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QR decomposition of upper Hessenberg matrices

definition239

Given a tex2html_wrap_inline517 matrix tex2html_wrap_inline519 , the rotation matrix tex2html_wrap_inline521 with tex2html_wrap_inline523 , zeroes the tex2html_wrap_inline525 position of the matrix. For an upper Hessenberg matrix tex2html_wrap_inline303 of order n, let

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Then tex2html_wrap_inline531 , an upper triangular matrix. This generates the QR decomposition of tex2html_wrap_inline303 .

Shankar Krishnan
Mon Apr 21 01:16:56 EDT 1997