4.

16 The Gram Schmidt Process with Complex Vectors

When we use the QR algorithm with matrices of complex numbers we will be finding the QR factorization
of matrices with complex numbers. We can either use Gram Schmidt orthonormalization or Householder
triangularization to do the QR factorization. These are similar to the real case with two modifications
except the definition of the length and inner product for vectors of complex numbers need the following
modifications. Let z = and w = be vectors of complex numbers. Then

(1) z* = (, ,, ) = (z)T = conjugate transpose of z

(2) || z || = = =

= length of z = Euclidean norm of z = 2-norm of z

(3) (z . w) = w1 + w2 + + wn = z*w = complex inner product of z and w

(4) z and w are orthogonal if (z . w) = 0

Remark. Many books have a slightly different definition of the complex inner product. They define

(5) <z . w> = z1 + z2 + + zn = w*z

Note that <z . w> = (z . w)., so these two definition of the complex inner product are essentially equivalent.
If one uses (5) instead of (4), all that is necessary is to reverse the elements in certain inner products. We
shall try to indicate below when that is necessary.

Example 1. Let z = and w = . Then

z* = ( 2 + 3i, 5 4i)

|| z || = = =

z . w = (2 + 3i)(1 - 6i) + (5 - 4i)(7 + 8i) = 2 12i + 3i + 18 + 35 + 40i 28i + 32

= 87 + 3i

With these modifications, the Gram - Schmidt process and the QR algorithm is the same as in the real case.
However, one needs to be careful of the order of the vectors in the inner products. Let's illustrate this with
an example.

Example 2. Let A = . Do one step of the QR algorithm with shift = 3i.

We need to find A1 = RQ + I where QR = A - I is the QR factorization of A - I. One has

A - I = A - 3iI =

We need to find the QR factorization of this matrix. Let's use the Gram Schmidt process. We begin with

Q(0) = R(0) = I =

Step 1. Set R11 = || Q,1 || and Q,1 = . In our example,

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 R11 = || Q,1 || = || || = 5

Q,1 = =

Now

Q(1) = R(1) =

Step 2. Set R12 = (Q,1 . Q,2) and Q,2 = Q,2 R12Q,1. Here is a case where the order of the elements in the
inner product is important. In one uses the inner product (5), then R12 = <Q,2 . Q,1>. In our example,

R12 = (Q,1 . Q,2) = . = (3i, 4) = (- 3i 12i) = - 3i

Q,2 = Q,2 R12Q,1 = - (-3i) = +

Now

Q(2) = R(2) =

Step 3. Set R22 = || Q,2 || and Q,2 = . In our example,

R22 = || Q,2 || = || || = 1

Q,2 = = Q,2 =

Now

Q = Q(3) = R = R(3) =

So the QR factorization of A - I = A - 3iI = is

A - I = A - 3iI = = QR =

So

A1 = RQ + I = RQ + 3iI = + 3iI = + 3iI

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