Let Rk be a k à k upper triangular matrix and suppose that RkUk = UkDk where
Question:
RkUk = UkDk
where Uk is an upper triangular matrix with l's on the diagonal and Dk is a diagonal matrix. Let Rk+1 be an upper triangular matrix of the form
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where βk is not an eigenvalue of Rk- Determine (k + 1) × (k + 1) matrices Uk+1 and Dk+1 of the form
-2.png){kind=small}
Such that
Rk+1Uk+1 = Uk+1Dk+1
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