrow {\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a5419b37e1304ea03b63d38751dd738e4ff744df" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.338ex; width:52.212ex; height:9.843ex;" alt="{\displaystyle {\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}^{*}A{\begin{bmatrix}Z_{1}&amp;Z_{2}\end{bmatrix}}={\begin{bmatrix}\lambda \,I_{\lambda }&amp;A_{12}\\0&amp;A_{22}\end{bmatrix}}:{\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}\rightarrow {\begin{matrix}V_{\lambda }\\\oplus \\V_{\lambda }^{\perp }\end{matrix}}}"></span> where <i>I<sub>&#955;</sub></i> is the identity operator on <i>V<sub>&#955;</sub></i>. The above matrix would be upper-triangular except for the <i>A</i><sub>22</sub> block. But exactly the same procedure can be applied to the sub-matrix <i>A</i><sub>22</sub>, viewed as an operator on <i>V<sub>&#955;</sub></i><sup>⊥</sup>, and its submatrices. Continue this way until the resulting matrix is upper triangular. Since each conjugation increases the dimension of the upper-triangular block by at least one, this process takes at most <i>n</i> steps. Thus the space <b>C</b><sup><i>n</i></sup> will be exhausted and the procedure has yielded the desired result.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> </p><p>The above argument can be slightly restated as follows: let <i>&#955;</i> be an eigenvalue of <i>A</i>, corresponding to some eigenspace <i>V<sub>&#955;</sub></i>. <i>A</i> induces an operator <i>T</i> on the <a href="/wiki/Quotient_space_(linear_algebra)" title="Quotient space (linear algebra)">quotient space</a> <b>C</b><sup><i>n</i></sup>/<i>V<sub>&#955;</sub></i>. This operator is precisely the <i>A</i><sub>22</sub> submatrix from above. As before, <i>T</i> would have an eigenspace, say <i>W<sub>&#956;</sub></i> ⊂ <b>C</b><sup><i>n</i></sup> modulo <i>V<sub>&#955;</sub></i>. Notice the preimage of <i>W<sub>&#956;</sub></i> under the quotient map is an <a href="/wiki/Invariant_subspace" title="Invariant subspace">invariant subspace</a> of <i>A</i> that contains <i>V<sub>&#955;</sub></i>. Continue this way until the resulting quotient space has dimension 0. Then the successive preimages of the eigenspaces found at each step form a flag that <i>A</i> stabilizes. </p> <div class="mw-heading mw-heading2"><h2 id="Notes">Notes</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=3" title="Edit section: Notes"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Although every square matrix has a Schur decomposition, in general this decomposition is not unique. For example, the eigenspace <i>V<sub>&#955;</sub></i> can have dimension &gt; 1, in which case any orthonormal basis for <i>V<sub>&#955;</sub></i> would lead to the desired result. </p><p>Write the triangular matrix <i>U</i> as <i>U</i> = <i>D</i> + <i>N</i>, where <i>D</i> is diagonal and <i>N</i> is strictly upper triangular (and thus a <a href="/wiki/Nilpotent_matrix" title="Nilpotent matrix">nilpotent matrix</a>). The diagonal matrix <i>D</i> contains the eigenvalues of <i>A</i> in arbitrary order (hence its Frobenius norm, squared, is the sum of the squared moduli of the eigenvalues of <i>A</i>, while the Frobenius norm of <i>A</i>, squared, is the sum of the squared <a href="/wiki/Singular_value" title="Singular value">singular values</a> of <i>A</i>). The nilpotent part <i>N</i> is generally not unique either, but its <a href="/wiki/Matrix_norm#Frobenius_norm" title="Matrix norm">Frobenius norm</a> is uniquely determined by <i>A</i> (just because the Frobenius norm of A is equal to the Frobenius norm of <i>U</i> = <i>D</i> + <i>N</i>).<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup> </p><p>It is clear that if <i>A</i> is a <a href="/wiki/Normal_matrix" title="Normal matrix">normal matrix</a>, then <i>U</i> from its Schur decomposition must be a <a href="/wiki/Diagonal_matrix" title="Diagonal matrix">diagonal matrix</a> and the column vectors of <i>Q</i> are the <a href="/wiki/Eigenvector" class="mw-redirect" title="Eigenvector">eigenvectors</a> of <i>A</i>. Therefore, the Schur decomposition extends the <a href="/wiki/Eigendecomposition_of_a_matrix" title="Eigendecomposition of a matrix">spectral decomposition</a>. In particular, if <i>A</i> is <a href="/wiki/Positive-definite_matrix" class="mw-redirect" title="Positive-definite