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Householder similarities reduce a general matrix to upper Hessenberg form and a real symmetric matrix to tridiagonal form
Statement
Every square matrix over or is unitarily similar to an upper Hessenberg matrix. Every real symmetric matrix is orthogonally similar to a real symmetric tridiagonal matrix.
Facts & Assumptions
Given: A square matrix over or , and in the second claim a real symmetric matrix .
Householder reflectors are unitary and can annihilate any chosen tail below a leading entry (Householder reflectors and Givens transformations are unitary and can annihilate prescribed entries).
Upper Hessenberg and real symmetric tridiagonal are the zero patterns of Upper Hessenberg matrices and real symmetric tridiagonal matrices.
A Householder reflector is the rank-one orthogonal or unitary reflection from Householder reflectors in real or complex inner-product spaces.
Proof
If , every matrix is already upper Hessenberg and every real symmetric one is already tridiagonal, so take the identity similarity. Assume . For , apply [L1] to the tail of column below the first subdiagonal inside the trailing block. Embedding that reflector into the identity produces a unitary that annihilates all entries of column below row . Because acts only on the trailing block, previously created zeros are preserved.
After the steps of 1.1, the product has zeros below its first subdiagonal, so [L2] says that is upper Hessenberg.
If is real symmetric, the same similarity steps remain real orthogonal. Each step that zeros the lower tail in column also zeros the matching upper tail in row because symmetry is preserved under orthogonal similarity.
Therefore the final matrix is symmetric and upper Hessenberg, hence tridiagonal by [L2]. This proves the symmetric claim.
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Sources
- Andrew Stuart and Jochen Voss, Matrix Analysis and Algorithms (standard reference, not scraped)