SchurDecomposition

SchurDecomposition[m]

yields the Schur decomposition for a numerical matrix m, given as a list {q,t} where q is an orthonormal matrix and t is a block uppertriangular matrix.

SchurDecomposition[{m,a}]

gives the generalized Schur decomposition of m with respect to a.

Details and Options

Examples

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Basic Examples  (1)

Find the Schur decomposition of a real matrix:

Confirm the decomposition up to numerical rounding:

Format and :

Scope  (12)

Basic Uses  (5)

Find the Schur decomposition of a machine-precision matrix:

Format the results:

Schur decomposition of a complex matrix:

Schur decomposition of an arbitrary-precision matrix:

Consider a real-valued matrix with complex eigenvalues:

Compute its Schur decomposition:

All entries in the decomposition are real:

The matrix is block-upper triangular, with entries along the first subdiagonal, but not upper triangular:

RealBlockDiagonalFormFalse makes upper triangular at the cost of complex entries:

The Schur decomposition of large numerical matrices is computed efficiently:

Generalized Decomposition  (3)

Generalized Schur decomposition for a pair of matrices m and a:

Confirm that m=q.s.TemplateBox[{p}, ConjugateTranspose]:

Confirm that a=q.t.TemplateBox[{p}, ConjugateTranspose]:

Generalized Schur decomposition for a pair of complex matrices:

Confirm the decompositions:

Generalized Schur decomposition for a pair of arbitrary-precision matrices:

There is no need to use Chop to verify the decomposition:

Special Matrices  (4)

Schur decomposition of sparse matrices:

Schur decomposition of a structured matrix of type SymmetrizedArray:

IdentityMatrix has a trivial Schur decomposition:

Schur decomposition of HilbertMatrix:

Options  (6)

Pivoting  (1)

m is a 3×3 matrix:

With Pivoting->True, an extra matrix that represents the scaling and permutation is returned:

Verify that m.d is equal to d.q.t.ConjugateTranspose[q]:

RealBlockDiagonalForm  (1)

m is a matrix with two real and two complex eigenvalues:

With RealBlockDiagonalForm->False, the result is complex upper triangular:

With RealBlockDiagonalForm->True, there are real 2×2 blocks along the diagonal:

TargetStructure  (4)

A real matrix:

With TargetStructure->"Dense", the result of SchurDecomposition is a list of two dense matrices:

With TargetStructure->"Structured", the result of SchurDecomposition is a list containing an OrthogonalMatrix and a BlockUpperTriangularMatrix:

A complex matrix:

With TargetStructure->"Dense", the result of SchurDecomposition is a list of two dense matrices:

With TargetStructure->"Structured", the result of SchurDecomposition is a list containing a UnitaryMatrix and an UpperTriangularMatrix:

A pair of real matrices:

With TargetStructure->"Dense", the result of SchurDecomposition is a list of four dense matrices:

With TargetStructure->"Structured", the result of SchurDecomposition is a list containing two OrthogonalMatrix objects, a BlockUpperTriangularMatrix and an UpperTriangularMatrix:

Two complex matrices:

With TargetStructure->"Dense", the result of SchurDecomposition is a list of four dense matrices:

With TargetStructure->"Structured", the result of SchurDecomposition is a list containing two UnitaryMatrix objects and two UpperTriangularMatrix objects:

Applications  (3)

A matrix m is unitarily equivalent to a diagonal matrix if and only if NormalMatrixQ[m] is true. The Schur decomposition gives the next best reductionunitary equivalences to a triangular matrixfor a general matrix. Consider a non-normal matrix:

The Schur decomposition gives equivalence to a triangular matrix:

The eigenvalues, since they are real, occur on the diagonal of t:

Schur decomposition can be viewed as a process of finding a nested sequence of eigenvectors for matrices that extend to the bottom-right corner. Consider the following matrix :

The eigenvalues of this matrix are real, so the decomposition will be real and upper triangular:

Construct an orthonormal basis for starting with the first eigenvector of :

Because and are orthonormal to the eigenvector , transforming to this basis puts zeros below the diagonal in the first column:

Extract the 2×2 bottom-right matrix; its eigenvalues are the remaining eigenvalues of :