matrix">positive definite</a>, the Schur decomposition of <i>A</i>, its spectral decomposition, and its <a href="/wiki/Singular_value_decomposition" title="Singular value decomposition">singular value decomposition</a> coincide. </p><p>A <a href="/wiki/Commutative_operation" class="mw-redirect" title="Commutative operation">commuting</a> family {<i>A<sub>i</sub></i>} of matrices can be simultaneously triangularized, i.e. there exists a unitary matrix <i>Q</i> such that, for every <i>A<sub>i</sub></i> in the given family, <i>Q A<sub>i</sub> Q*</i> is upper triangular. This can be readily deduced from the above proof. Take element <i>A</i> from {<i>A<sub>i</sub></i>} and again consider an eigenspace <i>V<sub>A</sub></i>. Then <i>V<sub>A</sub></i> is invariant under all matrices in {<i>A<sub>i</sub></i>}. Therefore, all matrices in {<i>A<sub>i</sub></i>} must share one common eigenvector in <i>V<sub>A</sub></i>. Induction then proves the claim. As a corollary, we have that every commuting family of normal matrices can be simultaneously <a href="/wiki/Diagonalizable_matrix" title="Diagonalizable matrix">diagonalized</a>. </p><p>In the infinite dimensional setting, not every <a href="/wiki/Bounded_operator" title="Bounded operator">bounded operator</a> on a <a href="/wiki/Banach_space" title="Banach space">Banach space</a> has an invariant subspace. However, the upper-triangularization of an arbitrary square matrix does generalize to <a href="/wiki/Compact_operator" title="Compact operator">compact operators</a>. Every <a href="/wiki/Compact_operator" title="Compact operator">compact operator</a> on a complex Banach space has a <a href="/wiki/Flag_(linear_algebra)#Subspace_nest" title="Flag (linear algebra)">nest</a> of closed invariant subspaces. </p> <div class="mw-heading mw-heading2"><h2 id="Computation">Computation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=4" title="Edit section: Computation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The Schur decomposition of a given matrix is numerically computed by the <a href="/wiki/QR_algorithm" title="QR algorithm">QR algorithm</a> or its variants. In other words, the roots of the <a href="/wiki/Characteristic_polynomial" title="Characteristic polynomial">characteristic polynomial</a> corresponding to the matrix are not necessarily computed ahead in order to obtain its Schur decomposition. Conversely, the <a href="/wiki/QR_algorithm" title="QR algorithm">QR algorithm</a> can be used to compute the roots of any given <a href="/wiki/Characteristic_polynomial" title="Characteristic polynomial">characteristic polynomial</a> by finding the Schur decomposition of its <a href="/wiki/Companion_matrix" title="Companion matrix">companion matrix</a>. Similarly, the <a href="/wiki/QR_algorithm" title="QR algorithm">QR algorithm</a> is used to compute the eigenvalues of any given matrix, which are the diagonal entries of the upper triangular matrix of the Schur decomposition. Although the <a href="/wiki/QR_algorithm" title="QR algorithm">QR algorithm</a> is formally an infinite sequence of operations, convergence to machine precision is practically achieved in <a href="/wiki/Big_O_notation" title="Big O notation"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {O}}(n^{3})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">O</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {O}}(n^{3})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ff78e74de3bf7a5246829c66bc5acf0c2a94b67c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.108ex; height:3.176ex;" alt="{\displaystyle {\mathcal {O}}(n^{3})}"></span></a> operations.<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup> See the Nonsymmetric Eigenproblems section in <a href="/wiki/LAPACK" title="LAPACK">LAPACK</a> Users' Guide.<sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">&#91;</span>8<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Applications">Applications</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=5" title="Edit section: Applications"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p><a href="/wiki/Lie_theory" title="Lie theory">Lie theory</a> applications include: </p> <ul><li>Every invertible operator is contained in a <a href="/wiki/Borel_group" class="mw-redirect" title="Borel group">Borel group</a>.