If an upper Hessenberg matrix has a zero on the subdiagonal, the problem must be split into two eigenvalue problems. Assume a split has occurred and the matrix has the form
where11is22is and both are upper Hessenberg. Show that the eigenvalues of are those of11and22.For the sake of simplicity, assume that11and22have no common eigenvalues and that if is an eigenvalue of22then the matrix11 is nonsingular.
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