Find an orthonormal basis for TemplateBox[{}, Reals]^2 that includes the first eigenvector of , and embed it in TemplateBox[{}, Reals]^3:

Let q=TemplateBox[{{(, {{u, _, 2}, ., u}, )}}, Transpose] and consider TemplateBox[{q}, Transpose].m.q:

Comparing with SchurDecomposition, the results are the same up to the signs of the columns of :

A simple method for computing the Schur decomposition is the unshifted QR algorithm. Starting with and , at each stage compute the QR decomposition of . Then let t_(k+1)=r.TemplateBox[{q}, Transpose] and q_(k+1)=q.TemplateBox[{q}, Transpose]. In the limit, converges to the desired matrix and converges to the desired matrix (for well-behaved input matrices). Apply this method to the following matrix :

Compute the decomposition using 100 iterations of the QR algorithm:

By construction, the resulting matrix is orthogonal:

Although it might not look it, the is upper triangular; entries below the diagonal are numerical noise:

Compute the decomposition using SchurDecomposition:

Up to overall sign, the two matrices seem to agree:

The entries differ in numerical noise:

The matrix looks more obviously upper triangular than :

But again, the differences between and amount to numerical noise:

Properties & Relations  (11)

SchurDecomposition[m] gives matrices and such that m=q.t.TemplateBox[{q}, ConjugateTranspose]:

In {q,t}=SchurDecomposition[m], q is always a unitary matrix:

If m is real-valued, q is also orthogonal:

In {q,t}=SchurDecomposition[m], t is upper triangular with respect to the first subdiagonal:

t need not be strictly upper triangular:

If the matrix m has complex entries, the t matrix is always strictly upper triangular:

The diagonal entries of t are the eigenvalues of m, though not necessarily in any particular order:

For a real-valued matrix m, the real eigenvalues appear on t's diagonal, the complex ones as 2×2 blocks:

For a real-valued matrix , complex eigenvalues produce 2×2 blocks of the form in the matrix:

The corresponding complex eigenvalues can be recovered from the entries of the block as :

For a Hermitian matrix, the matrix is always diagonal:

m and a are random 3×3 matrices:

Find the generalized Schur decomposition of m with respect to a:

Verify that m is given by q.s.ConjugateTranspose[p]:

Verify that a is given by q.t.ConjugateTranspose[p]:

In {q,s,p,t}=SchurDecomposition[{m,a},RealBlockDiagonalFormFalse], the ratio of the diagonals of s and t equals the generalized eigenvalues of m with respect to a:

For a real symmetric matrix m, the Schur decomposition is composed of eigenvalues and eigenvectors:

t is a diagonal matrix with the eigenvalues of m along the diagonal:

The columns of q are the eigenvectors of m:

SchurDecomposition[n,RealBlockDiagonalFormFalse] for a numerical normal matrix n:

Up to phase, this coincides with the Jordan decomposition:

The t and j matrices are equal:

To verify that q has eigenvectors as columns, set the first entry of each column to 1. to eliminate phase differences between q and s:

Possible Issues  (1)

SchurDecomposition only works with approximate numerical matrices:

For exact matrices, numericize the entries first:

Alternatively, use JordanDecomposition:

Wolfram Research (1991), SchurDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/SchurDecomposition.html (updated 2023).

Text

Wolfram Research (1991), SchurDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/SchurDecomposition.html (updated 2023).

CMS

Wolfram Language. 1991. "SchurDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2023. https://reference.wolfram.com/language/ref/SchurDecomposition.html.

APA

Wolfram Language. (1991). SchurDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/SchurDecomposition.html

BibTeX

@misc{reference.wolfram_2023_schurdecomposition, author="Wolfram Research", title="{SchurDecomposition}", year="2023", howpublished="\url{https://reference.wolfram.com/language/ref/SchurDecomposition.html}", note=[Accessed: 18-March-2024 ]}

BibLaTeX

@online{reference.wolfram_2023_schurdecomposition, organization={Wolfram Research}, title={SchurDecomposition}, year={2023}, url={https://reference.wolfram.com/language/ref/SchurDecomposition.html}, note=[Accessed: 18-March-2024 ]}