[Math] Hessenberg vs upper triangular matrix for eigenvalues (QR algorithm)

eigenvalues-eigenvectorslinear algebramatricesmatrix decomposition

You compute A = QR by using givens rotations, and use the QR algorithm for finding eigenvalues of A.
The process of finding eigenvalues can be sped up by transforming A to a Hessenberg matrix (by using givens).

I'm guessing using a Hessenberg matrix is more efficient because of the fact that for every QR factorization you now do, you have to do less givens rotations? Correct me on this if I'm wrong.

Now onto the question: Why don't we transform A to an upper triangular matrix to begin with? Why stop at a Hessenberg form?

Best Answer

Yes, in Hessenbergform, you only need ~$n$ Givens-Rotations per QR step, in full form that requires ~$n^2/2$ rotations.

It is not possible to just get the triangular form. Would be nice, since that would have the eigenvalues directly on the diagonal.