</li> <li>Every operator fixes a point of the <a href="/wiki/Flag_manifold" class="mw-redirect" title="Flag manifold">flag manifold</a>.</li></ul> <div class="mw-heading mw-heading2"><h2 id="Generalized_Schur_decomposition">Generalized Schur decomposition</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=6" title="Edit section: Generalized Schur decomposition"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Given square matrices <i>A</i> and <i>B</i>, the <b>generalized Schur decomposition</b> factorizes both matrices as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A=QSZ^{*}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>=</mo> <mi>Q</mi> <mi>S</mi> <msup> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A=QSZ^{*}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b844963c492eda3024403ab9406947a351b6857f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.942ex; height:2.676ex;" alt="{\displaystyle A=QSZ^{*}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B=QTZ^{*}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> <mo>=</mo> <mi>Q</mi> <mi>T</mi> <msup> <mi>Z</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B=QTZ^{*}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ecc8a60550df19cd526e065cd77a471e4ddd5c21" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.1ex; height:2.676ex;" alt="{\displaystyle B=QTZ^{*}}"></span>, where <i>Q</i> and <i>Z</i> are <a href="/wiki/Unitary_matrix" title="Unitary matrix">unitary</a>, and <i>S</i> and <i>T</i> are <a href="/wiki/Upper_triangular" class="mw-redirect" title="Upper triangular">upper triangular</a>. The generalized Schur decomposition is also sometimes called the <b>QZ decomposition</b>.<sup id="cite_ref-Golub1996_2-1" class="reference"><a href="#cite_note-Golub1996-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup><sup class="reference nowrap"><span title="Page: 375">&#58;&#8202;375&#8202;</span></sup> <sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup> </p><p>The generalized <a href="/wiki/Eigenvalue" class="mw-redirect" title="Eigenvalue">eigenvalues</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b43d0ea3c9c025af1be9128e62a18fa74bedda2a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.355ex; height:2.176ex;" alt="{\displaystyle \lambda }"></span> that solve the <a href="/wiki/Eigendecomposition_of_a_matrix#Additional_topics" title="Eigendecomposition of a matrix">generalized eigenvalue problem</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A\mathbf {x} =\lambda B\mathbf {x} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>=</mo> <mi>&#x03BB;<!-- λ --></mi> <mi>B</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A\mathbf {x} =\lambda B\mathbf {x} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0146c75491c67107e4f92e877e235837e3d11336" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:10.783ex; height:2.176ex;" alt="{\displaystyle A\mathbf {x} =\lambda B\mathbf {x} }"></span> (where <b>x</b> is an unknown nonzero vector) can be calculated as the ratio of the diagonal elements of <i>S</i> to those of <i>T</i>. That is, using subscripts to denote matrix elements, the <i>i</i>th generalized eigenvalue <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72fde940918edf84caf3d406cc7d31949166820f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.155ex; height:2.509ex;" alt="{\displaystyle \lambda _{i}}"></span> satisfies <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda _{i}=S_{ii}/T_{ii}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BB;<!-- λ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>S</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>i</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msub> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda _{i}=S_{ii}/T_{ii}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9809604f643fcd96f98523bbb1c42c925d3dac5e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.932ex; height:2.843ex;" alt="{\displaystyle \lambda _{i}=S_{ii}/T_{ii}}"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Schur_decomposition&amp;action=edit&amp;section=7" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-horn1985-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-horn1985_1-0">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFHornJohnson1985" class="citation book cs1">Horn, R.A. &amp; Johnson, C.R. (1985). <i>Matrix Analysis</i>. Cambridge University Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-521-38632-2" title="Special:BookSources/0-521-38632-2"><bdi>0-521-38632-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Matrix+Analysis&amp;rft.pub=Cambridge+University+Press&amp;rft.date=1985&amp;rft.isbn=0-521-38632-2&amp;rft.aulast=Horn&amp;rft.aufirst=R.A.