4.II.39A

Numerical Analysis
Part II, 2005

An n×nn \times n skew-symmetric matrix AA is converted into an upper-Hessenberg form BB, say, by Householder reflections.

(a) Describe each step of the procedure and observe that BB is tridiagonal. Your algorithm should take advantage of the special form of AA to reduce the number of computations.

(b) Compare the cost (counting only products and looking only at the leading term) of converting a skew-symmetric and a symmetric matrix to an upper-Hessenberg form using Householder reflections.