A continuous approximation to the generalized Schur decomposition (Q1077490): Difference between revisions

This paper seeks to find a continuous analogue to the generalized Schur decomposition theorem of \textit{G. W. Stewart} [SIAM J. Numer. Anal. 9, 669-686 (1972; Zbl 0252.65026)] which has been used to establish the QZ algorithm that decomposes any two matrices unitarily and simultaneously to upper triangular forms QAZ, QBZ. In the continuous case where Q(t) and Z(t) are differentiable one parameter families of orthogonal matrices, certain differential equations play a key role. It is shown that if A is assumed upper Hessenberg and B nonsingular upper triangular, then the solutions of these differential equations will converge to the discrete Schur decomposition for A and B. If B is singular, however, then, depending on an interaction between A and B, there will in general not be convergence and the continuous analogue is not feasible.