Hessenberg matrix

In linear algebra, a Hessenberg matrix is one that is "almost" triangular. To be exact, an upper Hessenberg matrix has zero entries below the first subdiagonal, and a lower Hessenberg matrix has zero entries above the first superdiagonal. They are named for Karl Hessenberg.

For example:

${\begin{bmatrix}1&4&2&3\\3&4&1&7\\0&2&3&4\\0&0&1&3\\\end{bmatrix}}$

is upper Hessenberg and

${\begin{bmatrix}1&2&0&0\\5&2&3&0\\3&4&3&7\\5&6&1&1\\\end{bmatrix}}$

is lower Hessenberg.

Computer programming

Many linear algebra algorithms require significantly less computational effort when applied to triangular matrices, and this improvement often carries over to Hessenberg matrices as well. If the constraints of a linear algebra problem do not allow a general matrix to be conveniently reduced to a triangular one, reduction to Hessenberg form is often the next best thing. In fact, reduction of any matrix to a Hessenberg form can be achieved in a finite number of steps (for example, through Householder's algorithm of unitary similarity transforms). Subsequent reduction of Hessenberg matrix to a triangular matrix can be achieved through iterative procedures, such as shifted QR-factorization. In eigenvalue algorithms, the Hessenberg matrix can be further reduced to a triangular matrix through Shifted QR-factorization combined with deflation steps. Reducing a general matrix to a Hessenberg matrix and then reducing further to a triangular matrix, instead of directly reducing a general matrix to a triangular matrix, often economize the arithmetics involved in the QR algorithm for eigenvalue problems.

Properties

The product of a Hessenberg matrix with a triangular matrix is again Hessenberg. More precisely, if A is upper Hessenberg and T is upper triangular, then AT and TA are upper Hessenberg.

References

• Horn, Roger A.; Johnson, Charles R. (1985), Matrix Analysis, Cambridge University Press, ISBN 978-0-521-38632-6.
• Stoer, Josef; Bulirsch, Roland (2002), Introduction to Numerical Analysis (3rd ed.), Berlin, New York: Springer-Verlag, ISBN 978-0-387-95452-3.

External links

• Hessenberg matrix at MathWorld.
• Hessenberg matrix at PlanetMath.