Non-unitary CMV-decomposition

Abstract

An important decomposition for unitary matrices, the CMV-decomposition, is extended to general non-unitary matrices. This relates to short recurrence relations constructing biorthogonal bases for a particular pair of extended Krylov subspaces.

Keywords

• cmv-decomposition
• krylov subspaces
• matrix decomposition
• oblique projection
• short recurrence relation