Obtain orthogonal “eigenvectors” for non-symmetric 2×2 matrix

eigenvalues-eigenvectorsmatricesorthogonal matrices

[Please excuse ignorance, I'm not a mathematician, though I do data analysis.]

The question is strictly for $2\times2$ real non-symmetric matrix $\bf A$. Let us assume, having real eigenvalues.

I've learned how to compute the eigenvalues and the eigenvectors for such a matrix, so that $\bf V D V^{-1} = A$, where $\bf D$ is the diagonal matrix of eigenvalues $\lambda$. Note that $\bf V$ are usually non-orthogonal eigenvectors.

But instead of this I want to find orthogonal "eigenvectors" $\bf U$ and the upper triangular $\bf T$ ($\lambda$ being its diagonal) so that $\bf U T U' = A$.

I know this is what eigen functions usually do via QR iterations of some sort. (I've read a bit about it and can program such iterations.) It is called Schur form, if I'm correct.

My question: Is it possible to obtain $\bf T$ and $\bf U$ for a $2\times2$ case in a closed form – without iterations? Is that easy to do "by hand"? How?

Illustration

A 
 -5  4 
  3  6

Eivenvalues are -6 an 7

Eigenvectors:
V 
  -.9701425001   .3162277660 
   .2425356250   .9486832981

V'V
   1.000000000   -.076696499 
   -.076696499   1.000000000
(not orthogonal)

Restore A:
V  *   -6   0   *   inv(V)
        0   7
yields A

-------------------------------------
But, 

U  *   -6   1   *   t(U)
        0   7
(T is in the middle) also yields A

where U
   .9701425001   .2425356250 
  -.2425356250   .9701425001

is orthogonal:
U'U
   1.000000000    .000000000 
    .000000000   1.000000000

Need to find T (that is, its element [1,2]) and U.

Best Answer

Looks like Schur decomposition to me. We can do it by hand at least for 2x2 matrices here is an example:

For any arbitrary matrix, A, Schur decomposition is defined as $A = UTU^{*}$ where T is upper triangular, U is a unitary matrix and $*$ is conjugate transpose.

Let,
$A = \begin{bmatrix} 7 & -2\\ 12 & -3\end{bmatrix}$

First, we find eigenvectors and eigenvalues of the matrix such that: $A = V \Lambda V^{-1}$. For our matrix $\Lambda = \begin{bmatrix} 1 & 0\\ 0 & 3\end{bmatrix}$ and $V = \begin{bmatrix} 1 & 1\\ 3 & 2\end{bmatrix}$.

Next, we can take any one of the eigenvectors and find its orthogonal vector. Lets take $v_{1} = \begin{bmatrix} 1 \\ 3\end{bmatrix}$ therefore $\{v_{1}\}^{\perp} = \begin{bmatrix} -3 \\ 1\end{bmatrix}$. Normalize them and create a unitary matrix $U = \frac{1}{\sqrt{10}}\begin{bmatrix} 1 & -3 \\ 3 & 1\end{bmatrix}$

Now, from Schur decomposition we know, $A = UTU^{*}$, we have found our unitary matrix $U$ we can get T as $T = U^{*}AU$. Thus, $T = \begin{bmatrix} 1 & -14 \\ 0 & 3 \end{bmatrix}$

Further reading: http://www.home.uni-osnabrueck.de/mfrankland/Math416/Math416_SchurDecomposition.pdf