636 D Vectors and Matrices
Such a matrix is termed column substochastic matrix. This matrix has the impor-
tant property that all eigenvalues are in the range −1 <λ<1.
D.19.10 Tridiagonal Matrix
A tridiagonal matrix is both upper and lower Hessenberg, i.e., nonzero elements
exist only on the main diagonal and the adjacent upper and lower subdiagonals. A
5 ×5 tridiagonal matrix A is given by
A =
⎡
⎢
⎢
⎢
⎢
⎣
a
11
a
12
000
a
21
a
22
a
23
00
0 a
32
a
33
a
34
0
00a
43
a
44
a
45
000a
54
a
55
⎤
⎥
⎥
⎥
⎥
⎦
(D.82)
D.19.11 Upper Hessenberg Matrix
An upper Hessenberg matrix has h
ij
= 0 whenever j < i − 1. A 5 × 5 upper
Hessenberg matrix H is given by
H =
⎡
⎢
⎢
⎢
⎢
⎣
h
11
h
12
h
13
h
14
h
15
h
21
h
22
h
23
h
24
h
25
0 h
32
h
33
h
34
h
35
00h
43
h
44
h
45
000h
54
h
55
⎤
⎥
⎥
⎥
⎥
⎦
(D.83)
A matrix is lower Hessenberg if its transpose is an upper Hessenberg matrix.
Reference
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