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 where 11 is   22 is  and...


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


where

11
is

22
is
 and both are upper Hessenberg. Show that the eigenvalues of
 are those of

11
and

22.
For the sake of simplicity, assume that

11
and

22
have no common eigenvalues and that if
 is an eigenvalue of

22
then the matrix

11
 is nonsingular.




May 07, 2022
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