&amp;rft.au=Johnson%2C+C.R.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span> (Section 2.3 and further at <a rel="nofollow" class="external text" href="https://books.google.com/books?id=PlYQN0ypTwEC&amp;pg=PA79&amp;dq=%22Schur%22">p. 79</a>)</span> </li> <li id="cite_note-Golub1996-2"><span class="mw-cite-backlink">^ <a href="#cite_ref-Golub1996_2-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-Golub1996_2-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGolubVan_Loan1996" class="citation book cs1">Golub, G.H. &amp; Van Loan, C.F. (1996). <i>Matrix Computations</i> (3rd&#160;ed.). Johns Hopkins University Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-8018-5414-8" title="Special:BookSources/0-8018-5414-8"><bdi>0-8018-5414-8</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Matrix+Computations&amp;rft.edition=3rd&amp;rft.pub=Johns+Hopkins+University+Press&amp;rft.date=1996&amp;rft.isbn=0-8018-5414-8&amp;rft.aulast=Golub&amp;rft.aufirst=G.H.&amp;rft.au=Van+Loan%2C+C.F.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span>(Section 7.7 at <a rel="nofollow" class="external text" href="https://books.google.com/books?id=mlOa7wPX6OYC&amp;pg=PA313&amp;dq=%22Schur+Decomposition%22">p. 313</a>)</span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSchott2016" class="citation book cs1">Schott, James R. (2016). <a rel="nofollow" class="external text" href="https://books.google.com/books?id=e-JFDAAAQBAJ&amp;pg=PA177"><i>Matrix Analysis for Statistics</i></a> (3rd&#160;ed.). New York: John Wiley &amp; Sons. pp.&#160;<span class="nowrap">175–</span>178. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-1-119-09247-6" title="Special:BookSources/978-1-119-09247-6"><bdi>978-1-119-09247-6</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Matrix+Analysis+for+Statistics&amp;rft.place=New+York&amp;rft.pages=%3Cspan+class%3D%22nowrap%22%3E175-%3C%2Fspan%3E178&amp;rft.edition=3rd&amp;rft.pub=John+Wiley+%26+Sons&amp;rft.date=2016&amp;rft.isbn=978-1-119-09247-6&amp;rft.aulast=Schott&amp;rft.aufirst=James+R.&amp;rft_id=https%3A%2F%2Fbooks.google.com%2Fbooks%3Fid%3De-JFDAAAQBAJ%26pg%3DPA177&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span></span> </li> <li id="cite_note-horn1985-2-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-horn1985-2_4-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHornJohnson1985" class="citation book cs1">Horn, R.A. &amp; Johnson, C.R. (1985). <i>Matrix Analysis</i>. Cambridge University Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-521-38632-2" title="Special:BookSources/0-521-38632-2"><bdi>0-521-38632-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Matrix+Analysis&amp;rft.pub=Cambridge+University+Press&amp;rft.date=1985&amp;rft.isbn=0-521-38632-2&amp;rft.aulast=Horn&amp;rft.aufirst=R.A.&amp;rft.au=Johnson%2C+C.R.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span> (Section 2.3 and further at <a rel="nofollow" class="external text" href="https://books.google.com/books?id=PlYQN0ypTwEC&amp;pg=PA82&amp;dq=%222.3.4%22">p. 82</a>)</span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWagner" class="citation web cs1">Wagner, David. <a rel="nofollow" class="external text" href="https://math.mit.edu/~gs/linearalgebra/ila5/lafe_schur03.pdf">"Proof of Schur's Theorem"</a> <span class="cs1-format">(PDF)</span>. <i>Notes on Linear Algebra</i>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=unknown&amp;rft.jtitle=Notes+on+Linear+Algebra&amp;rft.atitle=Proof+of+Schur%27s+Theorem&amp;rft.aulast=Wagner&amp;rft.aufirst=David&amp;rft_id=https%3A%2F%2Fmath.mit.edu%2F~gs%2Flinearalgebra%2Fila5%2Flafe_schur03.pdf&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span></span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHigham2022" class="citation web cs1">Higham, Nick (11 May 2022). <a rel="nofollow" class="external text" href="https://nhigham.com/2022/05/11/what-is-a-schur-decomposition/">"What Is a Schur Decomposition?"