The Schur decomposition guarantees that any complex square matrix can be brought to upper triangular form via a unitary transformation. The Schur decomposition is a fundamental result in linear algebra with several important applications:
Example: Schur Decomposition for an Eigenvalue Problem
Given the matrix:
$$ A=\left[\begin{array}{ll} 4 & 2 \\ 1 & 3 \end{array}\right] $$
we want to find a unitary matrix $Q$ such that:
$$ Q^* A Q=U $$
where $U$ is an upper triangular matrix and the eigenvalues of $A$ appear on its diagonal.
Step 1: Compute the Eigenvalues of $A$ Eigenvalues are found by solving:
$$ \begin{aligned} & \operatorname{det}(A-\lambda I)=0 \\ & \left|\begin{array}{cc} 4-\lambda & 2 \\ 1 & 3-\lambda \end{array}\right|=0 \end{aligned} $$
Expanding the determinant:
$$ \begin{gathered} (4-\lambda)(3-\lambda)-(2 \cdot 1)=0 \\ 12-4 \lambda-3 \lambda+\lambda^2-2=0 \\ \lambda^2-7 \lambda+10=0 \end{gathered} $$
Factoring:
$$ (\lambda-5)(\lambda-2)=0 $$
Thus, the eigenvalues are:
$$ \lambda_1=5, \quad \lambda_2=2 $$
Step 2: Compute Eigenvectors of $A$ For $\lambda_1=5$, solve: