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The document discusses the Rayleigh quotient and properties of matrices related to it. It shows that the Rayleigh quotient of a matrix A is the first diagonal entry of Q*A*Q, where Q is a unitary matrix. It also discusses how the Gram-Schmidt orthogonalization process results in a Hessenberg unitary matrix Q and how multiplying a Hessenberg matrix Q by an upper triangular matrix R recovers the tridiagonal structure.

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syed Mohamed Nazeefuddin Fakhri
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67 views2 pages

Sss 1

The document discusses the Rayleigh quotient and properties of matrices related to it. It shows that the Rayleigh quotient of a matrix A is the first diagonal entry of Q*A*Q, where Q is a unitary matrix. It also discusses how the Gram-Schmidt orthogonalization process results in a Hessenberg unitary matrix Q and how multiplying a Hessenberg matrix Q by an upper triangular matrix R recovers the tridiagonal structure.

Uploaded by

syed Mohamed Nazeefuddin Fakhri
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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2.

Consider ‘r’ be the Rayleigh quotient of A in which


𝑥∗𝐴𝑥
r=
𝑥∗

The vector has to be extended such as √(x*x) in which the vector is


normalized to form the matrix of unitary such as
𝑥
Q=[ q2……..qn]
(√x∗x)

So the coefficient of Rayleigh r which is the first diagonal entry of


Q*AQ and on the contrary or conversely if the diagonal entry is r of
Q*AQ which is represented as (Q*AQ)ii
𝑞_𝑖∗𝐴𝑞_𝑖
And also it can be represented as
𝑞_𝑖∗𝑞_𝑖

The ith column of Q is qii and thus r is the Rayleigh quotient of A

3)
a) From the Gram – Schmidt orthogonalisation the structure of Q
which assures that Q is produced into a Hessenberg unitary matrix
and similarly pj∈<rj-2,rj-1,rj> for j ≥ 3 which shows that sij=0 for all
values of i<j-2 and the upper triangular matrix is S and such that
sij=0 for all values of j<I or j>i+2
Thus, with zero entries S is an upper triangular band matrix and
sij=0
For all values of j<i or j>i+2 and with the zero entries of Hessenberg
unitary matrix Q as sij=0

For all values of j<i-1


x x x x x x x x x x x
x x x x x x x x x x x x
x x x x x x x x x x x
= x
x x x x x x x x x x
x x x x x x x x
x x x x x

b) To show that the tridiagonal structure is recovered when the


product is RQ is formed
If B=RQ then multiply the equation Q by R which gives
x x x x x x x x x x x x x x x
x x x x x x x x x x x x x x x
x x x x x x x x x x x x x
= x
x x x x x x x x x x x
x x x x x x x x
x x x x x

R Q B
Which shows that Hessenberg matrix is B and the real symmetric
matrix is B and thus
RQ=B =QTAQ and the real symmetric matrix is A
So BT=B so the matrix B is tridiagonal matrix

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