</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=unknown&amp;rft.btitle=What+Is+a+Schur+Decomposition%3F&amp;rft.date=2022-05-11&amp;rft.aulast=Higham&amp;rft.aufirst=Nick&amp;rft_id=https%3A%2F%2Fnhigham.com%2F2022%2F05%2F11%2Fwhat-is-a-schur-decomposition%2F&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span></span> </li> <li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFTrefethenBau1997" class="citation book cs1">Trefethen, Lloyd N.; Bau, David (1997). <a rel="nofollow" class="external text" href="https://www.worldcat.org/oclc/36084666"><i>Numerical linear algebra</i></a>. Philadelphia: Society for Industrial and Applied Mathematics. pp.&#160;<span class="nowrap">193–</span>194. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-89871-361-7" title="Special:BookSources/0-89871-361-7"><bdi>0-89871-361-7</bdi></a>. <a href="/wiki/OCLC_(identifier)" class="mw-redirect" title="OCLC (identifier)">OCLC</a>&#160;<a rel="nofollow" class="external text" href="https://search.worldcat.org/oclc/36084666">36084666</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Numerical+linear+algebra&amp;rft.place=Philadelphia&amp;rft.pages=%3Cspan+class%3D%22nowrap%22%3E193-%3C%2Fspan%3E194&amp;rft.pub=Society+for+Industrial+and+Applied+Mathematics&amp;rft.date=1997&amp;rft_id=info%3Aoclcnum%2F36084666&amp;rft.isbn=0-89871-361-7&amp;rft.aulast=Trefethen&amp;rft.aufirst=Lloyd+N.&amp;rft.au=Bau%2C+David&amp;rft_id=https%3A%2F%2Fwww.worldcat.org%2Foclc%2F36084666&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span></span> </li> <li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFAndersonBaiBischofBlackford1995" class="citation book cs1">Anderson, E; Bai, Z; Bischof, C; Blackford, S; Demmel, J; Dongarra, J; Du Croz, J; Greenbaum, A; Hammarling, S; McKenny, A; Sorensen, D (1995). <a rel="nofollow" class="external text" href="http://www.netlib.org/lapack/lug/"><i>LAPACK Users guide</i></a>. Philadelphia, PA: Society for Industrial and Applied Mathematics. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-89871-447-8" title="Special:BookSources/0-89871-447-8"><bdi>0-89871-447-8</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=LAPACK+Users+guide&amp;rft.place=Philadelphia%2C+PA&amp;rft.pub=Society+for+Industrial+and+Applied+Mathematics&amp;rft.date=1995&amp;rft.isbn=0-89871-447-8&amp;rft.aulast=Anderson&amp;rft.aufirst=E&amp;rft.au=Bai%2C+Z&amp;rft.au=Bischof%2C+C&amp;rft.au=Blackford%2C+S&amp;rft.au=Demmel%2C+J&amp;rft.au=Dongarra%2C+J&amp;rft.au=Du+Croz%2C+J&amp;rft.au=Greenbaum%2C+A&amp;rft.au=Hammarling%2C+S&amp;rft.au=McKenny%2C+A&amp;rft.au=Sorensen%2C+D&amp;rft_id=http%3A%2F%2Fwww.netlib.org%2Flapack%2Flug%2F&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3ASchur+decomposition" class="Z3988"></span></span> </li> <li id="cite_note-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-9">^</a></b></span> <span class="reference-text">Daniel Kressner: "Numerical Methods for General and Structured Eigenvalue Problems", Chap-2, Springer, LNCSE-46 (2005).</span> </li> </ol></div> <!-- NewPP limit report Parsed by mw‐web.codfw.main‐65b64b4b74‐j7w22 Cached time: 20250219124836 Cache expiry: 2592000 Reduced expiry: false Complications: [vary‐revision‐sha1, show‐toc] CPU time usage: 0.245 seconds Real time usage: 0.371 seconds Preprocessor visited node count: 1403/1000000 Post‐expand include size: 16383/2097152 bytes Template argument size: 1363/2097152 bytes Highest expansion depth: 15/100 Expensive parser function count: 1/500 Unstrip recursion depth: 1/20 Unstrip post‐expand size: 28880/5000000 bytes Lua time usage: 0.136/10.000 seconds Lua memory usage: 5102562/52428800 bytes Number of Wikibase entities loaded: 0/400 --> <!-- Transclusion expansion time report (%,ms,calls,template) 100.00% 250.170 1 -total 48.82% 122.131 6 Template:Cite_book 25.13% 62.857 1 Template:Short_description 16.14% 40.367 2 Template:Pagetype 8.89% 22.249 1 Template:Rp 7.03% 17.575 1 Template:R/superscript 5.48% 13.697 2 Template:Cite_web 5.17% 12.922 10 Template:Main_other 4.61% 11.537 8 Template:Math 3.93% 9.825 1 Template:SDcat --> <!-- Saved in parser cache with key enwiki:pcache:372514:|#|:idhash:canonical and timestamp 20250219124836 and revision id 1269572295. 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