Bidiagonal matrix

Bidiagonal matrix

A bidiagonal matrix is a matrix with non-zero entries along the main diagonal and either the diagonal above or the diagonal below.

For example, the following matrix is bidiagonal::egin{pmatrix}1 & 4 & 0 & 0 \0 & 4 & 1 & 0 \0 & 0 & 3 & 4 \0 & 0 & 0 & 3 \end{pmatrix}

When the diagonal above the main diagonal has the non-zero entries the matrix is upper bidiagonal. When the diagonal below the main diagonal has the non-zero entries the matrix is lower bidiagonal.

References

* Stewart, G. W. (2001) "Matrix Algorithms, Volume II: Eigensystems". Society for Industrial and Applied Mathematics. ISBN 0-89871-503-2.


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