The QZ decomposition, also called the generalized Schur decomposition, of two square complex matrices and
consists of unitary matrices
and
such that
|
(1)
| |||
|
(2)
|
where
and
are upper triangular matrices. If the matrix pencil
is regular, meaning that its determinant
is not identically zero, its generalized eigenvalues
are represented by the diagonal pairs
. A pair with
gives
, while
gives an infinite generalized
eigenvalue. A singular matrix pencil can produce an
indeterminate pair
.
For real matrices, a real QZ decomposition uses orthogonal matrices and an upper quasitriangular
with an upper
triangular matrix
.
The diagonal-pair rule applies to the 1-by-1 blocks. The 2-by-2 blocks encode conjugate
pairs of nonreal generalized eigenvalues,
which cannot be read from individual diagonal ratios.